CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7718 |
0.7689 |
-0.0029 |
-0.4% |
0.7602 |
| High |
0.7748 |
0.7716 |
-0.0032 |
-0.4% |
0.7758 |
| Low |
0.7683 |
0.7643 |
-0.0040 |
-0.5% |
0.7587 |
| Close |
0.7710 |
0.7687 |
-0.0023 |
-0.3% |
0.7722 |
| Range |
0.0065 |
0.0073 |
0.0008 |
12.3% |
0.0171 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
| Volume |
38,580 |
63,529 |
24,949 |
64.7% |
279,842 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7867 |
0.7727 |
|
| R3 |
0.7828 |
0.7794 |
0.7707 |
|
| R2 |
0.7755 |
0.7755 |
0.7700 |
|
| R1 |
0.7721 |
0.7721 |
0.7694 |
0.7702 |
| PP |
0.7682 |
0.7682 |
0.7682 |
0.7672 |
| S1 |
0.7648 |
0.7648 |
0.7680 |
0.7629 |
| S2 |
0.7609 |
0.7609 |
0.7674 |
|
| S3 |
0.7536 |
0.7575 |
0.7667 |
|
| S4 |
0.7463 |
0.7502 |
0.7647 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8202 |
0.8133 |
0.7816 |
|
| R3 |
0.8031 |
0.7962 |
0.7769 |
|
| R2 |
0.7860 |
0.7860 |
0.7753 |
|
| R1 |
0.7791 |
0.7791 |
0.7738 |
0.7826 |
| PP |
0.7689 |
0.7689 |
0.7689 |
0.7706 |
| S1 |
0.7620 |
0.7620 |
0.7706 |
0.7655 |
| S2 |
0.7518 |
0.7518 |
0.7691 |
|
| S3 |
0.7347 |
0.7449 |
0.7675 |
|
| S4 |
0.7176 |
0.7278 |
0.7628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7758 |
0.7643 |
0.0115 |
1.5% |
0.0066 |
0.9% |
38% |
False |
True |
55,856 |
| 10 |
0.7758 |
0.7443 |
0.0315 |
4.1% |
0.0066 |
0.9% |
77% |
False |
False |
57,453 |
| 20 |
0.7758 |
0.7428 |
0.0330 |
4.3% |
0.0064 |
0.8% |
78% |
False |
False |
59,665 |
| 40 |
0.7758 |
0.7428 |
0.0330 |
4.3% |
0.0068 |
0.9% |
78% |
False |
False |
38,640 |
| 60 |
0.7768 |
0.7428 |
0.0340 |
4.4% |
0.0066 |
0.9% |
76% |
False |
False |
25,891 |
| 80 |
0.8165 |
0.7428 |
0.0737 |
9.6% |
0.0065 |
0.8% |
35% |
False |
False |
19,493 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0063 |
0.8% |
33% |
False |
False |
15,631 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.2% |
0.0059 |
0.8% |
28% |
False |
False |
13,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7907 |
|
1.618 |
0.7834 |
|
1.000 |
0.7789 |
|
0.618 |
0.7761 |
|
HIGH |
0.7716 |
|
0.618 |
0.7688 |
|
0.500 |
0.7680 |
|
0.382 |
0.7671 |
|
LOW |
0.7643 |
|
0.618 |
0.7598 |
|
1.000 |
0.7570 |
|
1.618 |
0.7525 |
|
2.618 |
0.7452 |
|
4.250 |
0.7333 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7701 |
| PP |
0.7682 |
0.7696 |
| S1 |
0.7680 |
0.7692 |
|