CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7450 |
0.7443 |
-0.0007 |
-0.1% |
0.7558 |
High |
0.7472 |
0.7507 |
0.0035 |
0.5% |
0.7585 |
Low |
0.7428 |
0.7441 |
0.0013 |
0.2% |
0.7449 |
Close |
0.7444 |
0.7486 |
0.0042 |
0.6% |
0.7497 |
Range |
0.0044 |
0.0066 |
0.0022 |
50.0% |
0.0136 |
ATR |
0.0058 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
Volume |
85 |
98 |
13 |
15.3% |
778 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7676 |
0.7647 |
0.7522 |
|
R3 |
0.7610 |
0.7581 |
0.7504 |
|
R2 |
0.7544 |
0.7544 |
0.7498 |
|
R1 |
0.7515 |
0.7515 |
0.7492 |
0.7530 |
PP |
0.7478 |
0.7478 |
0.7478 |
0.7485 |
S1 |
0.7449 |
0.7449 |
0.7480 |
0.7464 |
S2 |
0.7412 |
0.7412 |
0.7474 |
|
S3 |
0.7346 |
0.7383 |
0.7468 |
|
S4 |
0.7280 |
0.7317 |
0.7450 |
|
|
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 |
0.7514 |
0.7428 |
0.0086 |
1.1% |
0.0048 |
0.6% |
67% |
False |
False |
113 |
10 |
0.7680 |
0.7428 |
0.0252 |
3.4% |
0.0059 |
0.8% |
23% |
False |
False |
125 |
20 |
0.7680 |
0.7428 |
0.0252 |
3.4% |
0.0056 |
0.7% |
23% |
False |
False |
164 |
40 |
0.7715 |
0.7428 |
0.0287 |
3.8% |
0.0061 |
0.8% |
20% |
False |
False |
111 |
60 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0051 |
0.7% |
13% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7788 |
2.618 |
0.7680 |
1.618 |
0.7614 |
1.000 |
0.7573 |
0.618 |
0.7548 |
HIGH |
0.7507 |
0.618 |
0.7482 |
0.500 |
0.7474 |
0.382 |
0.7466 |
LOW |
0.7441 |
0.618 |
0.7400 |
1.000 |
0.7375 |
1.618 |
0.7334 |
2.618 |
0.7268 |
4.250 |
0.7160 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7480 |
PP |
0.7478 |
0.7474 |
S1 |
0.7474 |
0.7468 |
|