CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7516 |
0.7525 |
0.0009 |
0.1% |
0.7648 |
| High |
0.7547 |
0.7548 |
0.0001 |
0.0% |
0.7668 |
| Low |
0.7511 |
0.7517 |
0.0006 |
0.1% |
0.7505 |
| Close |
0.7528 |
0.7531 |
0.0003 |
0.0% |
0.7517 |
| Range |
0.0036 |
0.0031 |
-0.0005 |
-13.9% |
0.0163 |
| ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
43,668 |
42,719 |
-949 |
-2.2% |
254,414 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7625 |
0.7609 |
0.7548 |
|
| R3 |
0.7594 |
0.7578 |
0.7540 |
|
| R2 |
0.7563 |
0.7563 |
0.7537 |
|
| R1 |
0.7547 |
0.7547 |
0.7534 |
0.7555 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7536 |
| S1 |
0.7516 |
0.7516 |
0.7528 |
0.7524 |
| S2 |
0.7501 |
0.7501 |
0.7525 |
|
| S3 |
0.7470 |
0.7485 |
0.7522 |
|
| S4 |
0.7439 |
0.7454 |
0.7514 |
|
|
| 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 |
0.7663 |
0.7505 |
0.0158 |
2.1% |
0.0054 |
0.7% |
16% |
False |
False |
49,941 |
| 10 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0063 |
0.8% |
16% |
False |
False |
54,114 |
| 20 |
0.7791 |
0.7505 |
0.0286 |
3.8% |
0.0065 |
0.9% |
9% |
False |
False |
55,433 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
28% |
False |
False |
57,549 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0067 |
0.9% |
28% |
False |
False |
44,238 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
28% |
False |
False |
33,276 |
| 100 |
0.8165 |
0.7428 |
0.0737 |
9.8% |
0.0065 |
0.9% |
14% |
False |
False |
26,681 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
13% |
False |
False |
22,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7680 |
|
2.618 |
0.7629 |
|
1.618 |
0.7598 |
|
1.000 |
0.7579 |
|
0.618 |
0.7567 |
|
HIGH |
0.7548 |
|
0.618 |
0.7536 |
|
0.500 |
0.7533 |
|
0.382 |
0.7529 |
|
LOW |
0.7517 |
|
0.618 |
0.7498 |
|
1.000 |
0.7486 |
|
1.618 |
0.7467 |
|
2.618 |
0.7436 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7552 |
| PP |
0.7532 |
0.7545 |
| S1 |
0.7532 |
0.7538 |
|