CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7507 |
-0.0014 |
-0.2% |
0.7516 |
| High |
0.7535 |
0.7522 |
-0.0013 |
-0.2% |
0.7559 |
| Low |
0.7489 |
0.7476 |
-0.0013 |
-0.2% |
0.7489 |
| Close |
0.7513 |
0.7498 |
-0.0015 |
-0.2% |
0.7513 |
| Range |
0.0046 |
0.0046 |
0.0000 |
0.0% |
0.0070 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
53,164 |
52,448 |
-716 |
-1.3% |
238,429 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7637 |
0.7613 |
0.7523 |
|
| R3 |
0.7591 |
0.7567 |
0.7511 |
|
| R2 |
0.7545 |
0.7545 |
0.7506 |
|
| R1 |
0.7521 |
0.7521 |
0.7502 |
0.7510 |
| PP |
0.7499 |
0.7499 |
0.7499 |
0.7493 |
| S1 |
0.7475 |
0.7475 |
0.7494 |
0.7464 |
| S2 |
0.7453 |
0.7453 |
0.7490 |
|
| S3 |
0.7407 |
0.7429 |
0.7485 |
|
| S4 |
0.7361 |
0.7383 |
0.7473 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7692 |
0.7552 |
|
| R3 |
0.7660 |
0.7622 |
0.7532 |
|
| R2 |
0.7590 |
0.7590 |
0.7526 |
|
| R1 |
0.7552 |
0.7552 |
0.7519 |
0.7536 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7513 |
| S1 |
0.7482 |
0.7482 |
0.7507 |
0.7466 |
| S2 |
0.7450 |
0.7450 |
0.7500 |
|
| S3 |
0.7380 |
0.7412 |
0.7494 |
|
| S4 |
0.7310 |
0.7342 |
0.7475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7559 |
0.7476 |
0.0083 |
1.1% |
0.0044 |
0.6% |
27% |
False |
True |
49,441 |
| 10 |
0.7668 |
0.7476 |
0.0192 |
2.6% |
0.0054 |
0.7% |
11% |
False |
True |
50,917 |
| 20 |
0.7728 |
0.7476 |
0.0252 |
3.4% |
0.0061 |
0.8% |
9% |
False |
True |
55,154 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0062 |
0.8% |
19% |
False |
False |
55,614 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
19% |
False |
False |
47,598 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
19% |
False |
False |
35,817 |
| 100 |
0.8107 |
0.7428 |
0.0679 |
9.1% |
0.0064 |
0.9% |
10% |
False |
False |
28,724 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
9% |
False |
False |
23,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7642 |
|
1.618 |
0.7596 |
|
1.000 |
0.7568 |
|
0.618 |
0.7550 |
|
HIGH |
0.7522 |
|
0.618 |
0.7504 |
|
0.500 |
0.7499 |
|
0.382 |
0.7494 |
|
LOW |
0.7476 |
|
0.618 |
0.7448 |
|
1.000 |
0.7430 |
|
1.618 |
0.7402 |
|
2.618 |
0.7356 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7499 |
0.7518 |
| PP |
0.7499 |
0.7511 |
| S1 |
0.7498 |
0.7505 |
|