CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7481 |
0.7517 |
0.0036 |
0.5% |
0.7507 |
High |
0.7527 |
0.7529 |
0.0002 |
0.0% |
0.7547 |
Low |
0.7475 |
0.7496 |
0.0021 |
0.3% |
0.7476 |
Close |
0.7523 |
0.7521 |
-0.0002 |
0.0% |
0.7494 |
Range |
0.0052 |
0.0033 |
-0.0019 |
-36.5% |
0.0071 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
57,486 |
42,576 |
-14,910 |
-25.9% |
287,110 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7601 |
0.7539 |
|
R3 |
0.7581 |
0.7568 |
0.7530 |
|
R2 |
0.7548 |
0.7548 |
0.7527 |
|
R1 |
0.7535 |
0.7535 |
0.7524 |
0.7542 |
PP |
0.7515 |
0.7515 |
0.7515 |
0.7519 |
S1 |
0.7502 |
0.7502 |
0.7518 |
0.7509 |
S2 |
0.7482 |
0.7482 |
0.7515 |
|
S3 |
0.7449 |
0.7469 |
0.7512 |
|
S4 |
0.7416 |
0.7436 |
0.7503 |
|
|
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% |
0.0046 |
0.6% |
75% |
False |
False |
59,355 |
10 |
0.7559 |
0.7441 |
0.0118 |
1.6% |
0.0045 |
0.6% |
68% |
False |
False |
57,358 |
20 |
0.7668 |
0.7441 |
0.0227 |
3.0% |
0.0050 |
0.7% |
35% |
False |
False |
53,787 |
40 |
0.7791 |
0.7441 |
0.0350 |
4.7% |
0.0059 |
0.8% |
23% |
False |
False |
55,670 |
60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0060 |
0.8% |
26% |
False |
False |
54,076 |
80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0065 |
0.9% |
26% |
False |
False |
40,820 |
100 |
0.7885 |
0.7428 |
0.0457 |
6.1% |
0.0062 |
0.8% |
20% |
False |
False |
32,733 |
120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
12% |
False |
False |
27,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7669 |
2.618 |
0.7615 |
1.618 |
0.7582 |
1.000 |
0.7562 |
0.618 |
0.7549 |
HIGH |
0.7529 |
0.618 |
0.7516 |
0.500 |
0.7513 |
0.382 |
0.7509 |
LOW |
0.7496 |
0.618 |
0.7476 |
1.000 |
0.7463 |
1.618 |
0.7443 |
2.618 |
0.7410 |
4.250 |
0.7356 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7518 |
0.7509 |
PP |
0.7515 |
0.7497 |
S1 |
0.7513 |
0.7485 |
|