CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 06-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7584 |
0.7636 |
0.0052 |
0.7% |
0.7500 |
High |
0.7648 |
0.7670 |
0.0022 |
0.3% |
0.7600 |
Low |
0.7584 |
0.7610 |
0.0026 |
0.3% |
0.7428 |
Close |
0.7641 |
0.7660 |
0.0019 |
0.2% |
0.7577 |
Range |
0.0064 |
0.0060 |
-0.0004 |
-6.2% |
0.0172 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
Volume |
180 |
211 |
31 |
17.2% |
515 |
|
Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7827 |
0.7803 |
0.7693 |
|
R3 |
0.7767 |
0.7743 |
0.7677 |
|
R2 |
0.7707 |
0.7707 |
0.7671 |
|
R1 |
0.7683 |
0.7683 |
0.7666 |
0.7695 |
PP |
0.7647 |
0.7647 |
0.7647 |
0.7653 |
S1 |
0.7623 |
0.7623 |
0.7655 |
0.7635 |
S2 |
0.7587 |
0.7587 |
0.7649 |
|
S3 |
0.7527 |
0.7563 |
0.7644 |
|
S4 |
0.7467 |
0.7503 |
0.7627 |
|
|
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 |
0.7670 |
0.7441 |
0.0229 |
3.0% |
0.0061 |
0.8% |
96% |
True |
False |
152 |
10 |
0.7670 |
0.7428 |
0.0242 |
3.2% |
0.0055 |
0.7% |
96% |
True |
False |
140 |
20 |
0.7680 |
0.7428 |
0.0252 |
3.3% |
0.0054 |
0.7% |
92% |
False |
False |
133 |
40 |
0.7715 |
0.7428 |
0.0287 |
3.7% |
0.0061 |
0.8% |
81% |
False |
False |
127 |
60 |
0.7836 |
0.7428 |
0.0408 |
5.3% |
0.0054 |
0.7% |
57% |
False |
False |
89 |
80 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0044 |
0.6% |
32% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7925 |
2.618 |
0.7827 |
1.618 |
0.7767 |
1.000 |
0.7730 |
0.618 |
0.7707 |
HIGH |
0.7670 |
0.618 |
0.7647 |
0.500 |
0.7640 |
0.382 |
0.7633 |
LOW |
0.7610 |
0.618 |
0.7573 |
1.000 |
0.7550 |
1.618 |
0.7513 |
2.618 |
0.7453 |
4.250 |
0.7355 |
|
|
Fisher Pivots for day following 06-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7653 |
0.7643 |
PP |
0.7647 |
0.7625 |
S1 |
0.7640 |
0.7608 |
|