CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7629 |
0.0017 |
0.2% |
0.7730 |
| High |
0.7637 |
0.7662 |
0.0025 |
0.3% |
0.7743 |
| Low |
0.7595 |
0.7569 |
-0.0026 |
-0.3% |
0.7569 |
| Close |
0.7628 |
0.7580 |
-0.0048 |
-0.6% |
0.7580 |
| Range |
0.0042 |
0.0093 |
0.0051 |
121.4% |
0.0174 |
| ATR |
0.0063 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
| Volume |
177 |
152 |
-25 |
-14.1% |
975 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7824 |
0.7631 |
|
| R3 |
0.7790 |
0.7731 |
0.7606 |
|
| R2 |
0.7697 |
0.7697 |
0.7597 |
|
| R1 |
0.7638 |
0.7638 |
0.7589 |
0.7621 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7595 |
| S1 |
0.7545 |
0.7545 |
0.7571 |
0.7528 |
| S2 |
0.7511 |
0.7511 |
0.7563 |
|
| S3 |
0.7418 |
0.7452 |
0.7554 |
|
| S4 |
0.7325 |
0.7359 |
0.7529 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8040 |
0.7676 |
|
| R3 |
0.7979 |
0.7866 |
0.7628 |
|
| R2 |
0.7805 |
0.7805 |
0.7612 |
|
| R1 |
0.7692 |
0.7692 |
0.7596 |
0.7662 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7615 |
| S1 |
0.7518 |
0.7518 |
0.7564 |
0.7488 |
| S2 |
0.7457 |
0.7457 |
0.7548 |
|
| S3 |
0.7283 |
0.7344 |
0.7532 |
|
| S4 |
0.7109 |
0.7170 |
0.7484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7743 |
0.7569 |
0.0174 |
2.3% |
0.0074 |
1.0% |
6% |
False |
True |
195 |
| 10 |
0.7786 |
0.7569 |
0.0217 |
2.9% |
0.0069 |
0.9% |
5% |
False |
True |
186 |
| 20 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0063 |
0.8% |
42% |
False |
False |
161 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
42% |
False |
False |
165 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
42% |
False |
False |
125 |
| 80 |
0.7952 |
0.7428 |
0.0524 |
6.9% |
0.0053 |
0.7% |
29% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8057 |
|
2.618 |
0.7905 |
|
1.618 |
0.7812 |
|
1.000 |
0.7755 |
|
0.618 |
0.7719 |
|
HIGH |
0.7662 |
|
0.618 |
0.7626 |
|
0.500 |
0.7616 |
|
0.382 |
0.7605 |
|
LOW |
0.7569 |
|
0.618 |
0.7512 |
|
1.000 |
0.7476 |
|
1.618 |
0.7419 |
|
2.618 |
0.7326 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7616 |
0.7636 |
| PP |
0.7604 |
0.7617 |
| S1 |
0.7592 |
0.7599 |
|