CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7443 |
0.7500 |
0.0057 |
0.8% |
0.7558 |
High |
0.7507 |
0.7560 |
0.0053 |
0.7% |
0.7585 |
Low |
0.7441 |
0.7500 |
0.0059 |
0.8% |
0.7449 |
Close |
0.7486 |
0.7539 |
0.0053 |
0.7% |
0.7497 |
Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0136 |
ATR |
0.0058 |
0.0059 |
0.0001 |
1.9% |
0.0000 |
Volume |
98 |
93 |
-5 |
-5.1% |
778 |
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7713 |
0.7686 |
0.7572 |
|
R3 |
0.7653 |
0.7626 |
0.7556 |
|
R2 |
0.7593 |
0.7593 |
0.7550 |
|
R1 |
0.7566 |
0.7566 |
0.7545 |
0.7580 |
PP |
0.7533 |
0.7533 |
0.7533 |
0.7540 |
S1 |
0.7506 |
0.7506 |
0.7534 |
0.7520 |
S2 |
0.7473 |
0.7473 |
0.7528 |
|
S3 |
0.7413 |
0.7446 |
0.7523 |
|
S4 |
0.7353 |
0.7386 |
0.7506 |
|
|
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 |
0.7560 |
0.7428 |
0.0132 |
1.8% |
0.0048 |
0.6% |
84% |
True |
False |
91 |
10 |
0.7680 |
0.7428 |
0.0252 |
3.3% |
0.0058 |
0.8% |
44% |
False |
False |
116 |
20 |
0.7680 |
0.7428 |
0.0252 |
3.3% |
0.0056 |
0.7% |
44% |
False |
False |
165 |
40 |
0.7715 |
0.7428 |
0.0287 |
3.8% |
0.0061 |
0.8% |
39% |
False |
False |
113 |
60 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0052 |
0.7% |
25% |
False |
False |
80 |
80 |
0.8153 |
0.7428 |
0.0725 |
9.6% |
0.0042 |
0.6% |
15% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7815 |
2.618 |
0.7717 |
1.618 |
0.7657 |
1.000 |
0.7620 |
0.618 |
0.7597 |
HIGH |
0.7560 |
0.618 |
0.7537 |
0.500 |
0.7530 |
0.382 |
0.7523 |
LOW |
0.7500 |
0.618 |
0.7463 |
1.000 |
0.7440 |
1.618 |
0.7403 |
2.618 |
0.7343 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7536 |
0.7524 |
PP |
0.7533 |
0.7509 |
S1 |
0.7530 |
0.7494 |
|