CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7574 |
0.0041 |
0.5% |
0.7730 |
| High |
0.7632 |
0.7608 |
-0.0024 |
-0.3% |
0.7743 |
| Low |
0.7525 |
0.7548 |
0.0023 |
0.3% |
0.7569 |
| Close |
0.7562 |
0.7595 |
0.0033 |
0.4% |
0.7580 |
| Range |
0.0107 |
0.0060 |
-0.0047 |
-43.9% |
0.0174 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
378 |
99 |
-279 |
-73.8% |
975 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7739 |
0.7628 |
|
| R3 |
0.7704 |
0.7679 |
0.7612 |
|
| R2 |
0.7644 |
0.7644 |
0.7606 |
|
| R1 |
0.7619 |
0.7619 |
0.7601 |
0.7632 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7590 |
| S1 |
0.7559 |
0.7559 |
0.7590 |
0.7572 |
| S2 |
0.7524 |
0.7524 |
0.7584 |
|
| S3 |
0.7464 |
0.7499 |
0.7579 |
|
| S4 |
0.7404 |
0.7439 |
0.7562 |
|
|
| 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 |
0.7662 |
0.7525 |
0.0137 |
1.8% |
0.0071 |
0.9% |
51% |
False |
False |
208 |
| 10 |
0.7771 |
0.7525 |
0.0246 |
3.2% |
0.0068 |
0.9% |
28% |
False |
False |
205 |
| 20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0065 |
0.9% |
27% |
False |
False |
189 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
47% |
False |
False |
177 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0063 |
0.8% |
47% |
False |
False |
138 |
| 80 |
0.7864 |
0.7428 |
0.0436 |
5.7% |
0.0055 |
0.7% |
38% |
False |
False |
107 |
| 100 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0046 |
0.6% |
23% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7765 |
|
1.618 |
0.7705 |
|
1.000 |
0.7668 |
|
0.618 |
0.7645 |
|
HIGH |
0.7608 |
|
0.618 |
0.7585 |
|
0.500 |
0.7578 |
|
0.382 |
0.7571 |
|
LOW |
0.7548 |
|
0.618 |
0.7511 |
|
1.000 |
0.7488 |
|
1.618 |
0.7451 |
|
2.618 |
0.7391 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7590 |
| PP |
0.7584 |
0.7584 |
| S1 |
0.7578 |
0.7579 |
|