CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7515 |
0.7521 |
0.0006 |
0.1% |
0.7502 |
| High |
0.7546 |
0.7528 |
-0.0018 |
-0.2% |
0.7546 |
| Low |
0.7511 |
0.7487 |
-0.0024 |
-0.3% |
0.7476 |
| Close |
0.7522 |
0.7494 |
-0.0028 |
-0.4% |
0.7494 |
| Range |
0.0035 |
0.0041 |
0.0006 |
17.1% |
0.0070 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
506 |
409 |
-97 |
-19.2% |
3,274 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7601 |
0.7517 |
|
| R3 |
0.7585 |
0.7560 |
0.7505 |
|
| R2 |
0.7544 |
0.7544 |
0.7502 |
|
| R1 |
0.7519 |
0.7519 |
0.7498 |
0.7511 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7499 |
| S1 |
0.7478 |
0.7478 |
0.7490 |
0.7470 |
| S2 |
0.7462 |
0.7462 |
0.7486 |
|
| S3 |
0.7421 |
0.7437 |
0.7483 |
|
| S4 |
0.7380 |
0.7396 |
0.7471 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7675 |
0.7533 |
|
| R3 |
0.7645 |
0.7605 |
0.7513 |
|
| R2 |
0.7575 |
0.7575 |
0.7507 |
|
| R1 |
0.7535 |
0.7535 |
0.7500 |
0.7520 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7498 |
| S1 |
0.7465 |
0.7465 |
0.7488 |
0.7450 |
| S2 |
0.7435 |
0.7435 |
0.7481 |
|
| S3 |
0.7365 |
0.7395 |
0.7475 |
|
| S4 |
0.7295 |
0.7325 |
0.7456 |
|
|
| 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% |
26% |
False |
False |
654 |
| 10 |
0.7558 |
0.7476 |
0.0082 |
1.1% |
0.0038 |
0.5% |
22% |
False |
False |
440 |
| 20 |
0.7665 |
0.7476 |
0.0189 |
2.5% |
0.0051 |
0.7% |
10% |
False |
False |
321 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
18% |
False |
False |
241 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
18% |
False |
False |
217 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
18% |
False |
False |
174 |
| 100 |
0.7952 |
0.7428 |
0.0524 |
7.0% |
0.0053 |
0.7% |
13% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7635 |
|
1.618 |
0.7594 |
|
1.000 |
0.7569 |
|
0.618 |
0.7553 |
|
HIGH |
0.7528 |
|
0.618 |
0.7512 |
|
0.500 |
0.7508 |
|
0.382 |
0.7503 |
|
LOW |
0.7487 |
|
0.618 |
0.7462 |
|
1.000 |
0.7446 |
|
1.618 |
0.7421 |
|
2.618 |
0.7380 |
|
4.250 |
0.7313 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7508 |
0.7512 |
| PP |
0.7503 |
0.7506 |
| S1 |
0.7499 |
0.7500 |
|