CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7550 |
0.7552 |
0.0002 |
0.0% |
0.7520 |
High |
0.7553 |
0.7595 |
0.0042 |
0.6% |
0.7599 |
Low |
0.7531 |
0.7545 |
0.0014 |
0.2% |
0.7513 |
Close |
0.7546 |
0.7589 |
0.0043 |
0.6% |
0.7538 |
Range |
0.0022 |
0.0050 |
0.0028 |
127.3% |
0.0086 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
26 |
54 |
28 |
107.7% |
1,506 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7726 |
0.7708 |
0.7617 |
|
R3 |
0.7676 |
0.7658 |
0.7603 |
|
R2 |
0.7626 |
0.7626 |
0.7598 |
|
R1 |
0.7608 |
0.7608 |
0.7594 |
0.7617 |
PP |
0.7576 |
0.7576 |
0.7576 |
0.7581 |
S1 |
0.7558 |
0.7558 |
0.7584 |
0.7567 |
S2 |
0.7526 |
0.7526 |
0.7580 |
|
S3 |
0.7476 |
0.7508 |
0.7575 |
|
S4 |
0.7426 |
0.7458 |
0.7562 |
|
|
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 |
0.7595 |
0.7513 |
0.0082 |
1.1% |
0.0038 |
0.5% |
93% |
True |
False |
99 |
10 |
0.7610 |
0.7507 |
0.0103 |
1.4% |
0.0052 |
0.7% |
80% |
False |
False |
203 |
20 |
0.7667 |
0.7490 |
0.0177 |
2.3% |
0.0064 |
0.8% |
56% |
False |
False |
148 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0055 |
0.7% |
37% |
False |
False |
85 |
60 |
0.8094 |
0.7490 |
0.0604 |
8.0% |
0.0045 |
0.6% |
16% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7808 |
2.618 |
0.7726 |
1.618 |
0.7676 |
1.000 |
0.7645 |
0.618 |
0.7626 |
HIGH |
0.7595 |
0.618 |
0.7576 |
0.500 |
0.7570 |
0.382 |
0.7564 |
LOW |
0.7545 |
0.618 |
0.7514 |
1.000 |
0.7495 |
1.618 |
0.7464 |
2.618 |
0.7414 |
4.250 |
0.7333 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7583 |
0.7580 |
PP |
0.7576 |
0.7571 |
S1 |
0.7570 |
0.7563 |
|