CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7529 |
0.0004 |
0.1% |
0.7648 |
| High |
0.7548 |
0.7555 |
0.0007 |
0.1% |
0.7668 |
| Low |
0.7517 |
0.7525 |
0.0008 |
0.1% |
0.7505 |
| Close |
0.7531 |
0.7528 |
-0.0003 |
0.0% |
0.7517 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0163 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
42,719 |
33,634 |
-9,085 |
-21.3% |
254,414 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7607 |
0.7545 |
|
| R3 |
0.7596 |
0.7577 |
0.7536 |
|
| R2 |
0.7566 |
0.7566 |
0.7534 |
|
| R1 |
0.7547 |
0.7547 |
0.7531 |
0.7542 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7533 |
| S1 |
0.7517 |
0.7517 |
0.7525 |
0.7512 |
| S2 |
0.7506 |
0.7506 |
0.7523 |
|
| S3 |
0.7476 |
0.7487 |
0.7520 |
|
| S4 |
0.7446 |
0.7457 |
0.7512 |
|
|
| 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 |
0.7607 |
0.7505 |
0.0102 |
1.4% |
0.0043 |
0.6% |
23% |
False |
False |
46,244 |
| 10 |
0.7668 |
0.7505 |
0.0163 |
2.2% |
0.0055 |
0.7% |
14% |
False |
False |
50,217 |
| 20 |
0.7791 |
0.7505 |
0.0286 |
3.8% |
0.0063 |
0.8% |
8% |
False |
False |
54,627 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0064 |
0.9% |
28% |
False |
False |
56,810 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0067 |
0.9% |
28% |
False |
False |
44,794 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
28% |
False |
False |
33,694 |
| 100 |
0.8125 |
0.7428 |
0.0697 |
9.3% |
0.0064 |
0.9% |
14% |
False |
False |
27,017 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
13% |
False |
False |
22,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7683 |
|
2.618 |
0.7634 |
|
1.618 |
0.7604 |
|
1.000 |
0.7585 |
|
0.618 |
0.7574 |
|
HIGH |
0.7555 |
|
0.618 |
0.7544 |
|
0.500 |
0.7540 |
|
0.382 |
0.7536 |
|
LOW |
0.7525 |
|
0.618 |
0.7506 |
|
1.000 |
0.7495 |
|
1.618 |
0.7476 |
|
2.618 |
0.7446 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7533 |
| PP |
0.7536 |
0.7531 |
| S1 |
0.7532 |
0.7530 |
|