CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7384 |
0.7378 |
-0.0006 |
-0.1% |
0.7494 |
High |
0.7384 |
0.7396 |
0.0012 |
0.2% |
0.7512 |
Low |
0.7350 |
0.7355 |
0.0005 |
0.1% |
0.7470 |
Close |
0.7360 |
0.7357 |
-0.0003 |
0.0% |
0.7475 |
Range |
0.0034 |
0.0041 |
0.0007 |
20.6% |
0.0042 |
ATR |
0.0038 |
0.0038 |
0.0000 |
0.5% |
0.0000 |
Volume |
105 |
115 |
10 |
9.5% |
407 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7492 |
0.7466 |
0.7380 |
|
R3 |
0.7451 |
0.7425 |
0.7368 |
|
R2 |
0.7410 |
0.7410 |
0.7365 |
|
R1 |
0.7384 |
0.7384 |
0.7361 |
0.7377 |
PP |
0.7369 |
0.7369 |
0.7369 |
0.7366 |
S1 |
0.7343 |
0.7343 |
0.7353 |
0.7336 |
S2 |
0.7328 |
0.7328 |
0.7349 |
|
S3 |
0.7287 |
0.7302 |
0.7346 |
|
S4 |
0.7246 |
0.7261 |
0.7334 |
|
|
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% |
0.0034 |
0.5% |
5% |
False |
False |
89 |
10 |
0.7528 |
0.7350 |
0.0178 |
2.4% |
0.0027 |
0.4% |
4% |
False |
False |
75 |
20 |
0.7557 |
0.7350 |
0.0207 |
2.8% |
0.0026 |
0.4% |
3% |
False |
False |
47 |
40 |
0.7783 |
0.7350 |
0.0433 |
5.9% |
0.0038 |
0.5% |
2% |
False |
False |
47 |
60 |
0.7783 |
0.7350 |
0.0433 |
5.9% |
0.0039 |
0.5% |
2% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7570 |
2.618 |
0.7503 |
1.618 |
0.7462 |
1.000 |
0.7437 |
0.618 |
0.7421 |
HIGH |
0.7396 |
0.618 |
0.7380 |
0.500 |
0.7376 |
0.382 |
0.7371 |
LOW |
0.7355 |
0.618 |
0.7330 |
1.000 |
0.7314 |
1.618 |
0.7289 |
2.618 |
0.7248 |
4.250 |
0.7181 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7376 |
0.7410 |
PP |
0.7369 |
0.7392 |
S1 |
0.7363 |
0.7375 |
|