CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7738 |
0.0038 |
0.5% |
0.7584 |
| High |
0.7745 |
0.7745 |
0.0000 |
0.0% |
0.7745 |
| Low |
0.7680 |
0.7682 |
0.0002 |
0.0% |
0.7584 |
| Close |
0.7720 |
0.7708 |
-0.0012 |
-0.2% |
0.7720 |
| Range |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0161 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
123 |
30 |
-93 |
-75.6% |
853 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7867 |
0.7743 |
|
| R3 |
0.7838 |
0.7804 |
0.7725 |
|
| R2 |
0.7775 |
0.7775 |
0.7720 |
|
| R1 |
0.7741 |
0.7741 |
0.7714 |
0.7727 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7704 |
| S1 |
0.7678 |
0.7678 |
0.7702 |
0.7664 |
| S2 |
0.7649 |
0.7649 |
0.7696 |
|
| S3 |
0.7586 |
0.7615 |
0.7691 |
|
| S4 |
0.7523 |
0.7552 |
0.7673 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8166 |
0.8104 |
0.7809 |
|
| R3 |
0.8005 |
0.7943 |
0.7764 |
|
| R2 |
0.7844 |
0.7844 |
0.7750 |
|
| R1 |
0.7782 |
0.7782 |
0.7735 |
0.7813 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7699 |
| S1 |
0.7621 |
0.7621 |
0.7705 |
0.7652 |
| S2 |
0.7522 |
0.7522 |
0.7690 |
|
| S3 |
0.7361 |
0.7460 |
0.7676 |
|
| S4 |
0.7200 |
0.7299 |
0.7631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7745 |
0.7610 |
0.0135 |
1.8% |
0.0060 |
0.8% |
73% |
True |
False |
140 |
| 10 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0059 |
0.8% |
88% |
True |
False |
134 |
| 20 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0057 |
0.7% |
88% |
True |
False |
124 |
| 40 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0061 |
0.8% |
88% |
True |
False |
137 |
| 60 |
0.7760 |
0.7428 |
0.0332 |
4.3% |
0.0055 |
0.7% |
84% |
False |
False |
97 |
| 80 |
0.8130 |
0.7428 |
0.0702 |
9.1% |
0.0047 |
0.6% |
40% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7910 |
|
1.618 |
0.7847 |
|
1.000 |
0.7808 |
|
0.618 |
0.7784 |
|
HIGH |
0.7745 |
|
0.618 |
0.7721 |
|
0.500 |
0.7714 |
|
0.382 |
0.7706 |
|
LOW |
0.7682 |
|
0.618 |
0.7643 |
|
1.000 |
0.7619 |
|
1.618 |
0.7580 |
|
2.618 |
0.7517 |
|
4.250 |
0.7414 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7714 |
0.7704 |
| PP |
0.7712 |
0.7699 |
| S1 |
0.7710 |
0.7695 |
|