CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7545 |
0.7524 |
-0.0021 |
-0.3% |
0.7511 |
| High |
0.7558 |
0.7533 |
-0.0025 |
-0.3% |
0.7558 |
| Low |
0.7493 |
0.7489 |
-0.0004 |
-0.1% |
0.7489 |
| Close |
0.7523 |
0.7512 |
-0.0011 |
-0.1% |
0.7512 |
| Range |
0.0065 |
0.0044 |
-0.0021 |
-32.3% |
0.0069 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
233 |
400 |
167 |
71.7% |
1,127 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7622 |
0.7536 |
|
| R3 |
0.7599 |
0.7578 |
0.7524 |
|
| R2 |
0.7555 |
0.7555 |
0.7520 |
|
| R1 |
0.7534 |
0.7534 |
0.7516 |
0.7523 |
| PP |
0.7511 |
0.7511 |
0.7511 |
0.7506 |
| S1 |
0.7490 |
0.7490 |
0.7508 |
0.7479 |
| S2 |
0.7467 |
0.7467 |
0.7504 |
|
| S3 |
0.7423 |
0.7446 |
0.7500 |
|
| S4 |
0.7379 |
0.7402 |
0.7488 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7688 |
0.7550 |
|
| R3 |
0.7658 |
0.7619 |
0.7531 |
|
| R2 |
0.7589 |
0.7589 |
0.7525 |
|
| R1 |
0.7550 |
0.7550 |
0.7518 |
0.7569 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7529 |
| S1 |
0.7481 |
0.7481 |
0.7506 |
0.7501 |
| S2 |
0.7451 |
0.7451 |
0.7499 |
|
| S3 |
0.7382 |
0.7412 |
0.7493 |
|
| S4 |
0.7313 |
0.7343 |
0.7474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7558 |
0.7489 |
0.0069 |
0.9% |
0.0040 |
0.5% |
33% |
False |
True |
225 |
| 10 |
0.7665 |
0.7489 |
0.0176 |
2.3% |
0.0050 |
0.7% |
13% |
False |
True |
215 |
| 20 |
0.7743 |
0.7489 |
0.0254 |
3.4% |
0.0060 |
0.8% |
9% |
False |
True |
206 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
23% |
False |
False |
178 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0061 |
0.8% |
23% |
False |
False |
167 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
23% |
False |
False |
134 |
| 100 |
0.8094 |
0.7428 |
0.0666 |
8.9% |
0.0052 |
0.7% |
13% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7648 |
|
1.618 |
0.7604 |
|
1.000 |
0.7577 |
|
0.618 |
0.7560 |
|
HIGH |
0.7533 |
|
0.618 |
0.7516 |
|
0.500 |
0.7511 |
|
0.382 |
0.7506 |
|
LOW |
0.7489 |
|
0.618 |
0.7462 |
|
1.000 |
0.7445 |
|
1.618 |
0.7418 |
|
2.618 |
0.7374 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7512 |
0.7524 |
| PP |
0.7511 |
0.7520 |
| S1 |
0.7511 |
0.7516 |
|