CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7603 |
0.7592 |
-0.0011 |
-0.1% |
0.7648 |
| High |
0.7607 |
0.7598 |
-0.0009 |
-0.1% |
0.7668 |
| Low |
0.7581 |
0.7505 |
-0.0076 |
-1.0% |
0.7505 |
| Close |
0.7594 |
0.7517 |
-0.0077 |
-1.0% |
0.7517 |
| Range |
0.0026 |
0.0093 |
0.0067 |
257.7% |
0.0163 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.9% |
0.0000 |
| Volume |
39,870 |
71,330 |
31,460 |
78.9% |
254,414 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7761 |
0.7568 |
|
| R3 |
0.7726 |
0.7668 |
0.7543 |
|
| R2 |
0.7633 |
0.7633 |
0.7534 |
|
| R1 |
0.7575 |
0.7575 |
0.7526 |
0.7558 |
| PP |
0.7540 |
0.7540 |
0.7540 |
0.7531 |
| S1 |
0.7482 |
0.7482 |
0.7508 |
0.7465 |
| S2 |
0.7447 |
0.7447 |
0.7500 |
|
| S3 |
0.7354 |
0.7389 |
0.7491 |
|
| S4 |
0.7261 |
0.7296 |
0.7466 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.7948 |
0.7607 |
|
| R3 |
0.7889 |
0.7785 |
0.7562 |
|
| R2 |
0.7726 |
0.7726 |
0.7547 |
|
| R1 |
0.7622 |
0.7622 |
0.7532 |
0.7593 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7549 |
| S1 |
0.7459 |
0.7459 |
0.7502 |
0.7430 |
| S2 |
0.7400 |
0.7400 |
0.7487 |
|
| S3 |
0.7237 |
0.7296 |
0.7472 |
|
| S4 |
0.7074 |
0.7133 |
0.7427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0062 |
0.8% |
7% |
False |
True |
50,882 |
| 10 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0067 |
0.9% |
7% |
False |
True |
55,012 |
| 20 |
0.7791 |
0.7505 |
0.0286 |
3.8% |
0.0069 |
0.9% |
4% |
False |
True |
56,219 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
25% |
False |
False |
57,590 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0068 |
0.9% |
25% |
False |
False |
42,814 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
25% |
False |
False |
32,204 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0065 |
0.9% |
11% |
False |
False |
25,820 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
11% |
False |
False |
21,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7841 |
|
1.618 |
0.7748 |
|
1.000 |
0.7691 |
|
0.618 |
0.7655 |
|
HIGH |
0.7598 |
|
0.618 |
0.7562 |
|
0.500 |
0.7552 |
|
0.382 |
0.7541 |
|
LOW |
0.7505 |
|
0.618 |
0.7448 |
|
1.000 |
0.7412 |
|
1.618 |
0.7355 |
|
2.618 |
0.7262 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7584 |
| PP |
0.7540 |
0.7562 |
| S1 |
0.7529 |
0.7539 |
|