CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7658 |
0.0028 |
0.4% |
0.7596 |
| High |
0.7665 |
0.7658 |
-0.0007 |
-0.1% |
0.7653 |
| Low |
0.7593 |
0.7575 |
-0.0018 |
-0.2% |
0.7525 |
| Close |
0.7663 |
0.7591 |
-0.0072 |
-0.9% |
0.7642 |
| Range |
0.0072 |
0.0083 |
0.0011 |
15.3% |
0.0128 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.5% |
0.0000 |
| Volume |
163 |
135 |
-28 |
-17.2% |
989 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7807 |
0.7637 |
|
| R3 |
0.7774 |
0.7724 |
0.7614 |
|
| R2 |
0.7691 |
0.7691 |
0.7606 |
|
| R1 |
0.7641 |
0.7641 |
0.7599 |
0.7625 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7600 |
| S1 |
0.7558 |
0.7558 |
0.7583 |
0.7542 |
| S2 |
0.7525 |
0.7525 |
0.7576 |
|
| S3 |
0.7442 |
0.7475 |
0.7568 |
|
| S4 |
0.7359 |
0.7392 |
0.7545 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7944 |
0.7712 |
|
| R3 |
0.7863 |
0.7816 |
0.7677 |
|
| R2 |
0.7735 |
0.7735 |
0.7665 |
|
| R1 |
0.7688 |
0.7688 |
0.7654 |
0.7711 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7618 |
| S1 |
0.7560 |
0.7560 |
0.7630 |
0.7584 |
| S2 |
0.7479 |
0.7479 |
0.7619 |
|
| S3 |
0.7351 |
0.7432 |
0.7607 |
|
| S4 |
0.7223 |
0.7304 |
0.7572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7665 |
0.7548 |
0.0117 |
1.5% |
0.0064 |
0.8% |
37% |
False |
False |
112 |
| 10 |
0.7665 |
0.7525 |
0.0140 |
1.8% |
0.0066 |
0.9% |
47% |
False |
False |
168 |
| 20 |
0.7786 |
0.7525 |
0.0261 |
3.4% |
0.0067 |
0.9% |
25% |
False |
False |
175 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0060 |
0.8% |
46% |
False |
False |
152 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.7% |
0.0063 |
0.8% |
46% |
False |
False |
145 |
| 80 |
0.7835 |
0.7428 |
0.0407 |
5.4% |
0.0058 |
0.8% |
40% |
False |
False |
113 |
| 100 |
0.8153 |
0.7428 |
0.0725 |
9.6% |
0.0049 |
0.6% |
22% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8011 |
|
2.618 |
0.7875 |
|
1.618 |
0.7792 |
|
1.000 |
0.7741 |
|
0.618 |
0.7709 |
|
HIGH |
0.7658 |
|
0.618 |
0.7626 |
|
0.500 |
0.7617 |
|
0.382 |
0.7607 |
|
LOW |
0.7575 |
|
0.618 |
0.7524 |
|
1.000 |
0.7492 |
|
1.618 |
0.7441 |
|
2.618 |
0.7358 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7620 |
| PP |
0.7608 |
0.7610 |
| S1 |
0.7600 |
0.7601 |
|