CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7577 |
0.0041 |
0.5% |
0.7743 |
| High |
0.7637 |
0.7612 |
-0.0025 |
-0.3% |
0.7747 |
| Low |
0.7527 |
0.7551 |
0.0024 |
0.3% |
0.7573 |
| Close |
0.7565 |
0.7598 |
0.0033 |
0.4% |
0.7583 |
| Range |
0.0110 |
0.0061 |
-0.0049 |
-44.5% |
0.0174 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
72,601 |
58,837 |
-13,764 |
-19.0% |
308,294 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7745 |
0.7632 |
|
| R3 |
0.7709 |
0.7684 |
0.7615 |
|
| R2 |
0.7648 |
0.7648 |
0.7609 |
|
| R1 |
0.7623 |
0.7623 |
0.7604 |
0.7636 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7593 |
| S1 |
0.7562 |
0.7562 |
0.7592 |
0.7575 |
| S2 |
0.7526 |
0.7526 |
0.7587 |
|
| S3 |
0.7465 |
0.7501 |
0.7581 |
|
| S4 |
0.7404 |
0.7440 |
0.7564 |
|
|
| 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% |
0.0074 |
1.0% |
51% |
False |
False |
60,489 |
| 10 |
0.7779 |
0.7527 |
0.0252 |
3.3% |
0.0071 |
0.9% |
28% |
False |
False |
58,122 |
| 20 |
0.7791 |
0.7527 |
0.0264 |
3.5% |
0.0069 |
0.9% |
27% |
False |
False |
56,811 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
47% |
False |
False |
55,547 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0070 |
0.9% |
47% |
False |
False |
37,476 |
| 80 |
0.7885 |
0.7428 |
0.0457 |
6.0% |
0.0066 |
0.9% |
37% |
False |
False |
28,200 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.4% |
0.0064 |
0.8% |
22% |
False |
False |
22,598 |
| 120 |
0.8364 |
0.7428 |
0.0936 |
12.3% |
0.0062 |
0.8% |
18% |
False |
False |
18,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7772 |
|
1.618 |
0.7711 |
|
1.000 |
0.7673 |
|
0.618 |
0.7650 |
|
HIGH |
0.7612 |
|
0.618 |
0.7589 |
|
0.500 |
0.7582 |
|
0.382 |
0.7574 |
|
LOW |
0.7551 |
|
0.618 |
0.7513 |
|
1.000 |
0.7490 |
|
1.618 |
0.7452 |
|
2.618 |
0.7391 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7593 |
| PP |
0.7587 |
0.7587 |
| S1 |
0.7582 |
0.7582 |
|