CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7534 |
0.7550 |
0.0016 |
0.2% |
0.7520 |
High |
0.7556 |
0.7553 |
-0.0003 |
0.0% |
0.7599 |
Low |
0.7530 |
0.7531 |
0.0001 |
0.0% |
0.7513 |
Close |
0.7537 |
0.7546 |
0.0009 |
0.1% |
0.7538 |
Range |
0.0026 |
0.0022 |
-0.0004 |
-15.4% |
0.0086 |
ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
75 |
26 |
-49 |
-65.3% |
1,506 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7609 |
0.7600 |
0.7558 |
|
R3 |
0.7587 |
0.7578 |
0.7552 |
|
R2 |
0.7565 |
0.7565 |
0.7550 |
|
R1 |
0.7556 |
0.7556 |
0.7548 |
0.7550 |
PP |
0.7543 |
0.7543 |
0.7543 |
0.7540 |
S1 |
0.7534 |
0.7534 |
0.7544 |
0.7528 |
S2 |
0.7521 |
0.7521 |
0.7542 |
|
S3 |
0.7499 |
0.7512 |
0.7540 |
|
S4 |
0.7477 |
0.7490 |
0.7534 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7808 |
0.7759 |
0.7585 |
|
R3 |
0.7722 |
0.7673 |
0.7562 |
|
R2 |
0.7636 |
0.7636 |
0.7554 |
|
R1 |
0.7587 |
0.7587 |
0.7546 |
0.7612 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7562 |
S1 |
0.7501 |
0.7501 |
0.7530 |
0.7526 |
S2 |
0.7464 |
0.7464 |
0.7522 |
|
S3 |
0.7378 |
0.7415 |
0.7514 |
|
S4 |
0.7292 |
0.7329 |
0.7491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7599 |
0.7513 |
0.0086 |
1.1% |
0.0039 |
0.5% |
38% |
False |
False |
138 |
10 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0054 |
0.7% |
36% |
False |
False |
208 |
20 |
0.7667 |
0.7490 |
0.0177 |
2.3% |
0.0063 |
0.8% |
32% |
False |
False |
150 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0054 |
0.7% |
21% |
False |
False |
84 |
60 |
0.8094 |
0.7490 |
0.0604 |
8.0% |
0.0044 |
0.6% |
9% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7647 |
2.618 |
0.7611 |
1.618 |
0.7589 |
1.000 |
0.7575 |
0.618 |
0.7567 |
HIGH |
0.7553 |
0.618 |
0.7545 |
0.500 |
0.7542 |
0.382 |
0.7539 |
LOW |
0.7531 |
0.618 |
0.7517 |
1.000 |
0.7509 |
1.618 |
0.7495 |
2.618 |
0.7473 |
4.250 |
0.7438 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7545 |
0.7542 |
PP |
0.7543 |
0.7538 |
S1 |
0.7542 |
0.7535 |
|