CME Canadian Dollar Future March 2016
| 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 |
0.7490 |
0.7486 |
-0.0004 |
-0.1% |
0.7479 |
| High |
0.7522 |
0.7508 |
-0.0014 |
-0.2% |
0.7522 |
| Low |
0.7463 |
0.7453 |
-0.0010 |
-0.1% |
0.7453 |
| Close |
0.7496 |
0.7474 |
-0.0022 |
-0.3% |
0.7474 |
| Range |
0.0059 |
0.0055 |
-0.0004 |
-6.8% |
0.0069 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.6% |
0.0000 |
| Volume |
4,654 |
4,480 |
-174 |
-3.7% |
14,996 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7614 |
0.7504 |
|
| R3 |
0.7588 |
0.7559 |
0.7489 |
|
| R2 |
0.7533 |
0.7533 |
0.7484 |
|
| R1 |
0.7504 |
0.7504 |
0.7479 |
0.7491 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7472 |
| S1 |
0.7449 |
0.7449 |
0.7469 |
0.7436 |
| S2 |
0.7423 |
0.7423 |
0.7464 |
|
| S3 |
0.7368 |
0.7394 |
0.7459 |
|
| S4 |
0.7313 |
0.7339 |
0.7444 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7651 |
0.7512 |
|
| R3 |
0.7621 |
0.7582 |
0.7493 |
|
| R2 |
0.7552 |
0.7552 |
0.7487 |
|
| R1 |
0.7513 |
0.7513 |
0.7480 |
0.7498 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7476 |
| S1 |
0.7444 |
0.7444 |
0.7468 |
0.7429 |
| S2 |
0.7414 |
0.7414 |
0.7461 |
|
| S3 |
0.7345 |
0.7375 |
0.7455 |
|
| S4 |
0.7276 |
0.7306 |
0.7436 |
|
|
| 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% |
0.0052 |
0.7% |
30% |
False |
True |
2,999 |
| 10 |
0.7528 |
0.7450 |
0.0078 |
1.0% |
0.0047 |
0.6% |
31% |
False |
False |
2,175 |
| 20 |
0.7595 |
0.7450 |
0.0145 |
1.9% |
0.0045 |
0.6% |
17% |
False |
False |
1,315 |
| 40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0055 |
0.7% |
7% |
False |
False |
743 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0055 |
0.7% |
13% |
False |
False |
539 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
13% |
False |
False |
438 |
| 100 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0054 |
0.7% |
13% |
False |
False |
354 |
| 120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0049 |
0.6% |
6% |
False |
False |
297 |
|
|
|
| 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 |
0.7478 |
0.7483 |
| S1 |
0.7476 |
0.7479 |
|