CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.7502 |
0.7515 |
0.0013 |
0.2% |
0.7511 |
High |
0.7516 |
0.7546 |
0.0030 |
0.4% |
0.7558 |
Low |
0.7478 |
0.7511 |
0.0033 |
0.4% |
0.7489 |
Close |
0.7496 |
0.7522 |
0.0026 |
0.3% |
0.7512 |
Range |
0.0038 |
0.0035 |
-0.0003 |
-7.9% |
0.0069 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.4% |
0.0000 |
Volume |
265 |
506 |
241 |
90.9% |
1,127 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7631 |
0.7612 |
0.7541 |
|
R3 |
0.7596 |
0.7577 |
0.7532 |
|
R2 |
0.7561 |
0.7561 |
0.7528 |
|
R1 |
0.7542 |
0.7542 |
0.7525 |
0.7552 |
PP |
0.7526 |
0.7526 |
0.7526 |
0.7531 |
S1 |
0.7507 |
0.7507 |
0.7519 |
0.7517 |
S2 |
0.7491 |
0.7491 |
0.7516 |
|
S3 |
0.7456 |
0.7472 |
0.7512 |
|
S4 |
0.7421 |
0.7437 |
0.7503 |
|
|
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 |
0.7546 |
0.7476 |
0.0070 |
0.9% |
0.0037 |
0.5% |
66% |
True |
False |
653 |
10 |
0.7595 |
0.7476 |
0.0119 |
1.6% |
0.0043 |
0.6% |
39% |
False |
False |
454 |
20 |
0.7665 |
0.7476 |
0.0189 |
2.5% |
0.0054 |
0.7% |
24% |
False |
False |
308 |
40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
26% |
False |
False |
234 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
26% |
False |
False |
210 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
26% |
False |
False |
169 |
100 |
0.7960 |
0.7428 |
0.0532 |
7.1% |
0.0053 |
0.7% |
18% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7695 |
2.618 |
0.7638 |
1.618 |
0.7603 |
1.000 |
0.7581 |
0.618 |
0.7568 |
HIGH |
0.7546 |
0.618 |
0.7533 |
0.500 |
0.7529 |
0.382 |
0.7524 |
LOW |
0.7511 |
0.618 |
0.7489 |
1.000 |
0.7476 |
1.618 |
0.7454 |
2.618 |
0.7419 |
4.250 |
0.7362 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7529 |
0.7519 |
PP |
0.7526 |
0.7515 |
S1 |
0.7524 |
0.7512 |
|