CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7672 |
0.0032 |
0.4% |
0.7497 |
| High |
0.7674 |
0.7706 |
0.0032 |
0.4% |
0.7604 |
| Low |
0.7612 |
0.7647 |
0.0035 |
0.5% |
0.7428 |
| Close |
0.7663 |
0.7654 |
-0.0009 |
-0.1% |
0.7580 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0176 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
51,297 |
65,563 |
14,266 |
27.8% |
294,876 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7846 |
0.7809 |
0.7686 |
|
| R3 |
0.7787 |
0.7750 |
0.7670 |
|
| R2 |
0.7728 |
0.7728 |
0.7665 |
|
| R1 |
0.7691 |
0.7691 |
0.7659 |
0.7680 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7664 |
| S1 |
0.7632 |
0.7632 |
0.7649 |
0.7621 |
| S2 |
0.7610 |
0.7610 |
0.7643 |
|
| S3 |
0.7551 |
0.7573 |
0.7638 |
|
| S4 |
0.7492 |
0.7514 |
0.7622 |
|
|
| 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 |
0.7706 |
0.7500 |
0.0206 |
2.7% |
0.0063 |
0.8% |
75% |
True |
False |
59,445 |
| 10 |
0.7706 |
0.7428 |
0.0278 |
3.6% |
0.0058 |
0.8% |
81% |
True |
False |
57,701 |
| 20 |
0.7706 |
0.7428 |
0.0278 |
3.6% |
0.0059 |
0.8% |
81% |
True |
False |
60,689 |
| 40 |
0.7710 |
0.7428 |
0.0282 |
3.7% |
0.0069 |
0.9% |
80% |
False |
False |
33,347 |
| 60 |
0.7842 |
0.7428 |
0.0414 |
5.4% |
0.0066 |
0.9% |
55% |
False |
False |
22,367 |
| 80 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0064 |
0.8% |
29% |
False |
False |
16,826 |
| 100 |
0.8269 |
0.7428 |
0.0841 |
11.0% |
0.0062 |
0.8% |
27% |
False |
False |
13,495 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0058 |
0.8% |
24% |
False |
False |
11,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7957 |
|
2.618 |
0.7860 |
|
1.618 |
0.7801 |
|
1.000 |
0.7765 |
|
0.618 |
0.7742 |
|
HIGH |
0.7706 |
|
0.618 |
0.7683 |
|
0.500 |
0.7677 |
|
0.382 |
0.7670 |
|
LOW |
0.7647 |
|
0.618 |
0.7611 |
|
1.000 |
0.7588 |
|
1.618 |
0.7552 |
|
2.618 |
0.7493 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7652 |
| PP |
0.7669 |
0.7649 |
| S1 |
0.7662 |
0.7647 |
|