CME Canadian Dollar Future December 2015
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 |
0.7592 |
0.7516 |
-0.0076 |
-1.0% |
0.7648 |
High |
0.7598 |
0.7547 |
-0.0051 |
-0.7% |
0.7668 |
Low |
0.7505 |
0.7511 |
0.0006 |
0.1% |
0.7505 |
Close |
0.7517 |
0.7528 |
0.0011 |
0.1% |
0.7517 |
Range |
0.0093 |
0.0036 |
-0.0057 |
-61.3% |
0.0163 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
71,330 |
43,668 |
-27,662 |
-38.8% |
254,414 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7637 |
0.7618 |
0.7548 |
|
R3 |
0.7601 |
0.7582 |
0.7538 |
|
R2 |
0.7565 |
0.7565 |
0.7535 |
|
R1 |
0.7546 |
0.7546 |
0.7531 |
0.7556 |
PP |
0.7529 |
0.7529 |
0.7529 |
0.7533 |
S1 |
0.7510 |
0.7510 |
0.7525 |
0.7520 |
S2 |
0.7493 |
0.7493 |
0.7521 |
|
S3 |
0.7457 |
0.7474 |
0.7518 |
|
S4 |
0.7421 |
0.7438 |
0.7508 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8052 |
0.7948 |
0.7607 |
|
R3 |
0.7889 |
0.7785 |
0.7562 |
|
R2 |
0.7726 |
0.7726 |
0.7547 |
|
R1 |
0.7622 |
0.7622 |
0.7532 |
0.7593 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7549 |
S1 |
0.7459 |
0.7459 |
0.7502 |
0.7430 |
S2 |
0.7400 |
0.7400 |
0.7487 |
|
S3 |
0.7237 |
0.7296 |
0.7472 |
|
S4 |
0.7074 |
0.7133 |
0.7427 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0063 |
0.8% |
14% |
False |
False |
52,392 |
10 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0066 |
0.9% |
14% |
False |
False |
55,690 |
20 |
0.7791 |
0.7505 |
0.0286 |
3.8% |
0.0068 |
0.9% |
8% |
False |
False |
56,473 |
40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
28% |
False |
False |
57,495 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0068 |
0.9% |
28% |
False |
False |
43,531 |
80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
28% |
False |
False |
32,745 |
100 |
0.8178 |
0.7428 |
0.0750 |
10.0% |
0.0065 |
0.9% |
13% |
False |
False |
26,256 |
120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
13% |
False |
False |
21,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7700 |
2.618 |
0.7641 |
1.618 |
0.7605 |
1.000 |
0.7583 |
0.618 |
0.7569 |
HIGH |
0.7547 |
0.618 |
0.7533 |
0.500 |
0.7529 |
0.382 |
0.7525 |
LOW |
0.7511 |
0.618 |
0.7489 |
1.000 |
0.7475 |
1.618 |
0.7453 |
2.618 |
0.7417 |
4.250 |
0.7358 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7529 |
0.7556 |
PP |
0.7529 |
0.7547 |
S1 |
0.7528 |
0.7537 |
|