CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7502 |
0.7497 |
-0.0005 |
-0.1% |
0.7511 |
High |
0.7520 |
0.7517 |
-0.0003 |
0.0% |
0.7558 |
Low |
0.7476 |
0.7492 |
0.0016 |
0.2% |
0.7489 |
Close |
0.7497 |
0.7507 |
0.0010 |
0.1% |
0.7512 |
Range |
0.0044 |
0.0025 |
-0.0019 |
-43.2% |
0.0069 |
ATR |
0.0057 |
0.0054 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
1,651 |
443 |
-1,208 |
-73.2% |
1,127 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7580 |
0.7569 |
0.7521 |
|
R3 |
0.7555 |
0.7544 |
0.7514 |
|
R2 |
0.7530 |
0.7530 |
0.7512 |
|
R1 |
0.7519 |
0.7519 |
0.7509 |
0.7525 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7508 |
S1 |
0.7494 |
0.7494 |
0.7505 |
0.7500 |
S2 |
0.7480 |
0.7480 |
0.7502 |
|
S3 |
0.7455 |
0.7469 |
0.7500 |
|
S4 |
0.7430 |
0.7444 |
0.7493 |
|
|
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 |
0.7476 |
0.0082 |
1.1% |
0.0041 |
0.5% |
38% |
False |
False |
566 |
10 |
0.7658 |
0.7476 |
0.0182 |
2.4% |
0.0046 |
0.6% |
17% |
False |
False |
402 |
20 |
0.7703 |
0.7476 |
0.0227 |
3.0% |
0.0057 |
0.8% |
14% |
False |
False |
289 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
22% |
False |
False |
224 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0060 |
0.8% |
22% |
False |
False |
200 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
22% |
False |
False |
159 |
100 |
0.8061 |
0.7428 |
0.0633 |
8.4% |
0.0052 |
0.7% |
12% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7623 |
2.618 |
0.7582 |
1.618 |
0.7557 |
1.000 |
0.7542 |
0.618 |
0.7532 |
HIGH |
0.7517 |
0.618 |
0.7507 |
0.500 |
0.7505 |
0.382 |
0.7502 |
LOW |
0.7492 |
0.618 |
0.7477 |
1.000 |
0.7467 |
1.618 |
0.7452 |
2.618 |
0.7427 |
4.250 |
0.7386 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7506 |
0.7506 |
PP |
0.7505 |
0.7505 |
S1 |
0.7505 |
0.7505 |
|