CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7483 |
0.7482 |
-0.0001 |
0.0% |
0.7502 |
| High |
0.7495 |
0.7524 |
0.0029 |
0.4% |
0.7546 |
| Low |
0.7450 |
0.7482 |
0.0032 |
0.4% |
0.7476 |
| Close |
0.7477 |
0.7523 |
0.0046 |
0.6% |
0.7494 |
| Range |
0.0045 |
0.0042 |
-0.0003 |
-6.7% |
0.0070 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
2,623 |
2,774 |
151 |
5.8% |
3,274 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7621 |
0.7546 |
|
| R3 |
0.7594 |
0.7579 |
0.7535 |
|
| R2 |
0.7552 |
0.7552 |
0.7531 |
|
| R1 |
0.7537 |
0.7537 |
0.7527 |
0.7544 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7513 |
| S1 |
0.7495 |
0.7495 |
0.7519 |
0.7503 |
| S2 |
0.7468 |
0.7468 |
0.7515 |
|
| S3 |
0.7426 |
0.7453 |
0.7511 |
|
| S4 |
0.7384 |
0.7411 |
0.7500 |
|
|
| 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% |
0.0040 |
0.5% |
76% |
False |
False |
1,315 |
| 10 |
0.7558 |
0.7450 |
0.0108 |
1.4% |
0.0041 |
0.5% |
68% |
False |
False |
940 |
| 20 |
0.7665 |
0.7450 |
0.0215 |
2.9% |
0.0051 |
0.7% |
34% |
False |
False |
570 |
| 40 |
0.7786 |
0.7441 |
0.0345 |
4.6% |
0.0057 |
0.8% |
24% |
False |
False |
372 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0057 |
0.8% |
27% |
False |
False |
303 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
27% |
False |
False |
240 |
| 100 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0053 |
0.7% |
22% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7634 |
|
1.618 |
0.7592 |
|
1.000 |
0.7566 |
|
0.618 |
0.7550 |
|
HIGH |
0.7524 |
|
0.618 |
0.7508 |
|
0.500 |
0.7503 |
|
0.382 |
0.7498 |
|
LOW |
0.7482 |
|
0.618 |
0.7456 |
|
1.000 |
0.7440 |
|
1.618 |
0.7414 |
|
2.618 |
0.7372 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7516 |
0.7512 |
| PP |
0.7510 |
0.7500 |
| S1 |
0.7503 |
0.7489 |
|