CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7584 |
0.0032 |
0.4% |
0.7500 |
| High |
0.7600 |
0.7648 |
0.0048 |
0.6% |
0.7600 |
| Low |
0.7545 |
0.7584 |
0.0039 |
0.5% |
0.7428 |
| Close |
0.7577 |
0.7641 |
0.0064 |
0.8% |
0.7577 |
| Range |
0.0055 |
0.0064 |
0.0009 |
16.4% |
0.0172 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
181 |
180 |
-1 |
-0.6% |
515 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7793 |
0.7676 |
|
| R3 |
0.7752 |
0.7729 |
0.7659 |
|
| R2 |
0.7688 |
0.7688 |
0.7653 |
|
| R1 |
0.7665 |
0.7665 |
0.7647 |
0.7676 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7630 |
| S1 |
0.7601 |
0.7601 |
0.7635 |
0.7613 |
| S2 |
0.7560 |
0.7560 |
0.7629 |
|
| S3 |
0.7496 |
0.7537 |
0.7623 |
|
| S4 |
0.7432 |
0.7473 |
0.7606 |
|
|
| 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 |
0.7648 |
0.7428 |
0.0220 |
2.9% |
0.0058 |
0.8% |
97% |
True |
False |
127 |
| 10 |
0.7648 |
0.7428 |
0.0220 |
2.9% |
0.0053 |
0.7% |
97% |
True |
False |
130 |
| 20 |
0.7680 |
0.7428 |
0.0252 |
3.3% |
0.0054 |
0.7% |
85% |
False |
False |
168 |
| 40 |
0.7715 |
0.7428 |
0.0287 |
3.8% |
0.0062 |
0.8% |
74% |
False |
False |
122 |
| 60 |
0.7838 |
0.7428 |
0.0410 |
5.4% |
0.0054 |
0.7% |
52% |
False |
False |
86 |
| 80 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0043 |
0.6% |
29% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7816 |
|
1.618 |
0.7752 |
|
1.000 |
0.7712 |
|
0.618 |
0.7688 |
|
HIGH |
0.7648 |
|
0.618 |
0.7624 |
|
0.500 |
0.7616 |
|
0.382 |
0.7608 |
|
LOW |
0.7584 |
|
0.618 |
0.7544 |
|
1.000 |
0.7520 |
|
1.618 |
0.7480 |
|
2.618 |
0.7416 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7619 |
| PP |
0.7624 |
0.7596 |
| S1 |
0.7616 |
0.7574 |
|