CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7677 |
0.0002 |
0.0% |
0.7584 |
| High |
0.7712 |
0.7740 |
0.0028 |
0.4% |
0.7745 |
| Low |
0.7641 |
0.7671 |
0.0030 |
0.4% |
0.7584 |
| Close |
0.7685 |
0.7728 |
0.0043 |
0.6% |
0.7720 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0161 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
| Volume |
101 |
187 |
86 |
85.1% |
853 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7893 |
0.7766 |
|
| R3 |
0.7851 |
0.7824 |
0.7747 |
|
| R2 |
0.7782 |
0.7782 |
0.7741 |
|
| R1 |
0.7755 |
0.7755 |
0.7734 |
0.7769 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7720 |
| S1 |
0.7686 |
0.7686 |
0.7722 |
0.7700 |
| S2 |
0.7644 |
0.7644 |
0.7715 |
|
| S3 |
0.7575 |
0.7617 |
0.7709 |
|
| S4 |
0.7506 |
0.7548 |
0.7690 |
|
|
| 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 |
1.3% |
0.0065 |
0.8% |
84% |
False |
False |
121 |
| 10 |
0.7745 |
0.7500 |
0.0245 |
3.2% |
0.0062 |
0.8% |
93% |
False |
False |
144 |
| 20 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0061 |
0.8% |
95% |
False |
False |
134 |
| 40 |
0.7745 |
0.7428 |
0.0317 |
4.1% |
0.0062 |
0.8% |
95% |
False |
False |
141 |
| 60 |
0.7760 |
0.7428 |
0.0332 |
4.3% |
0.0057 |
0.7% |
90% |
False |
False |
102 |
| 80 |
0.8094 |
0.7428 |
0.0666 |
8.6% |
0.0049 |
0.6% |
45% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8033 |
|
2.618 |
0.7921 |
|
1.618 |
0.7852 |
|
1.000 |
0.7809 |
|
0.618 |
0.7783 |
|
HIGH |
0.7740 |
|
0.618 |
0.7714 |
|
0.500 |
0.7706 |
|
0.382 |
0.7697 |
|
LOW |
0.7671 |
|
0.618 |
0.7628 |
|
1.000 |
0.7602 |
|
1.618 |
0.7559 |
|
2.618 |
0.7490 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7716 |
| PP |
0.7713 |
0.7705 |
| S1 |
0.7706 |
0.7693 |
|