CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7470 |
0.7384 |
-0.0086 |
-1.2% |
0.7494 |
High |
0.7470 |
0.7384 |
-0.0086 |
-1.2% |
0.7512 |
Low |
0.7398 |
0.7350 |
-0.0048 |
-0.6% |
0.7470 |
Close |
0.7400 |
0.7360 |
-0.0040 |
-0.5% |
0.7475 |
Range |
0.0072 |
0.0034 |
-0.0038 |
-52.8% |
0.0042 |
ATR |
0.0037 |
0.0038 |
0.0001 |
2.5% |
0.0000 |
Volume |
75 |
105 |
30 |
40.0% |
407 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7467 |
0.7447 |
0.7379 |
|
R3 |
0.7433 |
0.7413 |
0.7369 |
|
R2 |
0.7399 |
0.7399 |
0.7366 |
|
R1 |
0.7379 |
0.7379 |
0.7363 |
0.7372 |
PP |
0.7365 |
0.7365 |
0.7365 |
0.7361 |
S1 |
0.7345 |
0.7345 |
0.7357 |
0.7338 |
S2 |
0.7331 |
0.7331 |
0.7354 |
|
S3 |
0.7297 |
0.7311 |
0.7351 |
|
S4 |
0.7263 |
0.7277 |
0.7341 |
|
|
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 |
0.7496 |
0.7350 |
0.0146 |
2.0% |
0.0029 |
0.4% |
7% |
False |
True |
68 |
10 |
0.7528 |
0.7350 |
0.0178 |
2.4% |
0.0025 |
0.3% |
6% |
False |
True |
65 |
20 |
0.7557 |
0.7350 |
0.0207 |
2.8% |
0.0026 |
0.3% |
5% |
False |
True |
46 |
40 |
0.7783 |
0.7350 |
0.0433 |
5.9% |
0.0039 |
0.5% |
2% |
False |
True |
45 |
60 |
0.7783 |
0.7350 |
0.0433 |
5.9% |
0.0038 |
0.5% |
2% |
False |
True |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7529 |
2.618 |
0.7473 |
1.618 |
0.7439 |
1.000 |
0.7418 |
0.618 |
0.7405 |
HIGH |
0.7384 |
0.618 |
0.7371 |
0.500 |
0.7367 |
0.382 |
0.7363 |
LOW |
0.7350 |
0.618 |
0.7329 |
1.000 |
0.7316 |
1.618 |
0.7295 |
2.618 |
0.7261 |
4.250 |
0.7206 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7367 |
0.7421 |
PP |
0.7365 |
0.7401 |
S1 |
0.7362 |
0.7380 |
|