CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7602 |
0.0028 |
0.4% |
0.7596 |
| High |
0.7608 |
0.7653 |
0.0045 |
0.6% |
0.7653 |
| Low |
0.7548 |
0.7576 |
0.0028 |
0.4% |
0.7525 |
| Close |
0.7595 |
0.7642 |
0.0047 |
0.6% |
0.7642 |
| Range |
0.0060 |
0.0077 |
0.0017 |
28.3% |
0.0128 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
| Volume |
99 |
101 |
2 |
2.0% |
989 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7855 |
0.7825 |
0.7684 |
|
| R3 |
0.7778 |
0.7748 |
0.7663 |
|
| R2 |
0.7701 |
0.7701 |
0.7656 |
|
| R1 |
0.7671 |
0.7671 |
0.7649 |
0.7686 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7631 |
| S1 |
0.7594 |
0.7594 |
0.7635 |
0.7609 |
| S2 |
0.7547 |
0.7547 |
0.7628 |
|
| S3 |
0.7470 |
0.7517 |
0.7621 |
|
| S4 |
0.7393 |
0.7440 |
0.7600 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7944 |
0.7712 |
|
| R3 |
0.7863 |
0.7816 |
0.7677 |
|
| R2 |
0.7735 |
0.7735 |
0.7665 |
|
| R1 |
0.7688 |
0.7688 |
0.7654 |
0.7711 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7618 |
| S1 |
0.7560 |
0.7560 |
0.7630 |
0.7584 |
| S2 |
0.7479 |
0.7479 |
0.7619 |
|
| S3 |
0.7351 |
0.7432 |
0.7607 |
|
| S4 |
0.7223 |
0.7304 |
0.7572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7653 |
0.7525 |
0.0128 |
1.7% |
0.0068 |
0.9% |
91% |
True |
False |
197 |
| 10 |
0.7743 |
0.7525 |
0.0218 |
2.9% |
0.0071 |
0.9% |
54% |
False |
False |
196 |
| 20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0066 |
0.9% |
45% |
False |
False |
185 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
60% |
False |
False |
176 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0063 |
0.8% |
60% |
False |
False |
140 |
| 80 |
0.7864 |
0.7428 |
0.0436 |
5.7% |
0.0056 |
0.7% |
49% |
False |
False |
108 |
| 100 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0047 |
0.6% |
30% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7855 |
|
1.618 |
0.7778 |
|
1.000 |
0.7730 |
|
0.618 |
0.7701 |
|
HIGH |
0.7653 |
|
0.618 |
0.7624 |
|
0.500 |
0.7615 |
|
0.382 |
0.7605 |
|
LOW |
0.7576 |
|
0.618 |
0.7528 |
|
1.000 |
0.7499 |
|
1.618 |
0.7451 |
|
2.618 |
0.7374 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7624 |
| PP |
0.7624 |
0.7607 |
| S1 |
0.7615 |
0.7589 |
|