CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7495 |
0.7492 |
-0.0003 |
0.0% |
0.7494 |
High |
0.7496 |
0.7492 |
-0.0004 |
-0.1% |
0.7512 |
Low |
0.7495 |
0.7470 |
-0.0025 |
-0.3% |
0.7470 |
Close |
0.7496 |
0.7475 |
-0.0021 |
-0.3% |
0.7475 |
Range |
0.0001 |
0.0022 |
0.0021 |
2,100.0% |
0.0042 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
43 |
110 |
67 |
155.8% |
407 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7545 |
0.7532 |
0.7487 |
|
R3 |
0.7523 |
0.7510 |
0.7481 |
|
R2 |
0.7501 |
0.7501 |
0.7479 |
|
R1 |
0.7488 |
0.7488 |
0.7477 |
0.7484 |
PP |
0.7479 |
0.7479 |
0.7479 |
0.7477 |
S1 |
0.7466 |
0.7466 |
0.7473 |
0.7462 |
S2 |
0.7457 |
0.7457 |
0.7471 |
|
S3 |
0.7435 |
0.7444 |
0.7469 |
|
S4 |
0.7413 |
0.7422 |
0.7463 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7612 |
0.7585 |
0.7498 |
|
R3 |
0.7570 |
0.7543 |
0.7487 |
|
R2 |
0.7528 |
0.7528 |
0.7483 |
|
R1 |
0.7501 |
0.7501 |
0.7479 |
0.7494 |
PP |
0.7486 |
0.7486 |
0.7486 |
0.7482 |
S1 |
0.7459 |
0.7459 |
0.7471 |
0.7452 |
S2 |
0.7444 |
0.7444 |
0.7467 |
|
S3 |
0.7402 |
0.7417 |
0.7463 |
|
S4 |
0.7360 |
0.7375 |
0.7452 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7512 |
0.7470 |
0.0042 |
0.6% |
0.0015 |
0.2% |
12% |
False |
True |
81 |
10 |
0.7528 |
0.7460 |
0.0068 |
0.9% |
0.0018 |
0.2% |
22% |
False |
False |
48 |
20 |
0.7594 |
0.7460 |
0.0134 |
1.8% |
0.0026 |
0.3% |
11% |
False |
False |
41 |
40 |
0.7783 |
0.7460 |
0.0323 |
4.3% |
0.0038 |
0.5% |
5% |
False |
False |
41 |
60 |
0.7783 |
0.7435 |
0.0348 |
4.7% |
0.0037 |
0.5% |
11% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7586 |
2.618 |
0.7550 |
1.618 |
0.7528 |
1.000 |
0.7514 |
0.618 |
0.7506 |
HIGH |
0.7492 |
0.618 |
0.7484 |
0.500 |
0.7481 |
0.382 |
0.7478 |
LOW |
0.7470 |
0.618 |
0.7456 |
1.000 |
0.7448 |
1.618 |
0.7434 |
2.618 |
0.7412 |
4.250 |
0.7377 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7481 |
0.7483 |
PP |
0.7479 |
0.7480 |
S1 |
0.7477 |
0.7478 |
|