CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7558 |
-0.0075 |
-1.0% |
0.7534 |
| High |
0.7680 |
0.7585 |
-0.0095 |
-1.2% |
0.7680 |
| Low |
0.7556 |
0.7536 |
-0.0020 |
-0.3% |
0.7530 |
| Close |
0.7587 |
0.7555 |
-0.0032 |
-0.4% |
0.7587 |
| Range |
0.0124 |
0.0049 |
-0.0075 |
-60.5% |
0.0150 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
52 |
172 |
120 |
230.8% |
390 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7706 |
0.7679 |
0.7582 |
|
| R3 |
0.7657 |
0.7630 |
0.7568 |
|
| R2 |
0.7608 |
0.7608 |
0.7564 |
|
| R1 |
0.7581 |
0.7581 |
0.7559 |
0.7570 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7553 |
| S1 |
0.7532 |
0.7532 |
0.7551 |
0.7521 |
| S2 |
0.7510 |
0.7510 |
0.7546 |
|
| S3 |
0.7461 |
0.7483 |
0.7542 |
|
| S4 |
0.7412 |
0.7434 |
0.7528 |
|
|
| 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 |
0.7531 |
0.0149 |
2.0% |
0.0063 |
0.8% |
16% |
False |
False |
97 |
| 10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0056 |
0.7% |
25% |
False |
False |
206 |
| 20 |
0.7680 |
0.7490 |
0.0190 |
2.5% |
0.0066 |
0.9% |
34% |
False |
False |
150 |
| 40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0058 |
0.8% |
24% |
False |
False |
94 |
| 60 |
0.8092 |
0.7490 |
0.0602 |
8.0% |
0.0048 |
0.6% |
11% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7713 |
|
1.618 |
0.7664 |
|
1.000 |
0.7634 |
|
0.618 |
0.7615 |
|
HIGH |
0.7585 |
|
0.618 |
0.7566 |
|
0.500 |
0.7561 |
|
0.382 |
0.7555 |
|
LOW |
0.7536 |
|
0.618 |
0.7506 |
|
1.000 |
0.7487 |
|
1.618 |
0.7457 |
|
2.618 |
0.7408 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7561 |
0.7608 |
| PP |
0.7559 |
0.7590 |
| S1 |
0.7557 |
0.7573 |
|