CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 30-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7461 |
0.7446 |
-0.0015 |
-0.2% |
0.7561 |
High |
0.7475 |
0.7512 |
0.0037 |
0.5% |
0.7589 |
Low |
0.7428 |
0.7443 |
0.0015 |
0.2% |
0.7450 |
Close |
0.7446 |
0.7488 |
0.0042 |
0.6% |
0.7500 |
Range |
0.0047 |
0.0069 |
0.0022 |
46.8% |
0.0139 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
Volume |
59,664 |
63,585 |
3,921 |
6.6% |
290,549 |
|
Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7688 |
0.7657 |
0.7526 |
|
R3 |
0.7619 |
0.7588 |
0.7507 |
|
R2 |
0.7550 |
0.7550 |
0.7501 |
|
R1 |
0.7519 |
0.7519 |
0.7494 |
0.7535 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7489 |
S1 |
0.7450 |
0.7450 |
0.7482 |
0.7466 |
S2 |
0.7412 |
0.7412 |
0.7475 |
|
S3 |
0.7343 |
0.7381 |
0.7469 |
|
S4 |
0.7274 |
0.7312 |
0.7450 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7854 |
0.7576 |
|
R3 |
0.7791 |
0.7715 |
0.7538 |
|
R2 |
0.7652 |
0.7652 |
0.7525 |
|
R1 |
0.7576 |
0.7576 |
0.7513 |
0.7545 |
PP |
0.7513 |
0.7513 |
0.7513 |
0.7497 |
S1 |
0.7437 |
0.7437 |
0.7487 |
0.7406 |
S2 |
0.7374 |
0.7374 |
0.7475 |
|
S3 |
0.7235 |
0.7298 |
0.7462 |
|
S4 |
0.7096 |
0.7159 |
0.7424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7521 |
0.7428 |
0.0093 |
1.2% |
0.0053 |
0.7% |
65% |
False |
False |
55,958 |
10 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0064 |
0.9% |
24% |
False |
False |
61,919 |
20 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0062 |
0.8% |
24% |
False |
False |
50,887 |
40 |
0.7710 |
0.7428 |
0.0282 |
3.8% |
0.0070 |
0.9% |
21% |
False |
False |
25,970 |
60 |
0.7885 |
0.7428 |
0.0457 |
6.1% |
0.0064 |
0.9% |
13% |
False |
False |
17,442 |
80 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
8% |
False |
False |
13,125 |
100 |
0.8364 |
0.7428 |
0.0936 |
12.5% |
0.0060 |
0.8% |
6% |
False |
False |
10,525 |
120 |
0.8364 |
0.7428 |
0.0936 |
12.5% |
0.0057 |
0.8% |
6% |
False |
False |
8,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7805 |
2.618 |
0.7693 |
1.618 |
0.7624 |
1.000 |
0.7581 |
0.618 |
0.7555 |
HIGH |
0.7512 |
0.618 |
0.7486 |
0.500 |
0.7478 |
0.382 |
0.7469 |
LOW |
0.7443 |
0.618 |
0.7400 |
1.000 |
0.7374 |
1.618 |
0.7331 |
2.618 |
0.7262 |
4.250 |
0.7150 |
|
|
Fisher Pivots for day following 30-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7482 |
PP |
0.7481 |
0.7476 |
S1 |
0.7478 |
0.7470 |
|