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 |
|