CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7590 |
-0.0045 |
-0.6% |
0.7743 |
| High |
0.7666 |
0.7619 |
-0.0047 |
-0.6% |
0.7747 |
| Low |
0.7573 |
0.7582 |
0.0009 |
0.1% |
0.7573 |
| Close |
0.7583 |
0.7596 |
0.0013 |
0.2% |
0.7583 |
| Range |
0.0093 |
0.0037 |
-0.0056 |
-60.2% |
0.0174 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
75,642 |
36,884 |
-38,758 |
-51.2% |
308,294 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7710 |
0.7690 |
0.7616 |
|
| R3 |
0.7673 |
0.7653 |
0.7606 |
|
| R2 |
0.7636 |
0.7636 |
0.7603 |
|
| R1 |
0.7616 |
0.7616 |
0.7599 |
0.7626 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7604 |
| S1 |
0.7579 |
0.7579 |
0.7593 |
0.7589 |
| S2 |
0.7562 |
0.7562 |
0.7589 |
|
| S3 |
0.7525 |
0.7542 |
0.7586 |
|
| S4 |
0.7488 |
0.7505 |
0.7576 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8156 |
0.8044 |
0.7679 |
|
| R3 |
0.7982 |
0.7870 |
0.7631 |
|
| R2 |
0.7808 |
0.7808 |
0.7615 |
|
| R1 |
0.7696 |
0.7696 |
0.7599 |
0.7665 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7619 |
| S1 |
0.7522 |
0.7522 |
0.7567 |
0.7491 |
| S2 |
0.7460 |
0.7460 |
0.7551 |
|
| S3 |
0.7286 |
0.7348 |
0.7535 |
|
| S4 |
0.7112 |
0.7174 |
0.7487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7728 |
0.7573 |
0.0155 |
2.0% |
0.0069 |
0.9% |
15% |
False |
False |
59,793 |
| 10 |
0.7791 |
0.7573 |
0.0218 |
2.9% |
0.0069 |
0.9% |
11% |
False |
False |
57,256 |
| 20 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
46% |
False |
False |
57,161 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
46% |
False |
False |
51,049 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0068 |
0.9% |
46% |
False |
False |
34,323 |
| 80 |
0.7952 |
0.7428 |
0.0524 |
6.9% |
0.0065 |
0.9% |
32% |
False |
False |
25,842 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0063 |
0.8% |
21% |
False |
False |
20,702 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.3% |
0.0061 |
0.8% |
18% |
False |
False |
17,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7776 |
|
2.618 |
0.7716 |
|
1.618 |
0.7679 |
|
1.000 |
0.7656 |
|
0.618 |
0.7642 |
|
HIGH |
0.7619 |
|
0.618 |
0.7605 |
|
0.500 |
0.7601 |
|
0.382 |
0.7596 |
|
LOW |
0.7582 |
|
0.618 |
0.7559 |
|
1.000 |
0.7545 |
|
1.618 |
0.7522 |
|
2.618 |
0.7485 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7620 |
| PP |
0.7599 |
0.7612 |
| S1 |
0.7598 |
0.7604 |
|