CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7640 |
0.0038 |
0.5% |
0.7497 |
| High |
0.7652 |
0.7674 |
0.0022 |
0.3% |
0.7604 |
| Low |
0.7587 |
0.7612 |
0.0025 |
0.3% |
0.7428 |
| Close |
0.7644 |
0.7663 |
0.0019 |
0.2% |
0.7580 |
| Range |
0.0065 |
0.0062 |
-0.0003 |
-4.6% |
0.0176 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
51,370 |
51,297 |
-73 |
-0.1% |
294,876 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7811 |
0.7697 |
|
| R3 |
0.7774 |
0.7749 |
0.7680 |
|
| R2 |
0.7712 |
0.7712 |
0.7674 |
|
| R1 |
0.7687 |
0.7687 |
0.7669 |
0.7700 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7656 |
| S1 |
0.7625 |
0.7625 |
0.7657 |
0.7638 |
| S2 |
0.7588 |
0.7588 |
0.7652 |
|
| S3 |
0.7526 |
0.7563 |
0.7646 |
|
| S4 |
0.7464 |
0.7501 |
0.7629 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.7999 |
0.7677 |
|
| R3 |
0.7889 |
0.7823 |
0.7628 |
|
| R2 |
0.7713 |
0.7713 |
0.7612 |
|
| R1 |
0.7647 |
0.7647 |
0.7596 |
0.7680 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7554 |
| S1 |
0.7471 |
0.7471 |
0.7564 |
0.7504 |
| S2 |
0.7361 |
0.7361 |
0.7548 |
|
| S3 |
0.7185 |
0.7295 |
0.7532 |
|
| S4 |
0.7009 |
0.7119 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7674 |
0.7443 |
0.0231 |
3.0% |
0.0065 |
0.8% |
95% |
True |
False |
59,049 |
| 10 |
0.7674 |
0.7428 |
0.0246 |
3.2% |
0.0059 |
0.8% |
96% |
True |
False |
58,680 |
| 20 |
0.7683 |
0.7428 |
0.0255 |
3.3% |
0.0060 |
0.8% |
92% |
False |
False |
59,588 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0069 |
0.9% |
83% |
False |
False |
31,715 |
| 60 |
0.7850 |
0.7428 |
0.0422 |
5.5% |
0.0065 |
0.9% |
56% |
False |
False |
21,279 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0064 |
0.8% |
30% |
False |
False |
16,008 |
| 100 |
0.8311 |
0.7428 |
0.0883 |
11.5% |
0.0061 |
0.8% |
27% |
False |
False |
12,840 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0058 |
0.8% |
25% |
False |
False |
10,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7938 |
|
2.618 |
0.7836 |
|
1.618 |
0.7774 |
|
1.000 |
0.7736 |
|
0.618 |
0.7712 |
|
HIGH |
0.7674 |
|
0.618 |
0.7650 |
|
0.500 |
0.7643 |
|
0.382 |
0.7636 |
|
LOW |
0.7612 |
|
0.618 |
0.7574 |
|
1.000 |
0.7550 |
|
1.618 |
0.7512 |
|
2.618 |
0.7450 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7656 |
0.7644 |
| PP |
0.7650 |
0.7625 |
| S1 |
0.7643 |
0.7607 |
|