CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7488 |
0.0004 |
0.1% |
0.7491 |
| High |
0.7513 |
0.7522 |
0.0009 |
0.1% |
0.7529 |
| Low |
0.7458 |
0.7462 |
0.0004 |
0.1% |
0.7441 |
| Close |
0.7482 |
0.7496 |
0.0014 |
0.2% |
0.7485 |
| Range |
0.0055 |
0.0060 |
0.0005 |
9.1% |
0.0088 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
75,252 |
82,050 |
6,798 |
9.0% |
206,247 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7673 |
0.7645 |
0.7529 |
|
| R3 |
0.7613 |
0.7585 |
0.7513 |
|
| R2 |
0.7553 |
0.7553 |
0.7507 |
|
| R1 |
0.7525 |
0.7525 |
0.7502 |
0.7539 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7501 |
| S1 |
0.7465 |
0.7465 |
0.7491 |
0.7479 |
| S2 |
0.7433 |
0.7433 |
0.7485 |
|
| S3 |
0.7373 |
0.7405 |
0.7480 |
|
| S4 |
0.7313 |
0.7345 |
0.7463 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7705 |
0.7533 |
|
| R3 |
0.7661 |
0.7617 |
0.7509 |
|
| R2 |
0.7573 |
0.7573 |
0.7501 |
|
| R1 |
0.7529 |
0.7529 |
0.7493 |
0.7507 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7474 |
| S1 |
0.7441 |
0.7441 |
0.7477 |
0.7419 |
| S2 |
0.7397 |
0.7397 |
0.7469 |
|
| S3 |
0.7309 |
0.7353 |
0.7461 |
|
| S4 |
0.7221 |
0.7265 |
0.7437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7527 |
0.7458 |
0.0069 |
0.9% |
0.0053 |
0.7% |
55% |
False |
False |
59,356 |
| 10 |
0.7547 |
0.7441 |
0.0106 |
1.4% |
0.0049 |
0.7% |
52% |
False |
False |
59,355 |
| 20 |
0.7607 |
0.7441 |
0.0166 |
2.2% |
0.0047 |
0.6% |
33% |
False |
False |
55,079 |
| 40 |
0.7791 |
0.7441 |
0.0350 |
4.7% |
0.0058 |
0.8% |
16% |
False |
False |
55,659 |
| 60 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0059 |
0.8% |
19% |
False |
False |
57,336 |
| 80 |
0.7791 |
0.7428 |
0.0363 |
4.8% |
0.0063 |
0.8% |
19% |
False |
False |
44,503 |
| 100 |
0.7842 |
0.7428 |
0.0414 |
5.5% |
0.0063 |
0.8% |
16% |
False |
False |
35,684 |
| 120 |
0.8216 |
0.7428 |
0.0788 |
10.5% |
0.0062 |
0.8% |
9% |
False |
False |
29,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7777 |
|
2.618 |
0.7679 |
|
1.618 |
0.7619 |
|
1.000 |
0.7582 |
|
0.618 |
0.7559 |
|
HIGH |
0.7522 |
|
0.618 |
0.7499 |
|
0.500 |
0.7492 |
|
0.382 |
0.7485 |
|
LOW |
0.7462 |
|
0.618 |
0.7425 |
|
1.000 |
0.7402 |
|
1.618 |
0.7365 |
|
2.618 |
0.7305 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7495 |
0.7494 |
| PP |
0.7493 |
0.7492 |
| S1 |
0.7492 |
0.7490 |
|