CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7333 |
-0.0035 |
-0.5% |
0.7475 |
| High |
0.7390 |
0.7336 |
-0.0054 |
-0.7% |
0.7476 |
| Low |
0.7330 |
0.7269 |
-0.0061 |
-0.8% |
0.7269 |
| Close |
0.7344 |
0.7280 |
-0.0064 |
-0.9% |
0.7280 |
| Range |
0.0060 |
0.0067 |
0.0007 |
11.7% |
0.0207 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.7% |
0.0000 |
| Volume |
61,854 |
85,089 |
23,235 |
37.6% |
275,710 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7455 |
0.7317 |
|
| R3 |
0.7429 |
0.7388 |
0.7298 |
|
| R2 |
0.7362 |
0.7362 |
0.7292 |
|
| R1 |
0.7321 |
0.7321 |
0.7286 |
0.7308 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7289 |
| S1 |
0.7254 |
0.7254 |
0.7274 |
0.7241 |
| S2 |
0.7228 |
0.7228 |
0.7268 |
|
| S3 |
0.7161 |
0.7187 |
0.7262 |
|
| S4 |
0.7094 |
0.7120 |
0.7243 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7963 |
0.7828 |
0.7394 |
|
| R3 |
0.7756 |
0.7621 |
0.7337 |
|
| R2 |
0.7549 |
0.7549 |
0.7318 |
|
| R1 |
0.7414 |
0.7414 |
0.7299 |
0.7378 |
| PP |
0.7342 |
0.7342 |
0.7342 |
0.7324 |
| S1 |
0.7207 |
0.7207 |
0.7261 |
0.7171 |
| S2 |
0.7135 |
0.7135 |
0.7242 |
|
| S3 |
0.6928 |
0.7000 |
0.7223 |
|
| S4 |
0.6721 |
0.6793 |
0.7166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7476 |
0.7269 |
0.0207 |
2.8% |
0.0066 |
0.9% |
5% |
False |
True |
55,142 |
| 10 |
0.7522 |
0.7269 |
0.0253 |
3.5% |
0.0059 |
0.8% |
4% |
False |
True |
29,070 |
| 20 |
0.7546 |
0.7269 |
0.0277 |
3.8% |
0.0049 |
0.7% |
4% |
False |
True |
15,036 |
| 40 |
0.7771 |
0.7269 |
0.0502 |
6.9% |
0.0055 |
0.8% |
2% |
False |
True |
7,616 |
| 60 |
0.7786 |
0.7269 |
0.0517 |
7.1% |
0.0057 |
0.8% |
2% |
False |
True |
5,125 |
| 80 |
0.7786 |
0.7269 |
0.0517 |
7.1% |
0.0058 |
0.8% |
2% |
False |
True |
3,880 |
| 100 |
0.7786 |
0.7269 |
0.0517 |
7.1% |
0.0056 |
0.8% |
2% |
False |
True |
3,110 |
| 120 |
0.8094 |
0.7269 |
0.0825 |
11.3% |
0.0051 |
0.7% |
1% |
False |
True |
2,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7621 |
|
2.618 |
0.7511 |
|
1.618 |
0.7444 |
|
1.000 |
0.7403 |
|
0.618 |
0.7377 |
|
HIGH |
0.7336 |
|
0.618 |
0.7310 |
|
0.500 |
0.7303 |
|
0.382 |
0.7295 |
|
LOW |
0.7269 |
|
0.618 |
0.7228 |
|
1.000 |
0.7202 |
|
1.618 |
0.7161 |
|
2.618 |
0.7094 |
|
4.250 |
0.6984 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7303 |
0.7334 |
| PP |
0.7295 |
0.7316 |
| S1 |
0.7288 |
0.7298 |
|