CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7491 |
0.0012 |
0.2% |
0.7483 |
| High |
0.7512 |
0.7511 |
-0.0001 |
0.0% |
0.7528 |
| Low |
0.7468 |
0.7462 |
-0.0006 |
-0.1% |
0.7450 |
| Close |
0.7487 |
0.7476 |
-0.0011 |
-0.1% |
0.7485 |
| Range |
0.0044 |
0.0049 |
0.0005 |
11.4% |
0.0078 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,138 |
2,038 |
900 |
79.1% |
6,352 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7602 |
0.7503 |
|
| R3 |
0.7581 |
0.7553 |
0.7489 |
|
| R2 |
0.7532 |
0.7532 |
0.7485 |
|
| R1 |
0.7504 |
0.7504 |
0.7480 |
0.7494 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7478 |
| S1 |
0.7455 |
0.7455 |
0.7472 |
0.7445 |
| S2 |
0.7434 |
0.7434 |
0.7467 |
|
| S3 |
0.7385 |
0.7406 |
0.7463 |
|
| S4 |
0.7336 |
0.7357 |
0.7449 |
|
|
| 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 |
0.7462 |
0.0066 |
0.9% |
0.0043 |
0.6% |
21% |
False |
True |
1,381 |
| 10 |
0.7546 |
0.7450 |
0.0096 |
1.3% |
0.0040 |
0.5% |
27% |
False |
False |
1,115 |
| 20 |
0.7665 |
0.7450 |
0.0215 |
2.9% |
0.0046 |
0.6% |
12% |
False |
False |
744 |
| 40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0055 |
0.7% |
8% |
False |
False |
462 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0055 |
0.7% |
13% |
False |
False |
364 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0059 |
0.8% |
13% |
False |
False |
292 |
| 100 |
0.7838 |
0.7428 |
0.0410 |
5.5% |
0.0054 |
0.7% |
12% |
False |
False |
236 |
| 120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0047 |
0.6% |
7% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7719 |
|
2.618 |
0.7639 |
|
1.618 |
0.7590 |
|
1.000 |
0.7560 |
|
0.618 |
0.7541 |
|
HIGH |
0.7511 |
|
0.618 |
0.7492 |
|
0.500 |
0.7487 |
|
0.382 |
0.7481 |
|
LOW |
0.7462 |
|
0.618 |
0.7432 |
|
1.000 |
0.7413 |
|
1.618 |
0.7383 |
|
2.618 |
0.7334 |
|
4.250 |
0.7254 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7487 |
0.7494 |
| PP |
0.7483 |
0.7488 |
| S1 |
0.7480 |
0.7482 |
|