CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7648 |
0.0058 |
0.8% |
0.7590 |
| High |
0.7657 |
0.7652 |
-0.0005 |
-0.1% |
0.7657 |
| Low |
0.7577 |
0.7622 |
0.0045 |
0.6% |
0.7527 |
| Close |
0.7645 |
0.7633 |
-0.0012 |
-0.2% |
0.7645 |
| Range |
0.0080 |
0.0030 |
-0.0050 |
-62.5% |
0.0130 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
68,905 |
36,119 |
-32,786 |
-47.6% |
295,710 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7709 |
0.7650 |
|
| R3 |
0.7696 |
0.7679 |
0.7641 |
|
| R2 |
0.7666 |
0.7666 |
0.7639 |
|
| R1 |
0.7649 |
0.7649 |
0.7636 |
0.7643 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7632 |
| S1 |
0.7619 |
0.7619 |
0.7630 |
0.7613 |
| S2 |
0.7606 |
0.7606 |
0.7628 |
|
| S3 |
0.7576 |
0.7589 |
0.7625 |
|
| S4 |
0.7546 |
0.7559 |
0.7617 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7952 |
0.7717 |
|
| R3 |
0.7870 |
0.7822 |
0.7681 |
|
| R2 |
0.7740 |
0.7740 |
0.7669 |
|
| R1 |
0.7692 |
0.7692 |
0.7657 |
0.7716 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7622 |
| S1 |
0.7562 |
0.7562 |
0.7633 |
0.7586 |
| S2 |
0.7480 |
0.7480 |
0.7621 |
|
| S3 |
0.7350 |
0.7432 |
0.7609 |
|
| S4 |
0.7220 |
0.7302 |
0.7574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7657 |
0.7527 |
0.0130 |
1.7% |
0.0070 |
0.9% |
82% |
False |
False |
58,989 |
| 10 |
0.7728 |
0.7527 |
0.0201 |
2.6% |
0.0069 |
0.9% |
53% |
False |
False |
59,391 |
| 20 |
0.7791 |
0.7527 |
0.0264 |
3.5% |
0.0068 |
0.9% |
40% |
False |
False |
56,728 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0064 |
0.8% |
56% |
False |
False |
57,859 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0069 |
0.9% |
56% |
False |
False |
39,206 |
| 80 |
0.7868 |
0.7428 |
0.0440 |
5.8% |
0.0066 |
0.9% |
47% |
False |
False |
29,504 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0064 |
0.8% |
26% |
False |
False |
23,642 |
| 120 |
0.8349 |
0.7428 |
0.0921 |
12.1% |
0.0062 |
0.8% |
22% |
False |
False |
19,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7731 |
|
1.618 |
0.7701 |
|
1.000 |
0.7682 |
|
0.618 |
0.7671 |
|
HIGH |
0.7652 |
|
0.618 |
0.7641 |
|
0.500 |
0.7637 |
|
0.382 |
0.7633 |
|
LOW |
0.7622 |
|
0.618 |
0.7603 |
|
1.000 |
0.7592 |
|
1.618 |
0.7573 |
|
2.618 |
0.7543 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7623 |
| PP |
0.7636 |
0.7614 |
| S1 |
0.7634 |
0.7604 |
|