CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7677 |
0.7731 |
0.0054 |
0.7% |
0.7584 |
High |
0.7740 |
0.7786 |
0.0046 |
0.6% |
0.7745 |
Low |
0.7671 |
0.7719 |
0.0048 |
0.6% |
0.7584 |
Close |
0.7728 |
0.7780 |
0.0052 |
0.7% |
0.7720 |
Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0161 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.6% |
0.0000 |
Volume |
187 |
377 |
190 |
101.6% |
853 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7963 |
0.7938 |
0.7817 |
|
R3 |
0.7896 |
0.7871 |
0.7798 |
|
R2 |
0.7829 |
0.7829 |
0.7792 |
|
R1 |
0.7804 |
0.7804 |
0.7786 |
0.7817 |
PP |
0.7762 |
0.7762 |
0.7762 |
0.7768 |
S1 |
0.7737 |
0.7737 |
0.7774 |
0.7750 |
S2 |
0.7695 |
0.7695 |
0.7768 |
|
S3 |
0.7628 |
0.7670 |
0.7762 |
|
S4 |
0.7561 |
0.7603 |
0.7743 |
|
|
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 |
0.7786 |
0.7641 |
0.0145 |
1.9% |
0.0067 |
0.9% |
96% |
True |
False |
163 |
10 |
0.7786 |
0.7545 |
0.0241 |
3.1% |
0.0063 |
0.8% |
98% |
True |
False |
172 |
20 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0060 |
0.8% |
98% |
True |
False |
144 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0062 |
0.8% |
98% |
True |
False |
145 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.6% |
0.0057 |
0.7% |
98% |
True |
False |
107 |
80 |
0.8094 |
0.7428 |
0.0666 |
8.6% |
0.0049 |
0.6% |
53% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8071 |
2.618 |
0.7961 |
1.618 |
0.7894 |
1.000 |
0.7853 |
0.618 |
0.7827 |
HIGH |
0.7786 |
0.618 |
0.7760 |
0.500 |
0.7753 |
0.382 |
0.7745 |
LOW |
0.7719 |
0.618 |
0.7678 |
1.000 |
0.7652 |
1.618 |
0.7611 |
2.618 |
0.7544 |
4.250 |
0.7434 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7771 |
0.7758 |
PP |
0.7762 |
0.7736 |
S1 |
0.7753 |
0.7714 |
|