CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7333 |
0.7281 |
-0.0052 |
-0.7% |
0.7475 |
High |
0.7336 |
0.7312 |
-0.0024 |
-0.3% |
0.7476 |
Low |
0.7269 |
0.7256 |
-0.0013 |
-0.2% |
0.7269 |
Close |
0.7280 |
0.7279 |
-0.0001 |
0.0% |
0.7280 |
Range |
0.0067 |
0.0056 |
-0.0011 |
-16.4% |
0.0207 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
Volume |
85,089 |
76,808 |
-8,281 |
-9.7% |
275,710 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7450 |
0.7421 |
0.7310 |
|
R3 |
0.7394 |
0.7365 |
0.7294 |
|
R2 |
0.7338 |
0.7338 |
0.7289 |
|
R1 |
0.7309 |
0.7309 |
0.7284 |
0.7296 |
PP |
0.7282 |
0.7282 |
0.7282 |
0.7276 |
S1 |
0.7253 |
0.7253 |
0.7274 |
0.7240 |
S2 |
0.7226 |
0.7226 |
0.7269 |
|
S3 |
0.7170 |
0.7197 |
0.7264 |
|
S4 |
0.7114 |
0.7141 |
0.7248 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7963 |
0.7828 |
0.7394 |
|
R3 |
0.7756 |
0.7621 |
0.7337 |
|
R2 |
0.7549 |
0.7549 |
0.7318 |
|
R1 |
0.7414 |
0.7414 |
0.7299 |
0.7378 |
PP |
0.7342 |
0.7342 |
0.7342 |
0.7324 |
S1 |
0.7207 |
0.7207 |
0.7261 |
0.7171 |
S2 |
0.7135 |
0.7135 |
0.7242 |
|
S3 |
0.6928 |
0.7000 |
0.7223 |
|
S4 |
0.6721 |
0.6793 |
0.7166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7404 |
0.7256 |
0.0148 |
2.0% |
0.0060 |
0.8% |
16% |
False |
True |
64,849 |
10 |
0.7522 |
0.7256 |
0.0266 |
3.7% |
0.0060 |
0.8% |
9% |
False |
True |
36,637 |
20 |
0.7546 |
0.7256 |
0.0290 |
4.0% |
0.0050 |
0.7% |
8% |
False |
True |
18,857 |
40 |
0.7743 |
0.7256 |
0.0487 |
6.7% |
0.0055 |
0.8% |
5% |
False |
True |
9,531 |
60 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0056 |
0.8% |
4% |
False |
True |
6,404 |
80 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0058 |
0.8% |
4% |
False |
True |
4,840 |
100 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0056 |
0.8% |
4% |
False |
True |
3,879 |
120 |
0.8094 |
0.7256 |
0.0838 |
11.5% |
0.0051 |
0.7% |
3% |
False |
True |
3,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7550 |
2.618 |
0.7459 |
1.618 |
0.7403 |
1.000 |
0.7368 |
0.618 |
0.7347 |
HIGH |
0.7312 |
0.618 |
0.7291 |
0.500 |
0.7284 |
0.382 |
0.7277 |
LOW |
0.7256 |
0.618 |
0.7221 |
1.000 |
0.7200 |
1.618 |
0.7165 |
2.618 |
0.7109 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7284 |
0.7323 |
PP |
0.7282 |
0.7308 |
S1 |
0.7281 |
0.7294 |
|