CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7595 |
0.7511 |
-0.0084 |
-1.1% |
0.7650 |
High |
0.7595 |
0.7545 |
-0.0050 |
-0.7% |
0.7665 |
Low |
0.7507 |
0.7509 |
0.0002 |
0.0% |
0.7507 |
Close |
0.7516 |
0.7527 |
0.0011 |
0.1% |
0.7516 |
Range |
0.0088 |
0.0036 |
-0.0052 |
-59.1% |
0.0158 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
555 |
156 |
-399 |
-71.9% |
1,031 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7635 |
0.7617 |
0.7547 |
|
R3 |
0.7599 |
0.7581 |
0.7537 |
|
R2 |
0.7563 |
0.7563 |
0.7534 |
|
R1 |
0.7545 |
0.7545 |
0.7530 |
0.7554 |
PP |
0.7527 |
0.7527 |
0.7527 |
0.7532 |
S1 |
0.7509 |
0.7509 |
0.7524 |
0.7518 |
S2 |
0.7491 |
0.7491 |
0.7520 |
|
S3 |
0.7455 |
0.7473 |
0.7517 |
|
S4 |
0.7419 |
0.7437 |
0.7507 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8037 |
0.7934 |
0.7603 |
|
R3 |
0.7879 |
0.7776 |
0.7559 |
|
R2 |
0.7721 |
0.7721 |
0.7545 |
|
R1 |
0.7618 |
0.7618 |
0.7530 |
0.7591 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7549 |
S1 |
0.7460 |
0.7460 |
0.7502 |
0.7433 |
S2 |
0.7405 |
0.7405 |
0.7487 |
|
S3 |
0.7247 |
0.7302 |
0.7473 |
|
S4 |
0.7089 |
0.7144 |
0.7429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0061 |
0.8% |
13% |
False |
False |
224 |
10 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0064 |
0.9% |
13% |
False |
False |
203 |
20 |
0.7786 |
0.7507 |
0.0279 |
3.7% |
0.0065 |
0.9% |
7% |
False |
False |
200 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
28% |
False |
False |
162 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0062 |
0.8% |
28% |
False |
False |
158 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
28% |
False |
False |
123 |
100 |
0.8130 |
0.7428 |
0.0702 |
9.3% |
0.0050 |
0.7% |
14% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7698 |
2.618 |
0.7639 |
1.618 |
0.7603 |
1.000 |
0.7581 |
0.618 |
0.7567 |
HIGH |
0.7545 |
0.618 |
0.7531 |
0.500 |
0.7527 |
0.382 |
0.7523 |
LOW |
0.7509 |
0.618 |
0.7487 |
1.000 |
0.7473 |
1.618 |
0.7451 |
2.618 |
0.7415 |
4.250 |
0.7356 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7527 |
0.7556 |
PP |
0.7527 |
0.7546 |
S1 |
0.7527 |
0.7537 |
|