CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7486 |
0.7475 |
-0.0011 |
-0.1% |
0.7479 |
High |
0.7508 |
0.7476 |
-0.0032 |
-0.4% |
0.7522 |
Low |
0.7453 |
0.7392 |
-0.0061 |
-0.8% |
0.7453 |
Close |
0.7474 |
0.7398 |
-0.0076 |
-1.0% |
0.7474 |
Range |
0.0055 |
0.0084 |
0.0029 |
52.7% |
0.0069 |
ATR |
0.0051 |
0.0053 |
0.0002 |
4.7% |
0.0000 |
Volume |
4,480 |
28,273 |
23,793 |
531.1% |
14,996 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7674 |
0.7620 |
0.7444 |
|
R3 |
0.7590 |
0.7536 |
0.7421 |
|
R2 |
0.7506 |
0.7506 |
0.7413 |
|
R1 |
0.7452 |
0.7452 |
0.7406 |
0.7437 |
PP |
0.7422 |
0.7422 |
0.7422 |
0.7415 |
S1 |
0.7368 |
0.7368 |
0.7390 |
0.7353 |
S2 |
0.7338 |
0.7338 |
0.7383 |
|
S3 |
0.7254 |
0.7284 |
0.7375 |
|
S4 |
0.7170 |
0.7200 |
0.7352 |
|
|
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 |
0.7392 |
0.0130 |
1.8% |
0.0060 |
0.8% |
5% |
False |
True |
8,426 |
10 |
0.7528 |
0.7392 |
0.0136 |
1.8% |
0.0051 |
0.7% |
4% |
False |
True |
4,962 |
20 |
0.7558 |
0.7392 |
0.0166 |
2.2% |
0.0045 |
0.6% |
4% |
False |
True |
2,701 |
40 |
0.7786 |
0.7392 |
0.0394 |
5.3% |
0.0056 |
0.8% |
2% |
False |
True |
1,447 |
60 |
0.7786 |
0.7392 |
0.0394 |
5.3% |
0.0055 |
0.7% |
2% |
False |
True |
1,007 |
80 |
0.7786 |
0.7392 |
0.0394 |
5.3% |
0.0058 |
0.8% |
2% |
False |
True |
792 |
100 |
0.7786 |
0.7392 |
0.0394 |
5.3% |
0.0055 |
0.7% |
2% |
False |
True |
637 |
120 |
0.8149 |
0.7392 |
0.0757 |
10.2% |
0.0049 |
0.7% |
1% |
False |
True |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7833 |
2.618 |
0.7696 |
1.618 |
0.7612 |
1.000 |
0.7560 |
0.618 |
0.7528 |
HIGH |
0.7476 |
0.618 |
0.7444 |
0.500 |
0.7434 |
0.382 |
0.7424 |
LOW |
0.7392 |
0.618 |
0.7340 |
1.000 |
0.7308 |
1.618 |
0.7256 |
2.618 |
0.7172 |
4.250 |
0.7035 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7434 |
0.7457 |
PP |
0.7422 |
0.7437 |
S1 |
0.7410 |
0.7418 |
|