CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7594 |
0.7533 |
-0.0061 |
-0.8% |
0.7730 |
| High |
0.7594 |
0.7632 |
0.0038 |
0.5% |
0.7743 |
| Low |
0.7529 |
0.7525 |
-0.0004 |
-0.1% |
0.7569 |
| Close |
0.7531 |
0.7562 |
0.0031 |
0.4% |
0.7580 |
| Range |
0.0065 |
0.0107 |
0.0042 |
64.6% |
0.0174 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
4.9% |
0.0000 |
| Volume |
268 |
378 |
110 |
41.0% |
975 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7835 |
0.7621 |
|
| R3 |
0.7787 |
0.7728 |
0.7591 |
|
| R2 |
0.7680 |
0.7680 |
0.7582 |
|
| R1 |
0.7621 |
0.7621 |
0.7572 |
0.7651 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7588 |
| S1 |
0.7514 |
0.7514 |
0.7552 |
0.7544 |
| S2 |
0.7466 |
0.7466 |
0.7542 |
|
| S3 |
0.7359 |
0.7407 |
0.7533 |
|
| S4 |
0.7252 |
0.7300 |
0.7503 |
|
|
| 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 |
0.7662 |
0.7525 |
0.0137 |
1.8% |
0.0067 |
0.9% |
27% |
False |
True |
223 |
| 10 |
0.7786 |
0.7525 |
0.0261 |
3.5% |
0.0069 |
0.9% |
14% |
False |
True |
233 |
| 20 |
0.7786 |
0.7500 |
0.0286 |
3.8% |
0.0065 |
0.9% |
22% |
False |
False |
188 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0061 |
0.8% |
37% |
False |
False |
176 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
37% |
False |
False |
137 |
| 80 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0055 |
0.7% |
31% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.7912 |
|
1.618 |
0.7805 |
|
1.000 |
0.7739 |
|
0.618 |
0.7698 |
|
HIGH |
0.7632 |
|
0.618 |
0.7591 |
|
0.500 |
0.7579 |
|
0.382 |
0.7566 |
|
LOW |
0.7525 |
|
0.618 |
0.7459 |
|
1.000 |
0.7418 |
|
1.618 |
0.7352 |
|
2.618 |
0.7245 |
|
4.250 |
0.7070 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7579 |
| PP |
0.7573 |
0.7573 |
| S1 |
0.7568 |
0.7568 |
|