CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7446 |
0.7501 |
0.0055 |
0.7% |
0.7561 |
| High |
0.7512 |
0.7564 |
0.0052 |
0.7% |
0.7589 |
| Low |
0.7443 |
0.7500 |
0.0057 |
0.8% |
0.7450 |
| Close |
0.7488 |
0.7541 |
0.0053 |
0.7% |
0.7500 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0139 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
| Volume |
63,585 |
73,670 |
10,085 |
15.9% |
290,549 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7698 |
0.7576 |
|
| R3 |
0.7663 |
0.7634 |
0.7559 |
|
| R2 |
0.7599 |
0.7599 |
0.7553 |
|
| R1 |
0.7570 |
0.7570 |
0.7547 |
0.7585 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7542 |
| S1 |
0.7506 |
0.7506 |
0.7535 |
0.7521 |
| S2 |
0.7471 |
0.7471 |
0.7529 |
|
| S3 |
0.7407 |
0.7442 |
0.7523 |
|
| S4 |
0.7343 |
0.7378 |
0.7506 |
|
|
| 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 |
0.7564 |
0.7428 |
0.0136 |
1.8% |
0.0052 |
0.7% |
83% |
True |
False |
57,954 |
| 10 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0063 |
0.8% |
44% |
False |
False |
61,525 |
| 20 |
0.7683 |
0.7428 |
0.0255 |
3.4% |
0.0062 |
0.8% |
44% |
False |
False |
54,283 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0070 |
0.9% |
40% |
False |
False |
27,808 |
| 60 |
0.7885 |
0.7428 |
0.0457 |
6.1% |
0.0065 |
0.9% |
25% |
False |
False |
18,663 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0063 |
0.8% |
14% |
False |
False |
14,045 |
| 100 |
0.8364 |
0.7428 |
0.0936 |
12.4% |
0.0061 |
0.8% |
12% |
False |
False |
11,261 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.4% |
0.0058 |
0.8% |
12% |
False |
False |
9,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7836 |
|
2.618 |
0.7732 |
|
1.618 |
0.7668 |
|
1.000 |
0.7628 |
|
0.618 |
0.7604 |
|
HIGH |
0.7564 |
|
0.618 |
0.7540 |
|
0.500 |
0.7532 |
|
0.382 |
0.7524 |
|
LOW |
0.7500 |
|
0.618 |
0.7460 |
|
1.000 |
0.7436 |
|
1.618 |
0.7396 |
|
2.618 |
0.7332 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7526 |
| PP |
0.7535 |
0.7511 |
| S1 |
0.7532 |
0.7496 |
|