CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7484 |
-0.0007 |
-0.1% |
0.7483 |
High |
0.7511 |
0.7513 |
0.0002 |
0.0% |
0.7528 |
Low |
0.7462 |
0.7458 |
-0.0004 |
-0.1% |
0.7450 |
Close |
0.7476 |
0.7482 |
0.0006 |
0.1% |
0.7485 |
Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0078 |
ATR |
0.0049 |
0.0050 |
0.0000 |
0.8% |
0.0000 |
Volume |
2,038 |
2,686 |
648 |
31.8% |
6,352 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7649 |
0.7621 |
0.7512 |
|
R3 |
0.7594 |
0.7566 |
0.7497 |
|
R2 |
0.7539 |
0.7539 |
0.7492 |
|
R1 |
0.7511 |
0.7511 |
0.7487 |
0.7498 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7478 |
S1 |
0.7456 |
0.7456 |
0.7477 |
0.7443 |
S2 |
0.7429 |
0.7429 |
0.7472 |
|
S3 |
0.7374 |
0.7401 |
0.7467 |
|
S4 |
0.7319 |
0.7346 |
0.7452 |
|
|
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 |
0.7458 |
0.0070 |
0.9% |
0.0046 |
0.6% |
34% |
False |
True |
1,363 |
10 |
0.7546 |
0.7450 |
0.0096 |
1.3% |
0.0043 |
0.6% |
33% |
False |
False |
1,339 |
20 |
0.7658 |
0.7450 |
0.0208 |
2.8% |
0.0045 |
0.6% |
15% |
False |
False |
870 |
40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0055 |
0.7% |
10% |
False |
False |
523 |
60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0055 |
0.7% |
15% |
False |
False |
393 |
80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
15% |
False |
False |
325 |
100 |
0.7836 |
0.7428 |
0.0408 |
5.5% |
0.0054 |
0.7% |
13% |
False |
False |
263 |
120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0048 |
0.6% |
7% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7747 |
2.618 |
0.7657 |
1.618 |
0.7602 |
1.000 |
0.7568 |
0.618 |
0.7547 |
HIGH |
0.7513 |
0.618 |
0.7492 |
0.500 |
0.7486 |
0.382 |
0.7479 |
LOW |
0.7458 |
0.618 |
0.7424 |
1.000 |
0.7403 |
1.618 |
0.7369 |
2.618 |
0.7314 |
4.250 |
0.7224 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7486 |
0.7486 |
PP |
0.7484 |
0.7484 |
S1 |
0.7483 |
0.7483 |
|