CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7671 |
0.7644 |
-0.0027 |
-0.4% |
0.7500 |
High |
0.7704 |
0.7699 |
-0.0005 |
-0.1% |
0.7600 |
Low |
0.7647 |
0.7644 |
-0.0003 |
0.0% |
0.7428 |
Close |
0.7652 |
0.7684 |
0.0032 |
0.4% |
0.7577 |
Range |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0172 |
ATR |
0.0060 |
0.0060 |
0.0000 |
-0.6% |
0.0000 |
Volume |
172 |
167 |
-5 |
-2.9% |
515 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7841 |
0.7817 |
0.7714 |
|
R3 |
0.7786 |
0.7762 |
0.7699 |
|
R2 |
0.7731 |
0.7731 |
0.7694 |
|
R1 |
0.7707 |
0.7707 |
0.7689 |
0.7719 |
PP |
0.7676 |
0.7676 |
0.7676 |
0.7682 |
S1 |
0.7652 |
0.7652 |
0.7679 |
0.7664 |
S2 |
0.7621 |
0.7621 |
0.7674 |
|
S3 |
0.7566 |
0.7597 |
0.7669 |
|
S4 |
0.7511 |
0.7542 |
0.7654 |
|
|
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 |
0.7704 |
0.7545 |
0.0159 |
2.1% |
0.0058 |
0.8% |
87% |
False |
False |
182 |
10 |
0.7704 |
0.7428 |
0.0276 |
3.6% |
0.0053 |
0.7% |
93% |
False |
False |
136 |
20 |
0.7704 |
0.7428 |
0.0276 |
3.6% |
0.0054 |
0.7% |
93% |
False |
False |
130 |
40 |
0.7705 |
0.7428 |
0.0277 |
3.6% |
0.0060 |
0.8% |
92% |
False |
False |
133 |
60 |
0.7760 |
0.7428 |
0.0332 |
4.3% |
0.0053 |
0.7% |
77% |
False |
False |
94 |
80 |
0.8153 |
0.7428 |
0.0725 |
9.4% |
0.0045 |
0.6% |
35% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7933 |
2.618 |
0.7843 |
1.618 |
0.7788 |
1.000 |
0.7754 |
0.618 |
0.7733 |
HIGH |
0.7699 |
0.618 |
0.7678 |
0.500 |
0.7672 |
0.382 |
0.7665 |
LOW |
0.7644 |
0.618 |
0.7610 |
1.000 |
0.7589 |
1.618 |
0.7555 |
2.618 |
0.7500 |
4.250 |
0.7410 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7680 |
0.7675 |
PP |
0.7676 |
0.7666 |
S1 |
0.7672 |
0.7657 |
|