CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7500 |
0.7552 |
0.0052 |
0.7% |
0.7500 |
High |
0.7560 |
0.7600 |
0.0040 |
0.5% |
0.7600 |
Low |
0.7500 |
0.7545 |
0.0045 |
0.6% |
0.7428 |
Close |
0.7539 |
0.7577 |
0.0038 |
0.5% |
0.7577 |
Range |
0.0060 |
0.0055 |
-0.0005 |
-8.3% |
0.0172 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
Volume |
93 |
181 |
88 |
94.6% |
515 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7739 |
0.7713 |
0.7607 |
|
R3 |
0.7684 |
0.7658 |
0.7592 |
|
R2 |
0.7629 |
0.7629 |
0.7587 |
|
R1 |
0.7603 |
0.7603 |
0.7582 |
0.7616 |
PP |
0.7574 |
0.7574 |
0.7574 |
0.7581 |
S1 |
0.7548 |
0.7548 |
0.7572 |
0.7561 |
S2 |
0.7519 |
0.7519 |
0.7567 |
|
S3 |
0.7464 |
0.7493 |
0.7562 |
|
S4 |
0.7409 |
0.7438 |
0.7547 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8051 |
0.7986 |
0.7672 |
|
R3 |
0.7879 |
0.7814 |
0.7624 |
|
R2 |
0.7707 |
0.7707 |
0.7609 |
|
R1 |
0.7642 |
0.7642 |
0.7593 |
0.7675 |
PP |
0.7535 |
0.7535 |
0.7535 |
0.7551 |
S1 |
0.7470 |
0.7470 |
0.7561 |
0.7503 |
S2 |
0.7363 |
0.7363 |
0.7545 |
|
S3 |
0.7191 |
0.7298 |
0.7530 |
|
S4 |
0.7019 |
0.7126 |
0.7482 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7600 |
0.7428 |
0.0172 |
2.3% |
0.0053 |
0.7% |
87% |
True |
False |
103 |
10 |
0.7600 |
0.7428 |
0.0172 |
2.3% |
0.0051 |
0.7% |
87% |
True |
False |
129 |
20 |
0.7680 |
0.7428 |
0.0252 |
3.3% |
0.0054 |
0.7% |
59% |
False |
False |
168 |
40 |
0.7715 |
0.7428 |
0.0287 |
3.8% |
0.0062 |
0.8% |
52% |
False |
False |
117 |
60 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0053 |
0.7% |
34% |
False |
False |
83 |
80 |
0.8153 |
0.7428 |
0.0725 |
9.6% |
0.0042 |
0.6% |
21% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7834 |
2.618 |
0.7744 |
1.618 |
0.7689 |
1.000 |
0.7655 |
0.618 |
0.7634 |
HIGH |
0.7600 |
0.618 |
0.7579 |
0.500 |
0.7573 |
0.382 |
0.7566 |
LOW |
0.7545 |
0.618 |
0.7511 |
1.000 |
0.7490 |
1.618 |
0.7456 |
2.618 |
0.7401 |
4.250 |
0.7311 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7576 |
0.7558 |
PP |
0.7574 |
0.7539 |
S1 |
0.7573 |
0.7521 |
|