CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7281 |
-0.0003 |
0.0% |
0.7475 |
| High |
0.7314 |
0.7284 |
-0.0030 |
-0.4% |
0.7476 |
| Low |
0.7264 |
0.7217 |
-0.0047 |
-0.6% |
0.7269 |
| Close |
0.7284 |
0.7265 |
-0.0019 |
-0.3% |
0.7280 |
| Range |
0.0050 |
0.0067 |
0.0017 |
34.0% |
0.0207 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
48,042 |
67,863 |
19,821 |
41.3% |
275,710 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7456 |
0.7428 |
0.7302 |
|
| R3 |
0.7389 |
0.7361 |
0.7283 |
|
| R2 |
0.7322 |
0.7322 |
0.7277 |
|
| R1 |
0.7294 |
0.7294 |
0.7271 |
0.7275 |
| PP |
0.7255 |
0.7255 |
0.7255 |
0.7246 |
| S1 |
0.7227 |
0.7227 |
0.7259 |
0.7208 |
| S2 |
0.7188 |
0.7188 |
0.7253 |
|
| S3 |
0.7121 |
0.7160 |
0.7247 |
|
| S4 |
0.7054 |
0.7093 |
0.7228 |
|
|
| 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 |
0.7390 |
0.7217 |
0.0173 |
2.4% |
0.0060 |
0.8% |
28% |
False |
True |
67,931 |
| 10 |
0.7522 |
0.7217 |
0.0305 |
4.2% |
0.0062 |
0.8% |
16% |
False |
True |
47,755 |
| 20 |
0.7546 |
0.7217 |
0.0329 |
4.5% |
0.0052 |
0.7% |
15% |
False |
True |
24,547 |
| 40 |
0.7703 |
0.7217 |
0.0486 |
6.7% |
0.0055 |
0.8% |
10% |
False |
True |
12,418 |
| 60 |
0.7786 |
0.7217 |
0.0569 |
7.8% |
0.0056 |
0.8% |
8% |
False |
True |
8,332 |
| 80 |
0.7786 |
0.7217 |
0.0569 |
7.8% |
0.0058 |
0.8% |
8% |
False |
True |
6,286 |
| 100 |
0.7786 |
0.7217 |
0.0569 |
7.8% |
0.0057 |
0.8% |
8% |
False |
True |
5,037 |
| 120 |
0.8061 |
0.7217 |
0.0844 |
11.6% |
0.0052 |
0.7% |
6% |
False |
True |
4,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7569 |
|
2.618 |
0.7459 |
|
1.618 |
0.7392 |
|
1.000 |
0.7351 |
|
0.618 |
0.7325 |
|
HIGH |
0.7284 |
|
0.618 |
0.7258 |
|
0.500 |
0.7251 |
|
0.382 |
0.7243 |
|
LOW |
0.7217 |
|
0.618 |
0.7176 |
|
1.000 |
0.7150 |
|
1.618 |
0.7109 |
|
2.618 |
0.7042 |
|
4.250 |
0.6932 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7266 |
| PP |
0.7255 |
0.7265 |
| S1 |
0.7251 |
0.7265 |
|