CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7506 |
0.0009 |
0.1% |
0.7516 |
High |
0.7519 |
0.7518 |
-0.0001 |
0.0% |
0.7559 |
Low |
0.7492 |
0.7477 |
-0.0015 |
-0.2% |
0.7489 |
Close |
0.7508 |
0.7497 |
-0.0011 |
-0.1% |
0.7513 |
Range |
0.0027 |
0.0041 |
0.0014 |
51.9% |
0.0070 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
50,818 |
55,130 |
4,312 |
8.5% |
238,429 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7620 |
0.7600 |
0.7520 |
|
R3 |
0.7579 |
0.7559 |
0.7508 |
|
R2 |
0.7538 |
0.7538 |
0.7505 |
|
R1 |
0.7518 |
0.7518 |
0.7501 |
0.7508 |
PP |
0.7497 |
0.7497 |
0.7497 |
0.7492 |
S1 |
0.7477 |
0.7477 |
0.7493 |
0.7467 |
S2 |
0.7456 |
0.7456 |
0.7489 |
|
S3 |
0.7415 |
0.7436 |
0.7486 |
|
S4 |
0.7374 |
0.7395 |
0.7474 |
|
|
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 |
0.7476 |
0.0083 |
1.1% |
0.0045 |
0.6% |
25% |
False |
False |
55,360 |
10 |
0.7607 |
0.7476 |
0.0131 |
1.7% |
0.0044 |
0.6% |
16% |
False |
False |
50,802 |
20 |
0.7668 |
0.7476 |
0.0192 |
2.6% |
0.0056 |
0.8% |
11% |
False |
False |
53,971 |
40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0060 |
0.8% |
19% |
False |
False |
55,246 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0063 |
0.8% |
19% |
False |
False |
49,249 |
80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0066 |
0.9% |
19% |
False |
False |
37,130 |
100 |
0.8072 |
0.7428 |
0.0644 |
8.6% |
0.0064 |
0.9% |
11% |
False |
False |
29,781 |
120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
9% |
False |
False |
24,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7625 |
1.618 |
0.7584 |
1.000 |
0.7559 |
0.618 |
0.7543 |
HIGH |
0.7518 |
0.618 |
0.7502 |
0.500 |
0.7498 |
0.382 |
0.7493 |
LOW |
0.7477 |
0.618 |
0.7452 |
1.000 |
0.7436 |
1.618 |
0.7411 |
2.618 |
0.7370 |
4.250 |
0.7303 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7498 |
0.7499 |
PP |
0.7497 |
0.7498 |
S1 |
0.7497 |
0.7498 |
|