CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7536 |
-0.0060 |
-0.8% |
0.7743 |
| High |
0.7598 |
0.7637 |
0.0039 |
0.5% |
0.7747 |
| Low |
0.7531 |
0.7527 |
-0.0004 |
-0.1% |
0.7573 |
| Close |
0.7534 |
0.7565 |
0.0031 |
0.4% |
0.7583 |
| Range |
0.0067 |
0.0110 |
0.0043 |
64.2% |
0.0174 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.6% |
0.0000 |
| Volume |
58,483 |
72,601 |
14,118 |
24.1% |
308,294 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7846 |
0.7626 |
|
| R3 |
0.7796 |
0.7736 |
0.7595 |
|
| R2 |
0.7686 |
0.7686 |
0.7585 |
|
| R1 |
0.7626 |
0.7626 |
0.7575 |
0.7656 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7592 |
| S1 |
0.7516 |
0.7516 |
0.7555 |
0.7546 |
| S2 |
0.7466 |
0.7466 |
0.7545 |
|
| S3 |
0.7356 |
0.7406 |
0.7535 |
|
| S4 |
0.7246 |
0.7296 |
0.7505 |
|
|
| 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 |
0.7666 |
0.7527 |
0.0139 |
1.8% |
0.0070 |
0.9% |
27% |
False |
True |
60,090 |
| 10 |
0.7791 |
0.7527 |
0.0264 |
3.5% |
0.0072 |
1.0% |
14% |
False |
True |
59,036 |
| 20 |
0.7791 |
0.7500 |
0.0291 |
3.8% |
0.0069 |
0.9% |
22% |
False |
False |
57,553 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
38% |
False |
False |
54,220 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0069 |
0.9% |
38% |
False |
False |
36,498 |
| 80 |
0.7885 |
0.7428 |
0.0457 |
6.0% |
0.0066 |
0.9% |
30% |
False |
False |
27,469 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0064 |
0.8% |
17% |
False |
False |
22,011 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.4% |
0.0062 |
0.8% |
15% |
False |
False |
18,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.7925 |
|
1.618 |
0.7815 |
|
1.000 |
0.7747 |
|
0.618 |
0.7705 |
|
HIGH |
0.7637 |
|
0.618 |
0.7595 |
|
0.500 |
0.7582 |
|
0.382 |
0.7569 |
|
LOW |
0.7527 |
|
0.618 |
0.7459 |
|
1.000 |
0.7417 |
|
1.618 |
0.7349 |
|
2.618 |
0.7239 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7582 |
0.7582 |
| PP |
0.7576 |
0.7576 |
| S1 |
0.7571 |
0.7571 |
|