CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 18-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7588 |
0.7633 |
0.0045 |
0.6% |
0.7534 |
High |
0.7643 |
0.7680 |
0.0037 |
0.5% |
0.7680 |
Low |
0.7572 |
0.7556 |
-0.0016 |
-0.2% |
0.7530 |
Close |
0.7642 |
0.7587 |
-0.0055 |
-0.7% |
0.7587 |
Range |
0.0071 |
0.0124 |
0.0053 |
74.7% |
0.0150 |
ATR |
0.0060 |
0.0065 |
0.0005 |
7.6% |
0.0000 |
Volume |
183 |
52 |
-131 |
-71.6% |
390 |
|
Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7980 |
0.7907 |
0.7655 |
|
R3 |
0.7856 |
0.7783 |
0.7621 |
|
R2 |
0.7732 |
0.7732 |
0.7610 |
|
R1 |
0.7659 |
0.7659 |
0.7598 |
0.7634 |
PP |
0.7608 |
0.7608 |
0.7608 |
0.7595 |
S1 |
0.7535 |
0.7535 |
0.7576 |
0.7510 |
S2 |
0.7484 |
0.7484 |
0.7564 |
|
S3 |
0.7360 |
0.7411 |
0.7553 |
|
S4 |
0.7236 |
0.7287 |
0.7519 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8049 |
0.7968 |
0.7670 |
|
R3 |
0.7899 |
0.7818 |
0.7628 |
|
R2 |
0.7749 |
0.7749 |
0.7615 |
|
R1 |
0.7668 |
0.7668 |
0.7601 |
0.7709 |
PP |
0.7599 |
0.7599 |
0.7599 |
0.7619 |
S1 |
0.7518 |
0.7518 |
0.7573 |
0.7559 |
S2 |
0.7449 |
0.7449 |
0.7560 |
|
S3 |
0.7299 |
0.7368 |
0.7546 |
|
S4 |
0.7149 |
0.7218 |
0.7505 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7680 |
0.7530 |
0.0150 |
2.0% |
0.0059 |
0.8% |
38% |
True |
False |
78 |
10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0057 |
0.7% |
44% |
True |
False |
207 |
20 |
0.7680 |
0.7490 |
0.0190 |
2.5% |
0.0067 |
0.9% |
51% |
True |
False |
145 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0058 |
0.8% |
36% |
False |
False |
90 |
60 |
0.8094 |
0.7490 |
0.0604 |
8.0% |
0.0047 |
0.6% |
16% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8207 |
2.618 |
0.8005 |
1.618 |
0.7881 |
1.000 |
0.7804 |
0.618 |
0.7757 |
HIGH |
0.7680 |
0.618 |
0.7633 |
0.500 |
0.7618 |
0.382 |
0.7603 |
LOW |
0.7556 |
0.618 |
0.7479 |
1.000 |
0.7432 |
1.618 |
0.7355 |
2.618 |
0.7231 |
4.250 |
0.7029 |
|
|
Fisher Pivots for day following 18-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7618 |
0.7613 |
PP |
0.7608 |
0.7604 |
S1 |
0.7597 |
0.7596 |
|