CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7511 |
-0.0084 |
-1.1% |
0.7650 |
| High |
0.7595 |
0.7545 |
-0.0050 |
-0.7% |
0.7665 |
| Low |
0.7507 |
0.7509 |
0.0002 |
0.0% |
0.7507 |
| Close |
0.7516 |
0.7527 |
0.0011 |
0.1% |
0.7516 |
| Range |
0.0088 |
0.0036 |
-0.0052 |
-59.1% |
0.0158 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
555 |
156 |
-399 |
-71.9% |
1,031 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7635 |
0.7617 |
0.7547 |
|
| R3 |
0.7599 |
0.7581 |
0.7537 |
|
| R2 |
0.7563 |
0.7563 |
0.7534 |
|
| R1 |
0.7545 |
0.7545 |
0.7530 |
0.7554 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7532 |
| S1 |
0.7509 |
0.7509 |
0.7524 |
0.7518 |
| S2 |
0.7491 |
0.7491 |
0.7520 |
|
| S3 |
0.7455 |
0.7473 |
0.7517 |
|
| S4 |
0.7419 |
0.7437 |
0.7507 |
|
|
| 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% |
0.0061 |
0.8% |
13% |
False |
False |
224 |
| 10 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0064 |
0.9% |
13% |
False |
False |
203 |
| 20 |
0.7786 |
0.7507 |
0.0279 |
3.7% |
0.0065 |
0.9% |
7% |
False |
False |
200 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
28% |
False |
False |
162 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0062 |
0.8% |
28% |
False |
False |
158 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
28% |
False |
False |
123 |
| 100 |
0.8130 |
0.7428 |
0.0702 |
9.3% |
0.0050 |
0.7% |
14% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7698 |
|
2.618 |
0.7639 |
|
1.618 |
0.7603 |
|
1.000 |
0.7581 |
|
0.618 |
0.7567 |
|
HIGH |
0.7545 |
|
0.618 |
0.7531 |
|
0.500 |
0.7527 |
|
0.382 |
0.7523 |
|
LOW |
0.7509 |
|
0.618 |
0.7487 |
|
1.000 |
0.7473 |
|
1.618 |
0.7451 |
|
2.618 |
0.7415 |
|
4.250 |
0.7356 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7556 |
| PP |
0.7527 |
0.7546 |
| S1 |
0.7527 |
0.7537 |
|