CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7602 |
0.7650 |
0.0048 |
0.6% |
0.7596 |
High |
0.7653 |
0.7650 |
-0.0003 |
0.0% |
0.7653 |
Low |
0.7576 |
0.7620 |
0.0044 |
0.6% |
0.7525 |
Close |
0.7642 |
0.7630 |
-0.0012 |
-0.2% |
0.7642 |
Range |
0.0077 |
0.0030 |
-0.0047 |
-61.0% |
0.0128 |
ATR |
0.0067 |
0.0064 |
-0.0003 |
-3.9% |
0.0000 |
Volume |
101 |
66 |
-35 |
-34.7% |
989 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7723 |
0.7707 |
0.7647 |
|
R3 |
0.7693 |
0.7677 |
0.7638 |
|
R2 |
0.7663 |
0.7663 |
0.7636 |
|
R1 |
0.7647 |
0.7647 |
0.7633 |
0.7640 |
PP |
0.7633 |
0.7633 |
0.7633 |
0.7630 |
S1 |
0.7617 |
0.7617 |
0.7627 |
0.7610 |
S2 |
0.7603 |
0.7603 |
0.7625 |
|
S3 |
0.7573 |
0.7587 |
0.7622 |
|
S4 |
0.7543 |
0.7557 |
0.7614 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7991 |
0.7944 |
0.7712 |
|
R3 |
0.7863 |
0.7816 |
0.7677 |
|
R2 |
0.7735 |
0.7735 |
0.7665 |
|
R1 |
0.7688 |
0.7688 |
0.7654 |
0.7711 |
PP |
0.7607 |
0.7607 |
0.7607 |
0.7618 |
S1 |
0.7560 |
0.7560 |
0.7630 |
0.7584 |
S2 |
0.7479 |
0.7479 |
0.7619 |
|
S3 |
0.7351 |
0.7432 |
0.7607 |
|
S4 |
0.7223 |
0.7304 |
0.7572 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7653 |
0.7525 |
0.0128 |
1.7% |
0.0068 |
0.9% |
82% |
False |
False |
182 |
10 |
0.7723 |
0.7525 |
0.0198 |
2.6% |
0.0067 |
0.9% |
53% |
False |
False |
186 |
20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0065 |
0.8% |
40% |
False |
False |
179 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0059 |
0.8% |
56% |
False |
False |
173 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0063 |
0.8% |
56% |
False |
False |
141 |
80 |
0.7838 |
0.7428 |
0.0410 |
5.4% |
0.0056 |
0.7% |
49% |
False |
False |
109 |
100 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0047 |
0.6% |
28% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7778 |
2.618 |
0.7729 |
1.618 |
0.7699 |
1.000 |
0.7680 |
0.618 |
0.7669 |
HIGH |
0.7650 |
0.618 |
0.7639 |
0.500 |
0.7635 |
0.382 |
0.7631 |
LOW |
0.7620 |
0.618 |
0.7601 |
1.000 |
0.7590 |
1.618 |
0.7571 |
2.618 |
0.7541 |
4.250 |
0.7493 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7635 |
0.7620 |
PP |
0.7633 |
0.7610 |
S1 |
0.7632 |
0.7601 |
|