CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7699 |
0.7612 |
-0.0087 |
-1.1% |
0.7738 |
| High |
0.7703 |
0.7637 |
-0.0066 |
-0.9% |
0.7786 |
| Low |
0.7604 |
0.7595 |
-0.0009 |
-0.1% |
0.7641 |
| Close |
0.7617 |
0.7628 |
0.0011 |
0.1% |
0.7740 |
| Range |
0.0099 |
0.0042 |
-0.0057 |
-57.6% |
0.0145 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
229 |
177 |
-52 |
-22.7% |
887 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7729 |
0.7651 |
|
| R3 |
0.7704 |
0.7687 |
0.7640 |
|
| R2 |
0.7662 |
0.7662 |
0.7636 |
|
| R1 |
0.7645 |
0.7645 |
0.7632 |
0.7654 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7624 |
| S1 |
0.7603 |
0.7603 |
0.7624 |
0.7612 |
| S2 |
0.7578 |
0.7578 |
0.7620 |
|
| S3 |
0.7536 |
0.7561 |
0.7616 |
|
| S4 |
0.7494 |
0.7519 |
0.7605 |
|
|
| 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 |
0.7771 |
0.7595 |
0.0176 |
2.3% |
0.0065 |
0.9% |
19% |
False |
True |
203 |
| 10 |
0.7786 |
0.7595 |
0.0191 |
2.5% |
0.0066 |
0.9% |
17% |
False |
True |
183 |
| 20 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
56% |
False |
False |
160 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
56% |
False |
False |
162 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
56% |
False |
False |
122 |
| 80 |
0.7960 |
0.7428 |
0.0532 |
7.0% |
0.0053 |
0.7% |
38% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7747 |
|
1.618 |
0.7705 |
|
1.000 |
0.7679 |
|
0.618 |
0.7663 |
|
HIGH |
0.7637 |
|
0.618 |
0.7621 |
|
0.500 |
0.7616 |
|
0.382 |
0.7611 |
|
LOW |
0.7595 |
|
0.618 |
0.7569 |
|
1.000 |
0.7553 |
|
1.618 |
0.7527 |
|
2.618 |
0.7485 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7659 |
| PP |
0.7620 |
0.7649 |
| S1 |
0.7616 |
0.7638 |
|