CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7475 |
0.7402 |
-0.0073 |
-1.0% |
0.7479 |
| High |
0.7476 |
0.7404 |
-0.0072 |
-1.0% |
0.7522 |
| Low |
0.7392 |
0.7341 |
-0.0051 |
-0.7% |
0.7453 |
| Close |
0.7398 |
0.7358 |
-0.0040 |
-0.5% |
0.7474 |
| Range |
0.0084 |
0.0063 |
-0.0021 |
-25.0% |
0.0069 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
28,273 |
42,886 |
14,613 |
51.7% |
14,996 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7520 |
0.7393 |
|
| R3 |
0.7494 |
0.7457 |
0.7375 |
|
| R2 |
0.7431 |
0.7431 |
0.7370 |
|
| R1 |
0.7394 |
0.7394 |
0.7364 |
0.7381 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7361 |
| S1 |
0.7331 |
0.7331 |
0.7352 |
0.7318 |
| S2 |
0.7305 |
0.7305 |
0.7346 |
|
| S3 |
0.7242 |
0.7268 |
0.7341 |
|
| S4 |
0.7179 |
0.7205 |
0.7323 |
|
|
| 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 |
0.7341 |
0.0181 |
2.5% |
0.0063 |
0.9% |
9% |
False |
True |
16,595 |
| 10 |
0.7528 |
0.7341 |
0.0187 |
2.5% |
0.0053 |
0.7% |
9% |
False |
True |
8,988 |
| 20 |
0.7558 |
0.7341 |
0.0217 |
2.9% |
0.0046 |
0.6% |
8% |
False |
True |
4,837 |
| 40 |
0.7786 |
0.7341 |
0.0445 |
6.0% |
0.0056 |
0.8% |
4% |
False |
True |
2,519 |
| 60 |
0.7786 |
0.7341 |
0.0445 |
6.0% |
0.0056 |
0.8% |
4% |
False |
True |
1,720 |
| 80 |
0.7786 |
0.7341 |
0.0445 |
6.0% |
0.0058 |
0.8% |
4% |
False |
True |
1,328 |
| 100 |
0.7786 |
0.7341 |
0.0445 |
6.0% |
0.0055 |
0.8% |
4% |
False |
True |
1,065 |
| 120 |
0.8130 |
0.7341 |
0.0789 |
10.7% |
0.0050 |
0.7% |
2% |
False |
True |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7569 |
|
1.618 |
0.7506 |
|
1.000 |
0.7467 |
|
0.618 |
0.7443 |
|
HIGH |
0.7404 |
|
0.618 |
0.7380 |
|
0.500 |
0.7373 |
|
0.382 |
0.7365 |
|
LOW |
0.7341 |
|
0.618 |
0.7302 |
|
1.000 |
0.7278 |
|
1.618 |
0.7239 |
|
2.618 |
0.7176 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7425 |
| PP |
0.7368 |
0.7402 |
| S1 |
0.7363 |
0.7380 |
|