CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7483 |
-0.0038 |
-0.5% |
0.7502 |
| High |
0.7528 |
0.7495 |
-0.0033 |
-0.4% |
0.7546 |
| Low |
0.7487 |
0.7450 |
-0.0037 |
-0.5% |
0.7476 |
| Close |
0.7494 |
0.7477 |
-0.0017 |
-0.2% |
0.7494 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0070 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
409 |
2,623 |
2,214 |
541.3% |
3,274 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7588 |
0.7502 |
|
| R3 |
0.7564 |
0.7543 |
0.7489 |
|
| R2 |
0.7519 |
0.7519 |
0.7485 |
|
| R1 |
0.7498 |
0.7498 |
0.7481 |
0.7486 |
| PP |
0.7474 |
0.7474 |
0.7474 |
0.7468 |
| S1 |
0.7453 |
0.7453 |
0.7473 |
0.7441 |
| S2 |
0.7429 |
0.7429 |
0.7469 |
|
| S3 |
0.7384 |
0.7408 |
0.7465 |
|
| S4 |
0.7339 |
0.7363 |
0.7452 |
|
|
| 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 |
0.7450 |
0.0096 |
1.3% |
0.0037 |
0.5% |
28% |
False |
True |
849 |
| 10 |
0.7558 |
0.7450 |
0.0108 |
1.4% |
0.0039 |
0.5% |
25% |
False |
True |
686 |
| 20 |
0.7665 |
0.7450 |
0.0215 |
2.9% |
0.0052 |
0.7% |
13% |
False |
True |
445 |
| 40 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
14% |
False |
False |
305 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
14% |
False |
False |
259 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
14% |
False |
False |
206 |
| 100 |
0.7899 |
0.7428 |
0.0471 |
6.3% |
0.0053 |
0.7% |
10% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7613 |
|
1.618 |
0.7568 |
|
1.000 |
0.7540 |
|
0.618 |
0.7523 |
|
HIGH |
0.7495 |
|
0.618 |
0.7478 |
|
0.500 |
0.7473 |
|
0.382 |
0.7467 |
|
LOW |
0.7450 |
|
0.618 |
0.7422 |
|
1.000 |
0.7405 |
|
1.618 |
0.7377 |
|
2.618 |
0.7332 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7498 |
| PP |
0.7474 |
0.7491 |
| S1 |
0.7473 |
0.7484 |
|