CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7530 |
0.7540 |
0.0010 |
0.1% |
0.7650 |
| High |
0.7546 |
0.7553 |
0.0007 |
0.1% |
0.7665 |
| Low |
0.7517 |
0.7526 |
0.0009 |
0.1% |
0.7507 |
| Close |
0.7530 |
0.7527 |
-0.0003 |
0.0% |
0.7516 |
| Range |
0.0029 |
0.0027 |
-0.0002 |
-6.9% |
0.0158 |
| ATR |
0.0061 |
0.0058 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
233 |
105 |
-128 |
-54.9% |
1,031 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7599 |
0.7542 |
|
| R3 |
0.7589 |
0.7572 |
0.7534 |
|
| R2 |
0.7562 |
0.7562 |
0.7532 |
|
| R1 |
0.7545 |
0.7545 |
0.7529 |
0.7540 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7533 |
| S1 |
0.7518 |
0.7518 |
0.7525 |
0.7513 |
| S2 |
0.7508 |
0.7508 |
0.7522 |
|
| S3 |
0.7481 |
0.7491 |
0.7520 |
|
| S4 |
0.7454 |
0.7464 |
0.7512 |
|
|
| 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 |
0.7604 |
0.7507 |
0.0097 |
1.3% |
0.0041 |
0.5% |
21% |
False |
False |
232 |
| 10 |
0.7665 |
0.7507 |
0.0158 |
2.1% |
0.0053 |
0.7% |
13% |
False |
False |
172 |
| 20 |
0.7786 |
0.7507 |
0.0279 |
3.7% |
0.0061 |
0.8% |
7% |
False |
False |
202 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
28% |
False |
False |
168 |
| 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 |
127 |
| 100 |
0.8094 |
0.7428 |
0.0666 |
8.8% |
0.0051 |
0.7% |
15% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7624 |
|
1.618 |
0.7597 |
|
1.000 |
0.7580 |
|
0.618 |
0.7570 |
|
HIGH |
0.7553 |
|
0.618 |
0.7543 |
|
0.500 |
0.7540 |
|
0.382 |
0.7536 |
|
LOW |
0.7526 |
|
0.618 |
0.7509 |
|
1.000 |
0.7499 |
|
1.618 |
0.7482 |
|
2.618 |
0.7455 |
|
4.250 |
0.7411 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7531 |
| PP |
0.7535 |
0.7530 |
| S1 |
0.7531 |
0.7528 |
|