CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7594 |
-0.0002 |
0.0% |
0.7730 |
| High |
0.7616 |
0.7594 |
-0.0022 |
-0.3% |
0.7743 |
| Low |
0.7587 |
0.7529 |
-0.0058 |
-0.8% |
0.7569 |
| Close |
0.7593 |
0.7531 |
-0.0062 |
-0.8% |
0.7580 |
| Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0174 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
| Volume |
143 |
268 |
125 |
87.4% |
975 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7704 |
0.7567 |
|
| R3 |
0.7681 |
0.7639 |
0.7549 |
|
| R2 |
0.7616 |
0.7616 |
0.7543 |
|
| R1 |
0.7574 |
0.7574 |
0.7537 |
0.7563 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7546 |
| S1 |
0.7509 |
0.7509 |
0.7525 |
0.7498 |
| S2 |
0.7486 |
0.7486 |
0.7519 |
|
| S3 |
0.7421 |
0.7444 |
0.7513 |
|
| S4 |
0.7356 |
0.7379 |
0.7495 |
|
|
| 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 |
0.7703 |
0.7529 |
0.0174 |
2.3% |
0.0066 |
0.9% |
1% |
False |
True |
193 |
| 10 |
0.7786 |
0.7529 |
0.0257 |
3.4% |
0.0065 |
0.9% |
1% |
False |
True |
214 |
| 20 |
0.7786 |
0.7441 |
0.0345 |
4.6% |
0.0063 |
0.8% |
26% |
False |
False |
174 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0060 |
0.8% |
29% |
False |
False |
169 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
29% |
False |
False |
131 |
| 80 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0054 |
0.7% |
24% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7870 |
|
2.618 |
0.7764 |
|
1.618 |
0.7699 |
|
1.000 |
0.7659 |
|
0.618 |
0.7634 |
|
HIGH |
0.7594 |
|
0.618 |
0.7569 |
|
0.500 |
0.7562 |
|
0.382 |
0.7554 |
|
LOW |
0.7529 |
|
0.618 |
0.7489 |
|
1.000 |
0.7464 |
|
1.618 |
0.7424 |
|
2.618 |
0.7359 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7562 |
0.7596 |
| PP |
0.7551 |
0.7574 |
| S1 |
0.7541 |
0.7553 |
|