CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7671 |
0.0035 |
0.5% |
0.7500 |
| High |
0.7670 |
0.7704 |
0.0034 |
0.4% |
0.7600 |
| Low |
0.7610 |
0.7647 |
0.0037 |
0.5% |
0.7428 |
| Close |
0.7660 |
0.7652 |
-0.0008 |
-0.1% |
0.7577 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-5.0% |
0.0172 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
211 |
172 |
-39 |
-18.5% |
515 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7802 |
0.7683 |
|
| R3 |
0.7782 |
0.7745 |
0.7668 |
|
| R2 |
0.7725 |
0.7725 |
0.7662 |
|
| R1 |
0.7688 |
0.7688 |
0.7657 |
0.7678 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7663 |
| S1 |
0.7631 |
0.7631 |
0.7647 |
0.7621 |
| S2 |
0.7611 |
0.7611 |
0.7642 |
|
| S3 |
0.7554 |
0.7574 |
0.7636 |
|
| S4 |
0.7497 |
0.7517 |
0.7621 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.7986 |
0.7672 |
|
| R3 |
0.7879 |
0.7814 |
0.7624 |
|
| R2 |
0.7707 |
0.7707 |
0.7609 |
|
| R1 |
0.7642 |
0.7642 |
0.7593 |
0.7675 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7551 |
| S1 |
0.7470 |
0.7470 |
0.7561 |
0.7503 |
| S2 |
0.7363 |
0.7363 |
0.7545 |
|
| S3 |
0.7191 |
0.7298 |
0.7530 |
|
| S4 |
0.7019 |
0.7126 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7704 |
0.7500 |
0.0204 |
2.7% |
0.0059 |
0.8% |
75% |
True |
False |
167 |
| 10 |
0.7704 |
0.7428 |
0.0276 |
3.6% |
0.0053 |
0.7% |
81% |
True |
False |
140 |
| 20 |
0.7704 |
0.7428 |
0.0276 |
3.6% |
0.0054 |
0.7% |
81% |
True |
False |
129 |
| 40 |
0.7715 |
0.7428 |
0.0287 |
3.8% |
0.0061 |
0.8% |
78% |
False |
False |
131 |
| 60 |
0.7835 |
0.7428 |
0.0407 |
5.3% |
0.0055 |
0.7% |
55% |
False |
False |
92 |
| 80 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0045 |
0.6% |
31% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7946 |
|
2.618 |
0.7853 |
|
1.618 |
0.7796 |
|
1.000 |
0.7761 |
|
0.618 |
0.7739 |
|
HIGH |
0.7704 |
|
0.618 |
0.7682 |
|
0.500 |
0.7676 |
|
0.382 |
0.7669 |
|
LOW |
0.7647 |
|
0.618 |
0.7612 |
|
1.000 |
0.7590 |
|
1.618 |
0.7555 |
|
2.618 |
0.7498 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7676 |
0.7649 |
| PP |
0.7668 |
0.7647 |
| S1 |
0.7660 |
0.7644 |
|