CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7672 |
0.7734 |
0.0062 |
0.8% |
0.7602 |
| High |
0.7743 |
0.7791 |
0.0048 |
0.6% |
0.7758 |
| Low |
0.7671 |
0.7721 |
0.0050 |
0.7% |
0.7587 |
| Close |
0.7730 |
0.7783 |
0.0053 |
0.7% |
0.7722 |
| Range |
0.0072 |
0.0070 |
-0.0002 |
-2.8% |
0.0171 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
49,754 |
67,983 |
18,229 |
36.6% |
279,842 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7949 |
0.7822 |
|
| R3 |
0.7905 |
0.7879 |
0.7802 |
|
| R2 |
0.7835 |
0.7835 |
0.7796 |
|
| R1 |
0.7809 |
0.7809 |
0.7789 |
0.7822 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7772 |
| S1 |
0.7739 |
0.7739 |
0.7777 |
0.7752 |
| S2 |
0.7695 |
0.7695 |
0.7770 |
|
| S3 |
0.7625 |
0.7669 |
0.7764 |
|
| S4 |
0.7555 |
0.7599 |
0.7745 |
|
|
| 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 |
0.7791 |
0.7643 |
0.0148 |
1.9% |
0.0071 |
0.9% |
95% |
True |
False |
55,737 |
| 10 |
0.7791 |
0.7539 |
0.0252 |
3.2% |
0.0066 |
0.9% |
97% |
True |
False |
55,501 |
| 20 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0065 |
0.8% |
98% |
True |
False |
58,513 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0069 |
0.9% |
98% |
True |
False |
41,561 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0067 |
0.9% |
98% |
True |
False |
27,842 |
| 80 |
0.8125 |
0.7428 |
0.0697 |
9.0% |
0.0065 |
0.8% |
51% |
False |
False |
20,964 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.1% |
0.0063 |
0.8% |
45% |
False |
False |
16,808 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.0% |
0.0059 |
0.8% |
38% |
False |
False |
14,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8089 |
|
2.618 |
0.7974 |
|
1.618 |
0.7904 |
|
1.000 |
0.7861 |
|
0.618 |
0.7834 |
|
HIGH |
0.7791 |
|
0.618 |
0.7764 |
|
0.500 |
0.7756 |
|
0.382 |
0.7748 |
|
LOW |
0.7721 |
|
0.618 |
0.7678 |
|
1.000 |
0.7651 |
|
1.618 |
0.7608 |
|
2.618 |
0.7538 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7761 |
| PP |
0.7765 |
0.7739 |
| S1 |
0.7756 |
0.7717 |
|