CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7516 |
0.7522 |
0.0006 |
0.1% |
0.7483 |
| High |
0.7528 |
0.7525 |
-0.0003 |
0.0% |
0.7528 |
| Low |
0.7497 |
0.7476 |
-0.0021 |
-0.3% |
0.7450 |
| Close |
0.7521 |
0.7485 |
-0.0036 |
-0.5% |
0.7485 |
| Range |
0.0031 |
0.0049 |
0.0018 |
58.1% |
0.0078 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
439 |
516 |
77 |
17.5% |
6,352 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7642 |
0.7613 |
0.7512 |
|
| R3 |
0.7593 |
0.7564 |
0.7498 |
|
| R2 |
0.7544 |
0.7544 |
0.7494 |
|
| R1 |
0.7515 |
0.7515 |
0.7489 |
0.7505 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7491 |
| S1 |
0.7466 |
0.7466 |
0.7481 |
0.7456 |
| S2 |
0.7446 |
0.7446 |
0.7476 |
|
| S3 |
0.7397 |
0.7417 |
0.7472 |
|
| S4 |
0.7348 |
0.7368 |
0.7458 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7681 |
0.7528 |
|
| R3 |
0.7644 |
0.7603 |
0.7506 |
|
| R2 |
0.7566 |
0.7566 |
0.7499 |
|
| R1 |
0.7525 |
0.7525 |
0.7492 |
0.7545 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7498 |
| S1 |
0.7447 |
0.7447 |
0.7478 |
0.7468 |
| S2 |
0.7410 |
0.7410 |
0.7471 |
|
| S3 |
0.7332 |
0.7369 |
0.7464 |
|
| S4 |
0.7254 |
0.7291 |
0.7442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7528 |
0.7450 |
0.0078 |
1.0% |
0.0042 |
0.6% |
45% |
False |
False |
1,352 |
| 10 |
0.7546 |
0.7450 |
0.0096 |
1.3% |
0.0039 |
0.5% |
36% |
False |
False |
1,002 |
| 20 |
0.7665 |
0.7450 |
0.0215 |
2.9% |
0.0046 |
0.6% |
16% |
False |
False |
594 |
| 40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0056 |
0.7% |
10% |
False |
False |
391 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0056 |
0.7% |
16% |
False |
False |
316 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
16% |
False |
False |
252 |
| 100 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0054 |
0.7% |
13% |
False |
False |
204 |
| 120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0046 |
0.6% |
8% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7733 |
|
2.618 |
0.7653 |
|
1.618 |
0.7604 |
|
1.000 |
0.7574 |
|
0.618 |
0.7555 |
|
HIGH |
0.7525 |
|
0.618 |
0.7506 |
|
0.500 |
0.7501 |
|
0.382 |
0.7495 |
|
LOW |
0.7476 |
|
0.618 |
0.7446 |
|
1.000 |
0.7427 |
|
1.618 |
0.7397 |
|
2.618 |
0.7348 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7501 |
0.7502 |
| PP |
0.7495 |
0.7496 |
| S1 |
0.7490 |
0.7491 |
|