CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7558 |
0.7544 |
-0.0014 |
-0.2% |
0.7534 |
| High |
0.7585 |
0.7559 |
-0.0026 |
-0.3% |
0.7680 |
| Low |
0.7536 |
0.7516 |
-0.0020 |
-0.3% |
0.7530 |
| Close |
0.7555 |
0.7535 |
-0.0020 |
-0.3% |
0.7587 |
| Range |
0.0049 |
0.0043 |
-0.0006 |
-12.2% |
0.0150 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
172 |
104 |
-68 |
-39.5% |
390 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7643 |
0.7559 |
|
| R3 |
0.7623 |
0.7600 |
0.7547 |
|
| R2 |
0.7580 |
0.7580 |
0.7543 |
|
| R1 |
0.7557 |
0.7557 |
0.7539 |
0.7547 |
| PP |
0.7537 |
0.7537 |
0.7537 |
0.7532 |
| S1 |
0.7514 |
0.7514 |
0.7531 |
0.7504 |
| S2 |
0.7494 |
0.7494 |
0.7527 |
|
| S3 |
0.7451 |
0.7471 |
0.7523 |
|
| S4 |
0.7408 |
0.7428 |
0.7511 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.7968 |
0.7670 |
|
| R3 |
0.7899 |
0.7818 |
0.7628 |
|
| R2 |
0.7749 |
0.7749 |
0.7615 |
|
| R1 |
0.7668 |
0.7668 |
0.7601 |
0.7709 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7619 |
| S1 |
0.7518 |
0.7518 |
0.7573 |
0.7559 |
| S2 |
0.7449 |
0.7449 |
0.7560 |
|
| S3 |
0.7299 |
0.7368 |
0.7546 |
|
| S4 |
0.7149 |
0.7218 |
0.7505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7680 |
0.7516 |
0.0164 |
2.2% |
0.0067 |
0.9% |
12% |
False |
True |
113 |
| 10 |
0.7680 |
0.7513 |
0.0167 |
2.2% |
0.0053 |
0.7% |
13% |
False |
False |
125 |
| 20 |
0.7680 |
0.7490 |
0.0190 |
2.5% |
0.0063 |
0.8% |
24% |
False |
False |
151 |
| 40 |
0.7760 |
0.7490 |
0.0270 |
3.6% |
0.0059 |
0.8% |
17% |
False |
False |
94 |
| 60 |
0.8061 |
0.7490 |
0.0571 |
7.6% |
0.0049 |
0.6% |
8% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7672 |
|
1.618 |
0.7629 |
|
1.000 |
0.7602 |
|
0.618 |
0.7586 |
|
HIGH |
0.7559 |
|
0.618 |
0.7543 |
|
0.500 |
0.7538 |
|
0.382 |
0.7532 |
|
LOW |
0.7516 |
|
0.618 |
0.7489 |
|
1.000 |
0.7473 |
|
1.618 |
0.7446 |
|
2.618 |
0.7403 |
|
4.250 |
0.7333 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7598 |
| PP |
0.7537 |
0.7577 |
| S1 |
0.7536 |
0.7556 |
|