CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7488 |
0.7492 |
0.0004 |
0.1% |
0.7481 |
| High |
0.7522 |
0.7508 |
-0.0014 |
-0.2% |
0.7522 |
| Low |
0.7462 |
0.7453 |
-0.0009 |
-0.1% |
0.7453 |
| Close |
0.7496 |
0.7475 |
-0.0021 |
-0.3% |
0.7475 |
| Range |
0.0060 |
0.0055 |
-0.0005 |
-8.3% |
0.0069 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
82,050 |
79,416 |
-2,634 |
-3.2% |
338,012 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7614 |
0.7505 |
|
| R3 |
0.7589 |
0.7559 |
0.7490 |
|
| R2 |
0.7534 |
0.7534 |
0.7485 |
|
| R1 |
0.7504 |
0.7504 |
0.7480 |
0.7492 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7472 |
| S1 |
0.7449 |
0.7449 |
0.7470 |
0.7437 |
| S2 |
0.7424 |
0.7424 |
0.7465 |
|
| S3 |
0.7369 |
0.7394 |
0.7460 |
|
| S4 |
0.7314 |
0.7339 |
0.7445 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7652 |
0.7513 |
|
| R3 |
0.7621 |
0.7583 |
0.7494 |
|
| R2 |
0.7552 |
0.7552 |
0.7488 |
|
| R1 |
0.7514 |
0.7514 |
0.7481 |
0.7499 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7476 |
| S1 |
0.7445 |
0.7445 |
0.7469 |
0.7430 |
| S2 |
0.7414 |
0.7414 |
0.7462 |
|
| S3 |
0.7345 |
0.7376 |
0.7456 |
|
| S4 |
0.7276 |
0.7307 |
0.7437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7522 |
0.7453 |
0.0069 |
0.9% |
0.0054 |
0.7% |
32% |
False |
True |
67,602 |
| 10 |
0.7535 |
0.7441 |
0.0094 |
1.3% |
0.0051 |
0.7% |
36% |
False |
False |
61,670 |
| 20 |
0.7598 |
0.7441 |
0.0157 |
2.1% |
0.0048 |
0.6% |
22% |
False |
False |
57,056 |
| 40 |
0.7791 |
0.7441 |
0.0350 |
4.7% |
0.0058 |
0.8% |
10% |
False |
False |
56,325 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0058 |
0.8% |
13% |
False |
False |
57,566 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0063 |
0.8% |
13% |
False |
False |
45,491 |
| 100 |
0.7791 |
0.7428 |
0.0363 |
4.9% |
0.0062 |
0.8% |
13% |
False |
False |
36,475 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
6% |
False |
False |
30,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7742 |
|
2.618 |
0.7652 |
|
1.618 |
0.7597 |
|
1.000 |
0.7563 |
|
0.618 |
0.7542 |
|
HIGH |
0.7508 |
|
0.618 |
0.7487 |
|
0.500 |
0.7481 |
|
0.382 |
0.7474 |
|
LOW |
0.7453 |
|
0.618 |
0.7419 |
|
1.000 |
0.7398 |
|
1.618 |
0.7364 |
|
2.618 |
0.7309 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7481 |
0.7488 |
| PP |
0.7479 |
0.7483 |
| S1 |
0.7477 |
0.7479 |
|