CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7497 |
-0.0010 |
-0.1% |
0.7516 |
| High |
0.7522 |
0.7519 |
-0.0003 |
0.0% |
0.7559 |
| Low |
0.7476 |
0.7492 |
0.0016 |
0.2% |
0.7489 |
| Close |
0.7498 |
0.7508 |
0.0010 |
0.1% |
0.7513 |
| Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0070 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
52,448 |
50,818 |
-1,630 |
-3.1% |
238,429 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7575 |
0.7523 |
|
| R3 |
0.7560 |
0.7548 |
0.7515 |
|
| R2 |
0.7533 |
0.7533 |
0.7513 |
|
| R1 |
0.7521 |
0.7521 |
0.7510 |
0.7527 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7510 |
| S1 |
0.7494 |
0.7494 |
0.7506 |
0.7500 |
| S2 |
0.7479 |
0.7479 |
0.7503 |
|
| S3 |
0.7452 |
0.7467 |
0.7501 |
|
| S4 |
0.7425 |
0.7440 |
0.7493 |
|
|
| 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% |
0.0043 |
0.6% |
39% |
False |
False |
51,061 |
| 10 |
0.7663 |
0.7476 |
0.0187 |
2.5% |
0.0049 |
0.6% |
17% |
False |
False |
50,501 |
| 20 |
0.7708 |
0.7476 |
0.0232 |
3.1% |
0.0059 |
0.8% |
14% |
False |
False |
54,783 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0061 |
0.8% |
22% |
False |
False |
55,751 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0064 |
0.9% |
22% |
False |
False |
48,406 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
22% |
False |
False |
36,444 |
| 100 |
0.8107 |
0.7428 |
0.0679 |
9.0% |
0.0064 |
0.9% |
12% |
False |
False |
29,231 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
10% |
False |
False |
24,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7590 |
|
1.618 |
0.7563 |
|
1.000 |
0.7546 |
|
0.618 |
0.7536 |
|
HIGH |
0.7519 |
|
0.618 |
0.7509 |
|
0.500 |
0.7506 |
|
0.382 |
0.7502 |
|
LOW |
0.7492 |
|
0.618 |
0.7475 |
|
1.000 |
0.7465 |
|
1.618 |
0.7448 |
|
2.618 |
0.7421 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7507 |
| PP |
0.7506 |
0.7506 |
| S1 |
0.7506 |
0.7506 |
|