CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7404 |
0.7363 |
-0.0041 |
-0.6% |
0.7481 |
| High |
0.7405 |
0.7398 |
-0.0007 |
-0.1% |
0.7522 |
| Low |
0.7341 |
0.7342 |
0.0001 |
0.0% |
0.7453 |
| Close |
0.7358 |
0.7355 |
-0.0003 |
0.0% |
0.7475 |
| Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0069 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
108,364 |
112,734 |
4,370 |
4.0% |
338,012 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7500 |
0.7386 |
|
| R3 |
0.7477 |
0.7444 |
0.7370 |
|
| R2 |
0.7421 |
0.7421 |
0.7365 |
|
| R1 |
0.7388 |
0.7388 |
0.7360 |
0.7377 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7359 |
| S1 |
0.7332 |
0.7332 |
0.7350 |
0.7321 |
| S2 |
0.7309 |
0.7309 |
0.7345 |
|
| S3 |
0.7253 |
0.7276 |
0.7340 |
|
| S4 |
0.7197 |
0.7220 |
0.7324 |
|
|
| 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 |
0.7341 |
0.0181 |
2.5% |
0.0064 |
0.9% |
8% |
False |
False |
93,083 |
| 10 |
0.7529 |
0.7341 |
0.0188 |
2.6% |
0.0056 |
0.8% |
7% |
False |
False |
72,272 |
| 20 |
0.7559 |
0.7341 |
0.0218 |
3.0% |
0.0051 |
0.7% |
6% |
False |
False |
64,368 |
| 40 |
0.7791 |
0.7341 |
0.0450 |
6.1% |
0.0058 |
0.8% |
3% |
False |
False |
59,900 |
| 60 |
0.7791 |
0.7341 |
0.0450 |
6.1% |
0.0060 |
0.8% |
3% |
False |
False |
59,822 |
| 80 |
0.7791 |
0.7341 |
0.0450 |
6.1% |
0.0063 |
0.9% |
3% |
False |
False |
49,270 |
| 100 |
0.7791 |
0.7341 |
0.0450 |
6.1% |
0.0063 |
0.9% |
3% |
False |
False |
39,495 |
| 120 |
0.8165 |
0.7341 |
0.0824 |
11.2% |
0.0062 |
0.8% |
2% |
False |
False |
32,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7636 |
|
2.618 |
0.7545 |
|
1.618 |
0.7489 |
|
1.000 |
0.7454 |
|
0.618 |
0.7433 |
|
HIGH |
0.7398 |
|
0.618 |
0.7377 |
|
0.500 |
0.7370 |
|
0.382 |
0.7363 |
|
LOW |
0.7342 |
|
0.618 |
0.7307 |
|
1.000 |
0.7286 |
|
1.618 |
0.7251 |
|
2.618 |
0.7195 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7410 |
| PP |
0.7365 |
0.7392 |
| S1 |
0.7360 |
0.7373 |
|