CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7738 |
0.7675 |
-0.0063 |
-0.8% |
0.7584 |
| High |
0.7745 |
0.7712 |
-0.0033 |
-0.4% |
0.7745 |
| Low |
0.7682 |
0.7641 |
-0.0041 |
-0.5% |
0.7584 |
| Close |
0.7708 |
0.7685 |
-0.0023 |
-0.3% |
0.7720 |
| Range |
0.0063 |
0.0071 |
0.0008 |
12.7% |
0.0161 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.3% |
0.0000 |
| Volume |
30 |
101 |
71 |
236.7% |
853 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7860 |
0.7724 |
|
| R3 |
0.7821 |
0.7789 |
0.7705 |
|
| R2 |
0.7750 |
0.7750 |
0.7698 |
|
| R1 |
0.7718 |
0.7718 |
0.7692 |
0.7734 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7688 |
| S1 |
0.7647 |
0.7647 |
0.7678 |
0.7663 |
| S2 |
0.7608 |
0.7608 |
0.7672 |
|
| S3 |
0.7537 |
0.7576 |
0.7665 |
|
| S4 |
0.7466 |
0.7505 |
0.7646 |
|
|
| 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 |
0.7641 |
0.0104 |
1.4% |
0.0062 |
0.8% |
42% |
False |
True |
118 |
| 10 |
0.7745 |
0.7441 |
0.0304 |
4.0% |
0.0062 |
0.8% |
80% |
False |
False |
135 |
| 20 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0060 |
0.8% |
81% |
False |
False |
128 |
| 40 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0061 |
0.8% |
81% |
False |
False |
139 |
| 60 |
0.7760 |
0.7428 |
0.0332 |
4.3% |
0.0056 |
0.7% |
77% |
False |
False |
98 |
| 80 |
0.8094 |
0.7428 |
0.0666 |
8.7% |
0.0048 |
0.6% |
39% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8014 |
|
2.618 |
0.7898 |
|
1.618 |
0.7827 |
|
1.000 |
0.7783 |
|
0.618 |
0.7756 |
|
HIGH |
0.7712 |
|
0.618 |
0.7685 |
|
0.500 |
0.7677 |
|
0.382 |
0.7668 |
|
LOW |
0.7641 |
|
0.618 |
0.7597 |
|
1.000 |
0.7570 |
|
1.618 |
0.7526 |
|
2.618 |
0.7455 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7682 |
0.7693 |
| PP |
0.7679 |
0.7690 |
| S1 |
0.7677 |
0.7688 |
|