CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7491 |
0.7481 |
-0.0010 |
-0.1% |
0.7507 |
| High |
0.7497 |
0.7527 |
0.0030 |
0.4% |
0.7547 |
| Low |
0.7441 |
0.7475 |
0.0034 |
0.5% |
0.7476 |
| Close |
0.7477 |
0.7523 |
0.0046 |
0.6% |
0.7494 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0071 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
68,000 |
57,486 |
-10,514 |
-15.5% |
287,110 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7646 |
0.7552 |
|
| R3 |
0.7612 |
0.7594 |
0.7537 |
|
| R2 |
0.7560 |
0.7560 |
0.7533 |
|
| R1 |
0.7542 |
0.7542 |
0.7528 |
0.7551 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7513 |
| S1 |
0.7490 |
0.7490 |
0.7518 |
0.7499 |
| S2 |
0.7456 |
0.7456 |
0.7513 |
|
| S3 |
0.7404 |
0.7438 |
0.7509 |
|
| S4 |
0.7352 |
0.7386 |
0.7494 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7677 |
0.7533 |
|
| R3 |
0.7648 |
0.7606 |
0.7514 |
|
| R2 |
0.7577 |
0.7577 |
0.7507 |
|
| R1 |
0.7535 |
0.7535 |
0.7501 |
0.7521 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7498 |
| S1 |
0.7464 |
0.7464 |
0.7487 |
0.7450 |
| S2 |
0.7435 |
0.7435 |
0.7481 |
|
| S3 |
0.7364 |
0.7393 |
0.7474 |
|
| S4 |
0.7293 |
0.7322 |
0.7455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7547 |
0.7441 |
0.0106 |
1.4% |
0.0047 |
0.6% |
77% |
False |
False |
61,866 |
| 10 |
0.7559 |
0.7441 |
0.0118 |
1.6% |
0.0045 |
0.6% |
69% |
False |
False |
56,463 |
| 20 |
0.7668 |
0.7441 |
0.0227 |
3.0% |
0.0054 |
0.7% |
36% |
False |
False |
55,289 |
| 40 |
0.7791 |
0.7441 |
0.0350 |
4.7% |
0.0060 |
0.8% |
23% |
False |
False |
56,195 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0061 |
0.8% |
26% |
False |
False |
53,406 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
26% |
False |
False |
40,293 |
| 100 |
0.7892 |
0.7428 |
0.0464 |
6.2% |
0.0063 |
0.8% |
20% |
False |
False |
32,311 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
12% |
False |
False |
26,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7663 |
|
1.618 |
0.7611 |
|
1.000 |
0.7579 |
|
0.618 |
0.7559 |
|
HIGH |
0.7527 |
|
0.618 |
0.7507 |
|
0.500 |
0.7501 |
|
0.382 |
0.7495 |
|
LOW |
0.7475 |
|
0.618 |
0.7443 |
|
1.000 |
0.7423 |
|
1.618 |
0.7391 |
|
2.618 |
0.7339 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7516 |
0.7511 |
| PP |
0.7508 |
0.7500 |
| S1 |
0.7501 |
0.7488 |
|