CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7511 |
0.7530 |
0.0019 |
0.3% |
0.7650 |
| High |
0.7545 |
0.7546 |
0.0001 |
0.0% |
0.7665 |
| Low |
0.7509 |
0.7517 |
0.0008 |
0.1% |
0.7507 |
| Close |
0.7527 |
0.7530 |
0.0003 |
0.0% |
0.7516 |
| Range |
0.0036 |
0.0029 |
-0.0007 |
-19.4% |
0.0158 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
156 |
233 |
77 |
49.4% |
1,031 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7618 |
0.7603 |
0.7546 |
|
| R3 |
0.7589 |
0.7574 |
0.7538 |
|
| R2 |
0.7560 |
0.7560 |
0.7535 |
|
| R1 |
0.7545 |
0.7545 |
0.7533 |
0.7545 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7531 |
| S1 |
0.7516 |
0.7516 |
0.7527 |
0.7516 |
| S2 |
0.7502 |
0.7502 |
0.7525 |
|
| S3 |
0.7473 |
0.7487 |
0.7522 |
|
| S4 |
0.7444 |
0.7458 |
0.7514 |
|
|
| 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 |
0.7658 |
0.7507 |
0.0151 |
2.0% |
0.0052 |
0.7% |
15% |
False |
False |
238 |
| 10 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0061 |
0.8% |
15% |
False |
False |
199 |
| 20 |
0.7786 |
0.7507 |
0.0279 |
3.7% |
0.0063 |
0.8% |
8% |
False |
False |
207 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
28% |
False |
False |
167 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0062 |
0.8% |
28% |
False |
False |
162 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
28% |
False |
False |
125 |
| 100 |
0.8094 |
0.7428 |
0.0666 |
8.8% |
0.0051 |
0.7% |
15% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7622 |
|
1.618 |
0.7593 |
|
1.000 |
0.7575 |
|
0.618 |
0.7564 |
|
HIGH |
0.7546 |
|
0.618 |
0.7535 |
|
0.500 |
0.7532 |
|
0.382 |
0.7528 |
|
LOW |
0.7517 |
|
0.618 |
0.7499 |
|
1.000 |
0.7488 |
|
1.618 |
0.7470 |
|
2.618 |
0.7441 |
|
4.250 |
0.7394 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7551 |
| PP |
0.7531 |
0.7544 |
| S1 |
0.7531 |
0.7537 |
|