CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7491 |
-0.0030 |
-0.4% |
0.7507 |
| High |
0.7535 |
0.7497 |
-0.0038 |
-0.5% |
0.7547 |
| Low |
0.7485 |
0.7441 |
-0.0044 |
-0.6% |
0.7476 |
| Close |
0.7494 |
0.7477 |
-0.0017 |
-0.2% |
0.7494 |
| Range |
0.0050 |
0.0056 |
0.0006 |
12.0% |
0.0071 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
72,449 |
68,000 |
-4,449 |
-6.1% |
287,110 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7614 |
0.7508 |
|
| R3 |
0.7584 |
0.7558 |
0.7492 |
|
| R2 |
0.7528 |
0.7528 |
0.7487 |
|
| R1 |
0.7502 |
0.7502 |
0.7482 |
0.7487 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7464 |
| S1 |
0.7446 |
0.7446 |
0.7472 |
0.7431 |
| S2 |
0.7416 |
0.7416 |
0.7467 |
|
| S3 |
0.7360 |
0.7390 |
0.7462 |
|
| S4 |
0.7304 |
0.7334 |
0.7446 |
|
|
| 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 |
0.7441 |
0.0106 |
1.4% |
0.0042 |
0.6% |
34% |
False |
True |
60,532 |
| 10 |
0.7559 |
0.7441 |
0.0118 |
1.6% |
0.0043 |
0.6% |
31% |
False |
True |
54,987 |
| 20 |
0.7668 |
0.7441 |
0.0227 |
3.0% |
0.0055 |
0.7% |
16% |
False |
True |
55,338 |
| 40 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0060 |
0.8% |
13% |
False |
False |
56,250 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0062 |
0.8% |
13% |
False |
False |
52,479 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0065 |
0.9% |
13% |
False |
False |
39,577 |
| 100 |
0.7952 |
0.7428 |
0.0524 |
7.0% |
0.0063 |
0.8% |
9% |
False |
False |
31,741 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
6% |
False |
False |
26,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7644 |
|
1.618 |
0.7588 |
|
1.000 |
0.7553 |
|
0.618 |
0.7532 |
|
HIGH |
0.7497 |
|
0.618 |
0.7476 |
|
0.500 |
0.7469 |
|
0.382 |
0.7462 |
|
LOW |
0.7441 |
|
0.618 |
0.7406 |
|
1.000 |
0.7385 |
|
1.618 |
0.7350 |
|
2.618 |
0.7294 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7474 |
0.7494 |
| PP |
0.7472 |
0.7488 |
| S1 |
0.7469 |
0.7483 |
|