CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7179 |
0.7177 |
-0.0002 |
0.0% |
0.7281 |
| High |
0.7219 |
0.7188 |
-0.0031 |
-0.4% |
0.7314 |
| Low |
0.7143 |
0.7146 |
0.0003 |
0.0% |
0.7143 |
| Close |
0.7181 |
0.7165 |
-0.0016 |
-0.2% |
0.7181 |
| Range |
0.0076 |
0.0042 |
-0.0034 |
-44.7% |
0.0171 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
70,300 |
40,195 |
-30,105 |
-42.8% |
333,759 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7292 |
0.7271 |
0.7188 |
|
| R3 |
0.7250 |
0.7229 |
0.7177 |
|
| R2 |
0.7208 |
0.7208 |
0.7173 |
|
| R1 |
0.7187 |
0.7187 |
0.7169 |
0.7177 |
| PP |
0.7166 |
0.7166 |
0.7166 |
0.7161 |
| S1 |
0.7145 |
0.7145 |
0.7161 |
0.7135 |
| S2 |
0.7124 |
0.7124 |
0.7157 |
|
| S3 |
0.7082 |
0.7103 |
0.7153 |
|
| S4 |
0.7040 |
0.7061 |
0.7142 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7624 |
0.7275 |
|
| R3 |
0.7555 |
0.7453 |
0.7228 |
|
| R2 |
0.7384 |
0.7384 |
0.7212 |
|
| R1 |
0.7282 |
0.7282 |
0.7197 |
0.7248 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7195 |
| S1 |
0.7111 |
0.7111 |
0.7165 |
0.7077 |
| S2 |
0.7042 |
0.7042 |
0.7150 |
|
| S3 |
0.6871 |
0.6940 |
0.7134 |
|
| S4 |
0.6700 |
0.6769 |
0.7087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7314 |
0.7143 |
0.0171 |
2.4% |
0.0069 |
1.0% |
13% |
False |
False |
59,429 |
| 10 |
0.7404 |
0.7143 |
0.0261 |
3.6% |
0.0065 |
0.9% |
8% |
False |
False |
62,139 |
| 20 |
0.7528 |
0.7143 |
0.0385 |
5.4% |
0.0058 |
0.8% |
6% |
False |
False |
33,550 |
| 40 |
0.7665 |
0.7143 |
0.0522 |
7.3% |
0.0054 |
0.8% |
4% |
False |
False |
16,935 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0057 |
0.8% |
3% |
False |
False |
11,344 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0058 |
0.8% |
3% |
False |
False |
8,550 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0059 |
0.8% |
3% |
False |
False |
6,849 |
| 120 |
0.7952 |
0.7143 |
0.0809 |
11.3% |
0.0054 |
0.8% |
3% |
False |
False |
5,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7367 |
|
2.618 |
0.7298 |
|
1.618 |
0.7256 |
|
1.000 |
0.7230 |
|
0.618 |
0.7214 |
|
HIGH |
0.7188 |
|
0.618 |
0.7172 |
|
0.500 |
0.7167 |
|
0.382 |
0.7162 |
|
LOW |
0.7146 |
|
0.618 |
0.7120 |
|
1.000 |
0.7104 |
|
1.618 |
0.7078 |
|
2.618 |
0.7036 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7167 |
0.7201 |
| PP |
0.7166 |
0.7189 |
| S1 |
0.7166 |
0.7177 |
|