CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7378 |
0.7377 |
-0.0001 |
0.0% |
0.7494 |
High |
0.7396 |
0.7377 |
-0.0019 |
-0.3% |
0.7512 |
Low |
0.7355 |
0.7344 |
-0.0011 |
-0.1% |
0.7470 |
Close |
0.7357 |
0.7346 |
-0.0011 |
-0.1% |
0.7475 |
Range |
0.0041 |
0.0033 |
-0.0008 |
-19.5% |
0.0042 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-1.0% |
0.0000 |
Volume |
115 |
91 |
-24 |
-20.9% |
407 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7455 |
0.7433 |
0.7364 |
|
R3 |
0.7422 |
0.7400 |
0.7355 |
|
R2 |
0.7389 |
0.7389 |
0.7352 |
|
R1 |
0.7367 |
0.7367 |
0.7349 |
0.7362 |
PP |
0.7356 |
0.7356 |
0.7356 |
0.7353 |
S1 |
0.7334 |
0.7334 |
0.7343 |
0.7329 |
S2 |
0.7323 |
0.7323 |
0.7340 |
|
S3 |
0.7290 |
0.7301 |
0.7337 |
|
S4 |
0.7257 |
0.7268 |
0.7328 |
|
|
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 |
0.7492 |
0.7344 |
0.0148 |
2.0% |
0.0040 |
0.5% |
1% |
False |
True |
99 |
10 |
0.7528 |
0.7344 |
0.0184 |
2.5% |
0.0030 |
0.4% |
1% |
False |
True |
80 |
20 |
0.7557 |
0.7344 |
0.0213 |
2.9% |
0.0027 |
0.4% |
1% |
False |
True |
52 |
40 |
0.7783 |
0.7344 |
0.0439 |
6.0% |
0.0037 |
0.5% |
0% |
False |
True |
48 |
60 |
0.7783 |
0.7344 |
0.0439 |
6.0% |
0.0039 |
0.5% |
0% |
False |
True |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7517 |
2.618 |
0.7463 |
1.618 |
0.7430 |
1.000 |
0.7410 |
0.618 |
0.7397 |
HIGH |
0.7377 |
0.618 |
0.7364 |
0.500 |
0.7361 |
0.382 |
0.7357 |
LOW |
0.7344 |
0.618 |
0.7324 |
1.000 |
0.7311 |
1.618 |
0.7291 |
2.618 |
0.7258 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7361 |
0.7370 |
PP |
0.7356 |
0.7362 |
S1 |
0.7351 |
0.7354 |
|