CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7596 |
-0.0033 |
-0.4% |
0.7730 |
| High |
0.7662 |
0.7616 |
-0.0046 |
-0.6% |
0.7743 |
| Low |
0.7569 |
0.7587 |
0.0018 |
0.2% |
0.7569 |
| Close |
0.7580 |
0.7593 |
0.0013 |
0.2% |
0.7580 |
| Range |
0.0093 |
0.0029 |
-0.0064 |
-68.8% |
0.0174 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
152 |
143 |
-9 |
-5.9% |
975 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7668 |
0.7609 |
|
| R3 |
0.7657 |
0.7639 |
0.7601 |
|
| R2 |
0.7628 |
0.7628 |
0.7598 |
|
| R1 |
0.7610 |
0.7610 |
0.7596 |
0.7605 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7596 |
| S1 |
0.7581 |
0.7581 |
0.7590 |
0.7576 |
| S2 |
0.7570 |
0.7570 |
0.7588 |
|
| S3 |
0.7541 |
0.7552 |
0.7585 |
|
| S4 |
0.7512 |
0.7523 |
0.7577 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8040 |
0.7676 |
|
| R3 |
0.7979 |
0.7866 |
0.7628 |
|
| R2 |
0.7805 |
0.7805 |
0.7612 |
|
| R1 |
0.7692 |
0.7692 |
0.7596 |
0.7662 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7615 |
| S1 |
0.7518 |
0.7518 |
0.7564 |
0.7488 |
| S2 |
0.7457 |
0.7457 |
0.7548 |
|
| S3 |
0.7283 |
0.7344 |
0.7532 |
|
| S4 |
0.7109 |
0.7170 |
0.7484 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7569 |
0.0154 |
2.0% |
0.0065 |
0.9% |
16% |
False |
False |
190 |
| 10 |
0.7786 |
0.7569 |
0.0217 |
2.9% |
0.0065 |
0.9% |
11% |
False |
False |
197 |
| 20 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
46% |
False |
False |
165 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0061 |
0.8% |
46% |
False |
False |
167 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0061 |
0.8% |
46% |
False |
False |
127 |
| 80 |
0.7899 |
0.7428 |
0.0471 |
6.2% |
0.0053 |
0.7% |
35% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7739 |
|
2.618 |
0.7692 |
|
1.618 |
0.7663 |
|
1.000 |
0.7645 |
|
0.618 |
0.7634 |
|
HIGH |
0.7616 |
|
0.618 |
0.7605 |
|
0.500 |
0.7602 |
|
0.382 |
0.7598 |
|
LOW |
0.7587 |
|
0.618 |
0.7569 |
|
1.000 |
0.7558 |
|
1.618 |
0.7540 |
|
2.618 |
0.7511 |
|
4.250 |
0.7464 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7616 |
| PP |
0.7599 |
0.7608 |
| S1 |
0.7596 |
0.7601 |
|