CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7479 |
-0.0043 |
-0.6% |
0.7483 |
| High |
0.7525 |
0.7512 |
-0.0013 |
-0.2% |
0.7528 |
| Low |
0.7476 |
0.7468 |
-0.0008 |
-0.1% |
0.7450 |
| Close |
0.7485 |
0.7487 |
0.0002 |
0.0% |
0.7485 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0078 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
516 |
1,138 |
622 |
120.5% |
6,352 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7598 |
0.7511 |
|
| R3 |
0.7577 |
0.7554 |
0.7499 |
|
| R2 |
0.7533 |
0.7533 |
0.7495 |
|
| R1 |
0.7510 |
0.7510 |
0.7491 |
0.7522 |
| PP |
0.7489 |
0.7489 |
0.7489 |
0.7495 |
| S1 |
0.7466 |
0.7466 |
0.7483 |
0.7478 |
| S2 |
0.7445 |
0.7445 |
0.7479 |
|
| S3 |
0.7401 |
0.7422 |
0.7475 |
|
| S4 |
0.7357 |
0.7378 |
0.7463 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7681 |
0.7528 |
|
| R3 |
0.7644 |
0.7603 |
0.7506 |
|
| R2 |
0.7566 |
0.7566 |
0.7499 |
|
| R1 |
0.7525 |
0.7525 |
0.7492 |
0.7545 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7498 |
| S1 |
0.7447 |
0.7447 |
0.7478 |
0.7468 |
| S2 |
0.7410 |
0.7410 |
0.7471 |
|
| S3 |
0.7332 |
0.7369 |
0.7464 |
|
| S4 |
0.7254 |
0.7291 |
0.7442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7528 |
0.7450 |
0.0078 |
1.0% |
0.0042 |
0.6% |
47% |
False |
False |
1,498 |
| 10 |
0.7546 |
0.7450 |
0.0096 |
1.3% |
0.0039 |
0.5% |
39% |
False |
False |
1,076 |
| 20 |
0.7665 |
0.7450 |
0.0215 |
2.9% |
0.0045 |
0.6% |
17% |
False |
False |
646 |
| 40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0055 |
0.7% |
11% |
False |
False |
415 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0055 |
0.7% |
16% |
False |
False |
333 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
16% |
False |
False |
266 |
| 100 |
0.7864 |
0.7428 |
0.0436 |
5.8% |
0.0054 |
0.7% |
14% |
False |
False |
216 |
| 120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0047 |
0.6% |
8% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7699 |
|
2.618 |
0.7627 |
|
1.618 |
0.7583 |
|
1.000 |
0.7556 |
|
0.618 |
0.7539 |
|
HIGH |
0.7512 |
|
0.618 |
0.7495 |
|
0.500 |
0.7490 |
|
0.382 |
0.7485 |
|
LOW |
0.7468 |
|
0.618 |
0.7441 |
|
1.000 |
0.7424 |
|
1.618 |
0.7397 |
|
2.618 |
0.7353 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7490 |
0.7498 |
| PP |
0.7489 |
0.7494 |
| S1 |
0.7488 |
0.7491 |
|