CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7502 |
0.0005 |
0.1% |
0.7511 |
High |
0.7517 |
0.7516 |
-0.0001 |
0.0% |
0.7558 |
Low |
0.7492 |
0.7478 |
-0.0014 |
-0.2% |
0.7489 |
Close |
0.7507 |
0.7496 |
-0.0011 |
-0.1% |
0.7512 |
Range |
0.0025 |
0.0038 |
0.0013 |
52.0% |
0.0069 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
443 |
265 |
-178 |
-40.2% |
1,127 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7611 |
0.7591 |
0.7517 |
|
R3 |
0.7573 |
0.7553 |
0.7506 |
|
R2 |
0.7535 |
0.7535 |
0.7503 |
|
R1 |
0.7515 |
0.7515 |
0.7499 |
0.7506 |
PP |
0.7497 |
0.7497 |
0.7497 |
0.7492 |
S1 |
0.7477 |
0.7477 |
0.7493 |
0.7468 |
S2 |
0.7459 |
0.7459 |
0.7489 |
|
S3 |
0.7421 |
0.7439 |
0.7486 |
|
S4 |
0.7383 |
0.7401 |
0.7475 |
|
|
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% |
0.0043 |
0.6% |
24% |
False |
False |
598 |
10 |
0.7604 |
0.7476 |
0.0128 |
1.7% |
0.0042 |
0.6% |
16% |
False |
False |
415 |
20 |
0.7665 |
0.7476 |
0.0189 |
2.5% |
0.0054 |
0.7% |
11% |
False |
False |
291 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
19% |
False |
False |
226 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
19% |
False |
False |
203 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
19% |
False |
False |
162 |
100 |
0.7998 |
0.7428 |
0.0570 |
7.6% |
0.0053 |
0.7% |
12% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7677 |
2.618 |
0.7615 |
1.618 |
0.7577 |
1.000 |
0.7554 |
0.618 |
0.7539 |
HIGH |
0.7516 |
0.618 |
0.7501 |
0.500 |
0.7497 |
0.382 |
0.7493 |
LOW |
0.7478 |
0.618 |
0.7455 |
1.000 |
0.7440 |
1.618 |
0.7417 |
2.618 |
0.7379 |
4.250 |
0.7317 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7497 |
0.7498 |
PP |
0.7497 |
0.7497 |
S1 |
0.7496 |
0.7497 |
|