CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7591 |
0.7595 |
0.0004 |
0.1% |
0.7650 |
High |
0.7604 |
0.7595 |
-0.0009 |
-0.1% |
0.7665 |
Low |
0.7580 |
0.7507 |
-0.0073 |
-1.0% |
0.7507 |
Close |
0.7592 |
0.7516 |
-0.0076 |
-1.0% |
0.7516 |
Range |
0.0024 |
0.0088 |
0.0064 |
266.6% |
0.0158 |
ATR |
0.0064 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
Volume |
112 |
555 |
443 |
395.5% |
1,031 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7803 |
0.7748 |
0.7564 |
|
R3 |
0.7715 |
0.7660 |
0.7540 |
|
R2 |
0.7627 |
0.7627 |
0.7532 |
|
R1 |
0.7572 |
0.7572 |
0.7524 |
0.7556 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7531 |
S1 |
0.7484 |
0.7484 |
0.7508 |
0.7468 |
S2 |
0.7451 |
0.7451 |
0.7500 |
|
S3 |
0.7363 |
0.7396 |
0.7492 |
|
S4 |
0.7275 |
0.7308 |
0.7468 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8037 |
0.7934 |
0.7603 |
|
R3 |
0.7879 |
0.7776 |
0.7559 |
|
R2 |
0.7721 |
0.7721 |
0.7545 |
|
R1 |
0.7618 |
0.7618 |
0.7530 |
0.7591 |
PP |
0.7563 |
0.7563 |
0.7563 |
0.7549 |
S1 |
0.7460 |
0.7460 |
0.7502 |
0.7433 |
S2 |
0.7405 |
0.7405 |
0.7487 |
|
S3 |
0.7247 |
0.7302 |
0.7473 |
|
S4 |
0.7089 |
0.7144 |
0.7429 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0059 |
0.8% |
6% |
False |
True |
206 |
10 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0063 |
0.8% |
6% |
False |
True |
202 |
20 |
0.7786 |
0.7507 |
0.0279 |
3.7% |
0.0066 |
0.9% |
3% |
False |
True |
194 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
25% |
False |
False |
160 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0062 |
0.8% |
25% |
False |
False |
155 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
25% |
False |
False |
121 |
100 |
0.8149 |
0.7428 |
0.0721 |
9.6% |
0.0050 |
0.7% |
12% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7969 |
2.618 |
0.7825 |
1.618 |
0.7737 |
1.000 |
0.7683 |
0.618 |
0.7649 |
HIGH |
0.7595 |
0.618 |
0.7561 |
0.500 |
0.7551 |
0.382 |
0.7541 |
LOW |
0.7507 |
0.618 |
0.7453 |
1.000 |
0.7419 |
1.618 |
0.7365 |
2.618 |
0.7277 |
4.250 |
0.7133 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7551 |
0.7583 |
PP |
0.7539 |
0.7560 |
S1 |
0.7528 |
0.7538 |
|