CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7525 |
0.7529 |
0.0004 |
0.1% |
0.7648 |
High |
0.7548 |
0.7555 |
0.0007 |
0.1% |
0.7668 |
Low |
0.7517 |
0.7525 |
0.0008 |
0.1% |
0.7505 |
Close |
0.7531 |
0.7528 |
-0.0003 |
0.0% |
0.7517 |
Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0163 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
42,719 |
33,634 |
-9,085 |
-21.3% |
254,414 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7626 |
0.7607 |
0.7545 |
|
R3 |
0.7596 |
0.7577 |
0.7536 |
|
R2 |
0.7566 |
0.7566 |
0.7534 |
|
R1 |
0.7547 |
0.7547 |
0.7531 |
0.7542 |
PP |
0.7536 |
0.7536 |
0.7536 |
0.7533 |
S1 |
0.7517 |
0.7517 |
0.7525 |
0.7512 |
S2 |
0.7506 |
0.7506 |
0.7523 |
|
S3 |
0.7476 |
0.7487 |
0.7520 |
|
S4 |
0.7446 |
0.7457 |
0.7512 |
|
|
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 |
0.7607 |
0.7505 |
0.0102 |
1.4% |
0.0043 |
0.6% |
23% |
False |
False |
46,244 |
10 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0055 |
0.7% |
14% |
False |
False |
50,217 |
20 |
0.7791 |
0.7505 |
0.0286 |
3.8% |
0.0063 |
0.8% |
8% |
False |
False |
54,627 |
40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0064 |
0.9% |
28% |
False |
False |
56,810 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0067 |
0.9% |
28% |
False |
False |
44,794 |
80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
28% |
False |
False |
33,694 |
100 |
0.8125 |
0.7428 |
0.0697 |
9.3% |
0.0064 |
0.9% |
14% |
False |
False |
27,017 |
120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
13% |
False |
False |
22,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7683 |
2.618 |
0.7634 |
1.618 |
0.7604 |
1.000 |
0.7585 |
0.618 |
0.7574 |
HIGH |
0.7555 |
0.618 |
0.7544 |
0.500 |
0.7540 |
0.382 |
0.7536 |
LOW |
0.7525 |
0.618 |
0.7506 |
1.000 |
0.7495 |
1.618 |
0.7476 |
2.618 |
0.7446 |
4.250 |
0.7398 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7540 |
0.7533 |
PP |
0.7536 |
0.7531 |
S1 |
0.7532 |
0.7530 |
|