CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7498 |
0.7500 |
0.0002 |
0.0% |
0.7558 |
High |
0.7507 |
0.7514 |
0.0007 |
0.1% |
0.7585 |
Low |
0.7449 |
0.7484 |
0.0035 |
0.5% |
0.7449 |
Close |
0.7502 |
0.7497 |
-0.0005 |
-0.1% |
0.7497 |
Range |
0.0058 |
0.0030 |
-0.0028 |
-48.3% |
0.0136 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
206 |
122 |
-84 |
-40.8% |
778 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7588 |
0.7573 |
0.7514 |
|
R3 |
0.7558 |
0.7543 |
0.7505 |
|
R2 |
0.7528 |
0.7528 |
0.7503 |
|
R1 |
0.7513 |
0.7513 |
0.7500 |
0.7506 |
PP |
0.7498 |
0.7498 |
0.7498 |
0.7495 |
S1 |
0.7483 |
0.7483 |
0.7494 |
0.7476 |
S2 |
0.7468 |
0.7468 |
0.7492 |
|
S3 |
0.7438 |
0.7453 |
0.7489 |
|
S4 |
0.7408 |
0.7423 |
0.7481 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7918 |
0.7844 |
0.7572 |
|
R3 |
0.7782 |
0.7708 |
0.7534 |
|
R2 |
0.7646 |
0.7646 |
0.7522 |
|
R1 |
0.7572 |
0.7572 |
0.7509 |
0.7541 |
PP |
0.7510 |
0.7510 |
0.7510 |
0.7495 |
S1 |
0.7436 |
0.7436 |
0.7485 |
0.7405 |
S2 |
0.7374 |
0.7374 |
0.7472 |
|
S3 |
0.7238 |
0.7300 |
0.7460 |
|
S4 |
0.7102 |
0.7164 |
0.7422 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7585 |
0.7449 |
0.0136 |
1.8% |
0.0050 |
0.7% |
35% |
False |
False |
155 |
10 |
0.7680 |
0.7449 |
0.0231 |
3.1% |
0.0054 |
0.7% |
21% |
False |
False |
116 |
20 |
0.7680 |
0.7449 |
0.0231 |
3.1% |
0.0061 |
0.8% |
21% |
False |
False |
168 |
40 |
0.7715 |
0.7449 |
0.0266 |
3.5% |
0.0061 |
0.8% |
18% |
False |
False |
106 |
60 |
0.7952 |
0.7449 |
0.0503 |
6.7% |
0.0050 |
0.7% |
10% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7642 |
2.618 |
0.7593 |
1.618 |
0.7563 |
1.000 |
0.7544 |
0.618 |
0.7533 |
HIGH |
0.7514 |
0.618 |
0.7503 |
0.500 |
0.7499 |
0.382 |
0.7495 |
LOW |
0.7484 |
0.618 |
0.7465 |
1.000 |
0.7454 |
1.618 |
0.7435 |
2.618 |
0.7405 |
4.250 |
0.7356 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7499 |
0.7500 |
PP |
0.7498 |
0.7499 |
S1 |
0.7498 |
0.7498 |
|