CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7539 |
0.7521 |
-0.0018 |
-0.2% |
0.7516 |
High |
0.7559 |
0.7535 |
-0.0024 |
-0.3% |
0.7559 |
Low |
0.7493 |
0.7489 |
-0.0004 |
-0.1% |
0.7489 |
Close |
0.7524 |
0.7513 |
-0.0011 |
-0.1% |
0.7513 |
Range |
0.0066 |
0.0046 |
-0.0020 |
-30.3% |
0.0070 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
65,244 |
53,164 |
-12,080 |
-18.5% |
238,429 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7650 |
0.7628 |
0.7538 |
|
R3 |
0.7604 |
0.7582 |
0.7526 |
|
R2 |
0.7558 |
0.7558 |
0.7521 |
|
R1 |
0.7536 |
0.7536 |
0.7517 |
0.7524 |
PP |
0.7512 |
0.7512 |
0.7512 |
0.7507 |
S1 |
0.7490 |
0.7490 |
0.7509 |
0.7478 |
S2 |
0.7466 |
0.7466 |
0.7505 |
|
S3 |
0.7420 |
0.7444 |
0.7500 |
|
S4 |
0.7374 |
0.7398 |
0.7488 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7730 |
0.7692 |
0.7552 |
|
R3 |
0.7660 |
0.7622 |
0.7532 |
|
R2 |
0.7590 |
0.7590 |
0.7526 |
|
R1 |
0.7552 |
0.7552 |
0.7519 |
0.7536 |
PP |
0.7520 |
0.7520 |
0.7520 |
0.7513 |
S1 |
0.7482 |
0.7482 |
0.7507 |
0.7466 |
S2 |
0.7450 |
0.7450 |
0.7500 |
|
S3 |
0.7380 |
0.7412 |
0.7494 |
|
S4 |
0.7310 |
0.7342 |
0.7475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7559 |
0.7489 |
0.0070 |
0.9% |
0.0042 |
0.6% |
34% |
False |
True |
47,685 |
10 |
0.7668 |
0.7489 |
0.0179 |
2.4% |
0.0052 |
0.7% |
13% |
False |
True |
49,284 |
20 |
0.7747 |
0.7489 |
0.0258 |
3.4% |
0.0063 |
0.8% |
9% |
False |
True |
54,842 |
40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0062 |
0.8% |
23% |
False |
False |
55,702 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0067 |
0.9% |
23% |
False |
False |
46,734 |
80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
23% |
False |
False |
35,166 |
100 |
0.8107 |
0.7428 |
0.0679 |
9.0% |
0.0064 |
0.9% |
13% |
False |
False |
28,200 |
120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0063 |
0.8% |
11% |
False |
False |
23,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7731 |
2.618 |
0.7655 |
1.618 |
0.7609 |
1.000 |
0.7581 |
0.618 |
0.7563 |
HIGH |
0.7535 |
0.618 |
0.7517 |
0.500 |
0.7512 |
0.382 |
0.7507 |
LOW |
0.7489 |
0.618 |
0.7461 |
1.000 |
0.7443 |
1.618 |
0.7415 |
2.618 |
0.7369 |
4.250 |
0.7294 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7513 |
0.7524 |
PP |
0.7512 |
0.7520 |
S1 |
0.7512 |
0.7517 |
|