CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
0.7533 |
0.7540 |
0.0007 |
0.1% |
0.7520 |
High |
0.7584 |
0.7542 |
-0.0042 |
-0.6% |
0.7599 |
Low |
0.7523 |
0.7513 |
-0.0010 |
-0.1% |
0.7513 |
Close |
0.7567 |
0.7538 |
-0.0029 |
-0.4% |
0.7538 |
Range |
0.0061 |
0.0029 |
-0.0032 |
-52.5% |
0.0086 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
143 |
198 |
55 |
38.5% |
1,506 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7618 |
0.7607 |
0.7554 |
|
R3 |
0.7589 |
0.7578 |
0.7546 |
|
R2 |
0.7560 |
0.7560 |
0.7543 |
|
R1 |
0.7549 |
0.7549 |
0.7541 |
0.7540 |
PP |
0.7531 |
0.7531 |
0.7531 |
0.7527 |
S1 |
0.7520 |
0.7520 |
0.7535 |
0.7511 |
S2 |
0.7502 |
0.7502 |
0.7533 |
|
S3 |
0.7473 |
0.7491 |
0.7530 |
|
S4 |
0.7444 |
0.7462 |
0.7522 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7808 |
0.7759 |
0.7585 |
|
R3 |
0.7722 |
0.7673 |
0.7562 |
|
R2 |
0.7636 |
0.7636 |
0.7554 |
|
R1 |
0.7587 |
0.7587 |
0.7546 |
0.7612 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7562 |
S1 |
0.7501 |
0.7501 |
0.7530 |
0.7526 |
S2 |
0.7464 |
0.7464 |
0.7522 |
|
S3 |
0.7378 |
0.7415 |
0.7514 |
|
S4 |
0.7292 |
0.7329 |
0.7491 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7599 |
0.7513 |
0.0086 |
1.1% |
0.0055 |
0.7% |
29% |
False |
True |
336 |
10 |
0.7616 |
0.7507 |
0.0109 |
1.4% |
0.0067 |
0.9% |
28% |
False |
False |
220 |
20 |
0.7676 |
0.7490 |
0.0186 |
2.5% |
0.0065 |
0.9% |
26% |
False |
False |
146 |
40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0054 |
0.7% |
18% |
False |
False |
81 |
60 |
0.8149 |
0.7490 |
0.0659 |
8.7% |
0.0043 |
0.6% |
7% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7665 |
2.618 |
0.7618 |
1.618 |
0.7589 |
1.000 |
0.7571 |
0.618 |
0.7560 |
HIGH |
0.7542 |
0.618 |
0.7531 |
0.500 |
0.7528 |
0.382 |
0.7524 |
LOW |
0.7513 |
0.618 |
0.7495 |
1.000 |
0.7484 |
1.618 |
0.7466 |
2.618 |
0.7437 |
4.250 |
0.7390 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7535 |
0.7556 |
PP |
0.7531 |
0.7550 |
S1 |
0.7528 |
0.7544 |
|