CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7658 |
0.7591 |
-0.0067 |
-0.9% |
0.7596 |
High |
0.7658 |
0.7604 |
-0.0054 |
-0.7% |
0.7653 |
Low |
0.7575 |
0.7580 |
0.0005 |
0.1% |
0.7525 |
Close |
0.7591 |
0.7592 |
0.0001 |
0.0% |
0.7642 |
Range |
0.0083 |
0.0024 |
-0.0059 |
-71.1% |
0.0128 |
ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
135 |
112 |
-23 |
-17.0% |
989 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7664 |
0.7652 |
0.7605 |
|
R3 |
0.7640 |
0.7628 |
0.7599 |
|
R2 |
0.7616 |
0.7616 |
0.7596 |
|
R1 |
0.7604 |
0.7604 |
0.7594 |
0.7610 |
PP |
0.7592 |
0.7592 |
0.7592 |
0.7595 |
S1 |
0.7580 |
0.7580 |
0.7590 |
0.7586 |
S2 |
0.7568 |
0.7568 |
0.7588 |
|
S3 |
0.7544 |
0.7556 |
0.7585 |
|
S4 |
0.7520 |
0.7532 |
0.7579 |
|
|
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 |
0.7575 |
0.0090 |
1.2% |
0.0057 |
0.8% |
19% |
False |
False |
115 |
10 |
0.7665 |
0.7525 |
0.0140 |
1.8% |
0.0064 |
0.8% |
48% |
False |
False |
161 |
20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0065 |
0.9% |
26% |
False |
False |
172 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0059 |
0.8% |
46% |
False |
False |
151 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0062 |
0.8% |
46% |
False |
False |
146 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0056 |
0.7% |
46% |
False |
False |
114 |
100 |
0.8153 |
0.7428 |
0.0725 |
9.5% |
0.0049 |
0.6% |
23% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7706 |
2.618 |
0.7667 |
1.618 |
0.7643 |
1.000 |
0.7628 |
0.618 |
0.7619 |
HIGH |
0.7604 |
0.618 |
0.7595 |
0.500 |
0.7592 |
0.382 |
0.7589 |
LOW |
0.7580 |
0.618 |
0.7565 |
1.000 |
0.7556 |
1.618 |
0.7541 |
2.618 |
0.7517 |
4.250 |
0.7478 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7592 |
0.7620 |
PP |
0.7592 |
0.7611 |
S1 |
0.7592 |
0.7601 |
|