CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7521 |
0.0010 |
0.1% |
0.7507 |
| High |
0.7547 |
0.7535 |
-0.0012 |
-0.2% |
0.7547 |
| Low |
0.7510 |
0.7485 |
-0.0025 |
-0.3% |
0.7476 |
| Close |
0.7522 |
0.7494 |
-0.0028 |
-0.4% |
0.7494 |
| Range |
0.0037 |
0.0050 |
0.0013 |
35.1% |
0.0071 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
56,265 |
72,449 |
16,184 |
28.8% |
287,110 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7624 |
0.7522 |
|
| R3 |
0.7605 |
0.7574 |
0.7508 |
|
| R2 |
0.7555 |
0.7555 |
0.7503 |
|
| R1 |
0.7524 |
0.7524 |
0.7499 |
0.7515 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7500 |
| S1 |
0.7474 |
0.7474 |
0.7489 |
0.7465 |
| S2 |
0.7455 |
0.7455 |
0.7485 |
|
| S3 |
0.7405 |
0.7424 |
0.7480 |
|
| S4 |
0.7355 |
0.7374 |
0.7467 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7677 |
0.7533 |
|
| R3 |
0.7648 |
0.7606 |
0.7514 |
|
| R2 |
0.7577 |
0.7577 |
0.7507 |
|
| R1 |
0.7535 |
0.7535 |
0.7501 |
0.7521 |
| PP |
0.7506 |
0.7506 |
0.7506 |
0.7498 |
| S1 |
0.7464 |
0.7464 |
0.7487 |
0.7450 |
| S2 |
0.7435 |
0.7435 |
0.7481 |
|
| S3 |
0.7364 |
0.7393 |
0.7474 |
|
| S4 |
0.7293 |
0.7322 |
0.7455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7547 |
0.7476 |
0.0071 |
0.9% |
0.0040 |
0.5% |
25% |
False |
False |
57,422 |
| 10 |
0.7559 |
0.7476 |
0.0083 |
1.1% |
0.0041 |
0.5% |
22% |
False |
False |
52,553 |
| 20 |
0.7668 |
0.7476 |
0.0192 |
2.6% |
0.0054 |
0.7% |
9% |
False |
False |
53,783 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0060 |
0.8% |
18% |
False |
False |
55,616 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0063 |
0.8% |
18% |
False |
False |
51,358 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
18% |
False |
False |
38,729 |
| 100 |
0.7958 |
0.7428 |
0.0530 |
7.1% |
0.0063 |
0.8% |
12% |
False |
False |
31,063 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
8% |
False |
False |
25,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7666 |
|
1.618 |
0.7616 |
|
1.000 |
0.7585 |
|
0.618 |
0.7566 |
|
HIGH |
0.7535 |
|
0.618 |
0.7516 |
|
0.500 |
0.7510 |
|
0.382 |
0.7504 |
|
LOW |
0.7485 |
|
0.618 |
0.7454 |
|
1.000 |
0.7435 |
|
1.618 |
0.7404 |
|
2.618 |
0.7354 |
|
4.250 |
0.7273 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7512 |
| PP |
0.7505 |
0.7506 |
| S1 |
0.7499 |
0.7500 |
|