CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 19-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7771 |
0.7730 |
-0.0041 |
-0.5% |
0.7738 |
High |
0.7771 |
0.7743 |
-0.0028 |
-0.4% |
0.7786 |
Low |
0.7723 |
0.7670 |
-0.0053 |
-0.7% |
0.7641 |
Close |
0.7740 |
0.7671 |
-0.0069 |
-0.9% |
0.7740 |
Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0145 |
ATR |
0.0062 |
0.0062 |
0.0001 |
1.3% |
0.0000 |
Volume |
192 |
167 |
-25 |
-13.0% |
887 |
|
Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7914 |
0.7865 |
0.7711 |
|
R3 |
0.7841 |
0.7792 |
0.7691 |
|
R2 |
0.7768 |
0.7768 |
0.7684 |
|
R1 |
0.7719 |
0.7719 |
0.7678 |
0.7707 |
PP |
0.7695 |
0.7695 |
0.7695 |
0.7689 |
S1 |
0.7646 |
0.7646 |
0.7664 |
0.7634 |
S2 |
0.7622 |
0.7622 |
0.7658 |
|
S3 |
0.7549 |
0.7573 |
0.7651 |
|
S4 |
0.7476 |
0.7500 |
0.7631 |
|
|
Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8094 |
0.7820 |
|
R3 |
0.8012 |
0.7949 |
0.7780 |
|
R2 |
0.7867 |
0.7867 |
0.7767 |
|
R1 |
0.7804 |
0.7804 |
0.7753 |
0.7836 |
PP |
0.7722 |
0.7722 |
0.7722 |
0.7738 |
S1 |
0.7659 |
0.7659 |
0.7727 |
0.7691 |
S2 |
0.7577 |
0.7577 |
0.7713 |
|
S3 |
0.7432 |
0.7514 |
0.7700 |
|
S4 |
0.7287 |
0.7369 |
0.7660 |
|
|
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% |
0.0066 |
0.9% |
21% |
False |
False |
204 |
10 |
0.7786 |
0.7610 |
0.0176 |
2.3% |
0.0063 |
0.8% |
35% |
False |
False |
172 |
20 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0058 |
0.8% |
68% |
False |
False |
151 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
68% |
False |
False |
150 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0058 |
0.8% |
68% |
False |
False |
113 |
80 |
0.8092 |
0.7428 |
0.0664 |
8.7% |
0.0050 |
0.7% |
37% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8053 |
2.618 |
0.7934 |
1.618 |
0.7861 |
1.000 |
0.7816 |
0.618 |
0.7788 |
HIGH |
0.7743 |
0.618 |
0.7715 |
0.500 |
0.7707 |
0.382 |
0.7698 |
LOW |
0.7670 |
0.618 |
0.7625 |
1.000 |
0.7597 |
1.618 |
0.7552 |
2.618 |
0.7479 |
4.250 |
0.7360 |
|
|
Fisher Pivots for day following 19-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7707 |
0.7728 |
PP |
0.7695 |
0.7709 |
S1 |
0.7683 |
0.7690 |
|