CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7632 |
-0.0016 |
-0.2% |
0.7590 |
| High |
0.7652 |
0.7668 |
0.0016 |
0.2% |
0.7657 |
| Low |
0.7622 |
0.7593 |
-0.0029 |
-0.4% |
0.7527 |
| Close |
0.7633 |
0.7665 |
0.0032 |
0.4% |
0.7645 |
| Range |
0.0030 |
0.0075 |
0.0045 |
150.0% |
0.0130 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
36,119 |
54,975 |
18,856 |
52.2% |
295,710 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7841 |
0.7706 |
|
| R3 |
0.7792 |
0.7766 |
0.7686 |
|
| R2 |
0.7717 |
0.7717 |
0.7679 |
|
| R1 |
0.7691 |
0.7691 |
0.7672 |
0.7704 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7649 |
| S1 |
0.7616 |
0.7616 |
0.7658 |
0.7629 |
| S2 |
0.7567 |
0.7567 |
0.7651 |
|
| S3 |
0.7492 |
0.7541 |
0.7644 |
|
| S4 |
0.7417 |
0.7466 |
0.7624 |
|
|
| 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 |
0.7668 |
0.7527 |
0.0141 |
1.8% |
0.0071 |
0.9% |
98% |
True |
False |
58,287 |
| 10 |
0.7708 |
0.7527 |
0.0181 |
2.4% |
0.0070 |
0.9% |
76% |
False |
False |
59,064 |
| 20 |
0.7791 |
0.7527 |
0.0264 |
3.4% |
0.0068 |
0.9% |
52% |
False |
False |
56,912 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0064 |
0.8% |
65% |
False |
False |
58,250 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.7% |
0.0069 |
0.9% |
65% |
False |
False |
40,114 |
| 80 |
0.7850 |
0.7428 |
0.0422 |
5.5% |
0.0066 |
0.9% |
56% |
False |
False |
30,187 |
| 100 |
0.8216 |
0.7428 |
0.0788 |
10.3% |
0.0065 |
0.8% |
30% |
False |
False |
24,189 |
| 120 |
0.8311 |
0.7428 |
0.0883 |
11.5% |
0.0063 |
0.8% |
27% |
False |
False |
20,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7987 |
|
2.618 |
0.7864 |
|
1.618 |
0.7789 |
|
1.000 |
0.7743 |
|
0.618 |
0.7714 |
|
HIGH |
0.7668 |
|
0.618 |
0.7639 |
|
0.500 |
0.7631 |
|
0.382 |
0.7622 |
|
LOW |
0.7593 |
|
0.618 |
0.7547 |
|
1.000 |
0.7518 |
|
1.618 |
0.7472 |
|
2.618 |
0.7397 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7651 |
| PP |
0.7642 |
0.7637 |
| S1 |
0.7631 |
0.7623 |
|