CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7195 |
0.7229 |
0.0034 |
0.5% |
0.7177 |
High |
0.7240 |
0.7232 |
-0.0008 |
-0.1% |
0.7238 |
Low |
0.7174 |
0.7182 |
0.0008 |
0.1% |
0.7146 |
Close |
0.7238 |
0.7198 |
-0.0040 |
-0.6% |
0.7221 |
Range |
0.0066 |
0.0050 |
-0.0016 |
-24.2% |
0.0092 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
Volume |
36,288 |
36,719 |
431 |
1.2% |
136,885 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7354 |
0.7326 |
0.7226 |
|
R3 |
0.7304 |
0.7276 |
0.7212 |
|
R2 |
0.7254 |
0.7254 |
0.7207 |
|
R1 |
0.7226 |
0.7226 |
0.7203 |
0.7215 |
PP |
0.7204 |
0.7204 |
0.7204 |
0.7199 |
S1 |
0.7176 |
0.7176 |
0.7193 |
0.7165 |
S2 |
0.7154 |
0.7154 |
0.7189 |
|
S3 |
0.7104 |
0.7126 |
0.7184 |
|
S4 |
0.7054 |
0.7076 |
0.7171 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7478 |
0.7441 |
0.7272 |
|
R3 |
0.7386 |
0.7349 |
0.7246 |
|
R2 |
0.7294 |
0.7294 |
0.7238 |
|
R1 |
0.7257 |
0.7257 |
0.7229 |
0.7276 |
PP |
0.7202 |
0.7202 |
0.7202 |
0.7211 |
S1 |
0.7165 |
0.7165 |
0.7213 |
0.7184 |
S2 |
0.7110 |
0.7110 |
0.7204 |
|
S3 |
0.7018 |
0.7073 |
0.7196 |
|
S4 |
0.6926 |
0.6981 |
0.7170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7240 |
0.7174 |
0.0066 |
0.9% |
0.0049 |
0.7% |
36% |
False |
False |
32,285 |
10 |
0.7284 |
0.7143 |
0.0141 |
2.0% |
0.0056 |
0.8% |
39% |
False |
False |
44,246 |
20 |
0.7522 |
0.7143 |
0.0379 |
5.3% |
0.0058 |
0.8% |
15% |
False |
False |
42,742 |
40 |
0.7665 |
0.7143 |
0.0522 |
7.3% |
0.0052 |
0.7% |
11% |
False |
False |
21,743 |
60 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
9% |
False |
False |
14,555 |
80 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
9% |
False |
False |
10,958 |
100 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0059 |
0.8% |
9% |
False |
False |
8,782 |
120 |
0.7838 |
0.7143 |
0.0695 |
9.7% |
0.0055 |
0.8% |
8% |
False |
False |
7,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7445 |
2.618 |
0.7363 |
1.618 |
0.7313 |
1.000 |
0.7282 |
0.618 |
0.7263 |
HIGH |
0.7232 |
0.618 |
0.7213 |
0.500 |
0.7207 |
0.382 |
0.7201 |
LOW |
0.7182 |
0.618 |
0.7151 |
1.000 |
0.7132 |
1.618 |
0.7101 |
2.618 |
0.7051 |
4.250 |
0.6970 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7207 |
0.7207 |
PP |
0.7204 |
0.7204 |
S1 |
0.7201 |
0.7201 |
|