CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7360 |
-0.0042 |
-0.6% |
0.7479 |
| High |
0.7404 |
0.7398 |
-0.0006 |
-0.1% |
0.7522 |
| Low |
0.7341 |
0.7342 |
0.0001 |
0.0% |
0.7453 |
| Close |
0.7358 |
0.7355 |
-0.0003 |
0.0% |
0.7474 |
| Range |
0.0063 |
0.0056 |
-0.0007 |
-11.1% |
0.0069 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
42,886 |
57,608 |
14,722 |
34.3% |
14,996 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7533 |
0.7500 |
0.7386 |
|
| R3 |
0.7477 |
0.7444 |
0.7370 |
|
| R2 |
0.7421 |
0.7421 |
0.7365 |
|
| R1 |
0.7388 |
0.7388 |
0.7360 |
0.7377 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7359 |
| S1 |
0.7332 |
0.7332 |
0.7350 |
0.7321 |
| S2 |
0.7309 |
0.7309 |
0.7345 |
|
| S3 |
0.7253 |
0.7276 |
0.7340 |
|
| S4 |
0.7197 |
0.7220 |
0.7324 |
|
|
| 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% |
8% |
False |
False |
27,580 |
| 10 |
0.7528 |
0.7341 |
0.0187 |
2.5% |
0.0055 |
0.7% |
7% |
False |
False |
14,471 |
| 20 |
0.7558 |
0.7341 |
0.0217 |
3.0% |
0.0048 |
0.6% |
6% |
False |
False |
7,706 |
| 40 |
0.7786 |
0.7341 |
0.0445 |
6.1% |
0.0055 |
0.7% |
3% |
False |
False |
3,956 |
| 60 |
0.7786 |
0.7341 |
0.0445 |
6.1% |
0.0057 |
0.8% |
3% |
False |
False |
2,680 |
| 80 |
0.7786 |
0.7341 |
0.0445 |
6.1% |
0.0058 |
0.8% |
3% |
False |
False |
2,048 |
| 100 |
0.7786 |
0.7341 |
0.0445 |
6.1% |
0.0056 |
0.8% |
3% |
False |
False |
1,642 |
| 120 |
0.8094 |
0.7341 |
0.0753 |
10.2% |
0.0050 |
0.7% |
2% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7636 |
|
2.618 |
0.7545 |
|
1.618 |
0.7489 |
|
1.000 |
0.7454 |
|
0.618 |
0.7433 |
|
HIGH |
0.7398 |
|
0.618 |
0.7377 |
|
0.500 |
0.7370 |
|
0.382 |
0.7363 |
|
LOW |
0.7342 |
|
0.618 |
0.7307 |
|
1.000 |
0.7286 |
|
1.618 |
0.7251 |
|
2.618 |
0.7195 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7409 |
| PP |
0.7365 |
0.7391 |
| S1 |
0.7360 |
0.7373 |
|