CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7177 |
0.7161 |
-0.0016 |
-0.2% |
0.7281 |
High |
0.7188 |
0.7187 |
-0.0001 |
0.0% |
0.7314 |
Low |
0.7146 |
0.7161 |
0.0015 |
0.2% |
0.7143 |
Close |
0.7165 |
0.7175 |
0.0010 |
0.1% |
0.7181 |
Range |
0.0042 |
0.0026 |
-0.0016 |
-38.1% |
0.0171 |
ATR |
0.0060 |
0.0058 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
40,195 |
31,935 |
-8,260 |
-20.5% |
333,759 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7252 |
0.7240 |
0.7189 |
|
R3 |
0.7226 |
0.7214 |
0.7182 |
|
R2 |
0.7200 |
0.7200 |
0.7180 |
|
R1 |
0.7188 |
0.7188 |
0.7177 |
0.7194 |
PP |
0.7174 |
0.7174 |
0.7174 |
0.7178 |
S1 |
0.7162 |
0.7162 |
0.7173 |
0.7168 |
S2 |
0.7148 |
0.7148 |
0.7170 |
|
S3 |
0.7122 |
0.7136 |
0.7168 |
|
S4 |
0.7096 |
0.7110 |
0.7161 |
|
|
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 |
0.7284 |
0.7143 |
0.0141 |
2.0% |
0.0064 |
0.9% |
23% |
False |
False |
56,207 |
10 |
0.7398 |
0.7143 |
0.0255 |
3.6% |
0.0061 |
0.8% |
13% |
False |
False |
61,044 |
20 |
0.7528 |
0.7143 |
0.0385 |
5.4% |
0.0057 |
0.8% |
8% |
False |
False |
35,016 |
40 |
0.7665 |
0.7143 |
0.0522 |
7.3% |
0.0054 |
0.8% |
6% |
False |
False |
17,730 |
60 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0057 |
0.8% |
5% |
False |
False |
11,875 |
80 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0057 |
0.8% |
5% |
False |
False |
8,948 |
100 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0058 |
0.8% |
5% |
False |
False |
7,168 |
120 |
0.7899 |
0.7143 |
0.0756 |
10.5% |
0.0054 |
0.7% |
4% |
False |
False |
5,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7298 |
2.618 |
0.7255 |
1.618 |
0.7229 |
1.000 |
0.7213 |
0.618 |
0.7203 |
HIGH |
0.7187 |
0.618 |
0.7177 |
0.500 |
0.7174 |
0.382 |
0.7171 |
LOW |
0.7161 |
0.618 |
0.7145 |
1.000 |
0.7135 |
1.618 |
0.7119 |
2.618 |
0.7093 |
4.250 |
0.7051 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7175 |
0.7181 |
PP |
0.7174 |
0.7179 |
S1 |
0.7174 |
0.7177 |
|