CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 20-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.7730 |
0.7676 |
-0.0054 |
-0.7% |
0.7738 |
High |
0.7743 |
0.7723 |
-0.0020 |
-0.3% |
0.7786 |
Low |
0.7670 |
0.7659 |
-0.0011 |
-0.1% |
0.7641 |
Close |
0.7671 |
0.7694 |
0.0023 |
0.3% |
0.7740 |
Range |
0.0073 |
0.0064 |
-0.0009 |
-12.3% |
0.0145 |
ATR |
0.0062 |
0.0063 |
0.0000 |
0.2% |
0.0000 |
Volume |
167 |
250 |
83 |
49.7% |
887 |
|
Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7853 |
0.7729 |
|
R3 |
0.7820 |
0.7789 |
0.7712 |
|
R2 |
0.7756 |
0.7756 |
0.7706 |
|
R1 |
0.7725 |
0.7725 |
0.7700 |
0.7741 |
PP |
0.7692 |
0.7692 |
0.7692 |
0.7700 |
S1 |
0.7661 |
0.7661 |
0.7688 |
0.7677 |
S2 |
0.7628 |
0.7628 |
0.7682 |
|
S3 |
0.7564 |
0.7597 |
0.7676 |
|
S4 |
0.7500 |
0.7533 |
0.7659 |
|
|
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 |
0.7659 |
0.0127 |
1.7% |
0.0064 |
0.8% |
28% |
False |
True |
234 |
10 |
0.7786 |
0.7641 |
0.0145 |
1.9% |
0.0063 |
0.8% |
37% |
False |
False |
176 |
20 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0059 |
0.8% |
74% |
False |
False |
158 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0061 |
0.8% |
74% |
False |
False |
155 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0059 |
0.8% |
74% |
False |
False |
115 |
80 |
0.8061 |
0.7428 |
0.0633 |
8.2% |
0.0051 |
0.7% |
42% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7995 |
2.618 |
0.7891 |
1.618 |
0.7827 |
1.000 |
0.7787 |
0.618 |
0.7763 |
HIGH |
0.7723 |
0.618 |
0.7699 |
0.500 |
0.7691 |
0.382 |
0.7683 |
LOW |
0.7659 |
0.618 |
0.7619 |
1.000 |
0.7595 |
1.618 |
0.7555 |
2.618 |
0.7491 |
4.250 |
0.7387 |
|
|
Fisher Pivots for day following 20-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7693 |
0.7715 |
PP |
0.7692 |
0.7708 |
S1 |
0.7691 |
0.7701 |
|