CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7630 |
-0.0020 |
-0.3% |
0.7596 |
| High |
0.7650 |
0.7665 |
0.0015 |
0.2% |
0.7653 |
| Low |
0.7620 |
0.7593 |
-0.0027 |
-0.4% |
0.7525 |
| Close |
0.7630 |
0.7663 |
0.0033 |
0.4% |
0.7642 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0128 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
| Volume |
66 |
163 |
97 |
147.0% |
989 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7832 |
0.7703 |
|
| R3 |
0.7784 |
0.7760 |
0.7683 |
|
| R2 |
0.7712 |
0.7712 |
0.7676 |
|
| R1 |
0.7688 |
0.7688 |
0.7670 |
0.7700 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7647 |
| S1 |
0.7616 |
0.7616 |
0.7656 |
0.7628 |
| S2 |
0.7568 |
0.7568 |
0.7650 |
|
| S3 |
0.7496 |
0.7544 |
0.7643 |
|
| S4 |
0.7424 |
0.7472 |
0.7623 |
|
|
| 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 |
0.7665 |
0.7525 |
0.0140 |
1.8% |
0.0069 |
0.9% |
99% |
True |
False |
161 |
| 10 |
0.7703 |
0.7525 |
0.0178 |
2.3% |
0.0067 |
0.9% |
78% |
False |
False |
177 |
| 20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0065 |
0.9% |
53% |
False |
False |
177 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
66% |
False |
False |
155 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
66% |
False |
False |
143 |
| 80 |
0.7836 |
0.7428 |
0.0408 |
5.3% |
0.0057 |
0.7% |
58% |
False |
False |
111 |
| 100 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0048 |
0.6% |
32% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7853 |
|
1.618 |
0.7781 |
|
1.000 |
0.7737 |
|
0.618 |
0.7709 |
|
HIGH |
0.7665 |
|
0.618 |
0.7637 |
|
0.500 |
0.7629 |
|
0.382 |
0.7621 |
|
LOW |
0.7593 |
|
0.618 |
0.7549 |
|
1.000 |
0.7521 |
|
1.618 |
0.7477 |
|
2.618 |
0.7405 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7649 |
| PP |
0.7640 |
0.7635 |
| S1 |
0.7629 |
0.7621 |
|