CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 11-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7368 |
0.7335 |
-0.0033 |
-0.4% |
0.7477 |
High |
0.7389 |
0.7336 |
-0.0053 |
-0.7% |
0.7479 |
Low |
0.7330 |
0.7268 |
-0.0062 |
-0.8% |
0.7268 |
Close |
0.7344 |
0.7280 |
-0.0064 |
-0.9% |
0.7280 |
Range |
0.0059 |
0.0068 |
0.0009 |
15.3% |
0.0211 |
ATR |
0.0056 |
0.0058 |
0.0001 |
2.5% |
0.0000 |
Volume |
91,801 |
34,404 |
-57,397 |
-62.5% |
430,155 |
|
Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7499 |
0.7457 |
0.7317 |
|
R3 |
0.7431 |
0.7389 |
0.7299 |
|
R2 |
0.7363 |
0.7363 |
0.7292 |
|
R1 |
0.7321 |
0.7321 |
0.7286 |
0.7308 |
PP |
0.7295 |
0.7295 |
0.7295 |
0.7288 |
S1 |
0.7253 |
0.7253 |
0.7274 |
0.7240 |
S2 |
0.7227 |
0.7227 |
0.7268 |
|
S3 |
0.7159 |
0.7185 |
0.7261 |
|
S4 |
0.7091 |
0.7117 |
0.7243 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7975 |
0.7839 |
0.7396 |
|
R3 |
0.7764 |
0.7628 |
0.7338 |
|
R2 |
0.7553 |
0.7553 |
0.7319 |
|
R1 |
0.7417 |
0.7417 |
0.7299 |
0.7380 |
PP |
0.7342 |
0.7342 |
0.7342 |
0.7324 |
S1 |
0.7206 |
0.7206 |
0.7261 |
0.7169 |
S2 |
0.7131 |
0.7131 |
0.7241 |
|
S3 |
0.6920 |
0.6995 |
0.7222 |
|
S4 |
0.6709 |
0.6784 |
0.7164 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7479 |
0.7268 |
0.0211 |
2.9% |
0.0067 |
0.9% |
6% |
False |
True |
86,031 |
10 |
0.7522 |
0.7268 |
0.0254 |
3.5% |
0.0060 |
0.8% |
5% |
False |
True |
76,816 |
20 |
0.7547 |
0.7268 |
0.0279 |
3.8% |
0.0052 |
0.7% |
4% |
False |
True |
65,734 |
40 |
0.7779 |
0.7268 |
0.0511 |
7.0% |
0.0058 |
0.8% |
2% |
False |
True |
60,112 |
60 |
0.7791 |
0.7268 |
0.0523 |
7.2% |
0.0060 |
0.8% |
2% |
False |
True |
59,579 |
80 |
0.7791 |
0.7268 |
0.0523 |
7.2% |
0.0063 |
0.9% |
2% |
False |
True |
50,836 |
100 |
0.7791 |
0.7268 |
0.0523 |
7.2% |
0.0063 |
0.9% |
2% |
False |
True |
40,750 |
120 |
0.8125 |
0.7268 |
0.0857 |
11.8% |
0.0063 |
0.9% |
1% |
False |
True |
34,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7514 |
1.618 |
0.7446 |
1.000 |
0.7404 |
0.618 |
0.7378 |
HIGH |
0.7336 |
0.618 |
0.7310 |
0.500 |
0.7302 |
0.382 |
0.7294 |
LOW |
0.7268 |
0.618 |
0.7226 |
1.000 |
0.7200 |
1.618 |
0.7158 |
2.618 |
0.7090 |
4.250 |
0.6979 |
|
|
Fisher Pivots for day following 11-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7302 |
0.7333 |
PP |
0.7295 |
0.7315 |
S1 |
0.7287 |
0.7298 |
|