CME Canadian Dollar Future December 2015
| 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 |
0.7363 |
0.7368 |
0.0005 |
0.1% |
0.7481 |
| High |
0.7398 |
0.7389 |
-0.0009 |
-0.1% |
0.7522 |
| Low |
0.7342 |
0.7330 |
-0.0012 |
-0.2% |
0.7453 |
| Close |
0.7355 |
0.7344 |
-0.0011 |
-0.1% |
0.7475 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0069 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.3% |
0.0000 |
| Volume |
112,734 |
91,801 |
-20,933 |
-18.6% |
338,012 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7497 |
0.7376 |
|
| R3 |
0.7472 |
0.7438 |
0.7360 |
|
| R2 |
0.7413 |
0.7413 |
0.7355 |
|
| R1 |
0.7379 |
0.7379 |
0.7349 |
0.7367 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7348 |
| S1 |
0.7320 |
0.7320 |
0.7339 |
0.7308 |
| S2 |
0.7295 |
0.7295 |
0.7333 |
|
| S3 |
0.7236 |
0.7261 |
0.7328 |
|
| S4 |
0.7177 |
0.7202 |
0.7312 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7690 |
0.7652 |
0.7513 |
|
| R3 |
0.7621 |
0.7583 |
0.7494 |
|
| R2 |
0.7552 |
0.7552 |
0.7488 |
|
| R1 |
0.7514 |
0.7514 |
0.7481 |
0.7499 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7476 |
| S1 |
0.7445 |
0.7445 |
0.7469 |
0.7430 |
| S2 |
0.7414 |
0.7414 |
0.7462 |
|
| S3 |
0.7345 |
0.7376 |
0.7456 |
|
| S4 |
0.7276 |
0.7307 |
0.7437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7508 |
0.7330 |
0.0178 |
2.4% |
0.0064 |
0.9% |
8% |
False |
True |
95,033 |
| 10 |
0.7527 |
0.7330 |
0.0197 |
2.7% |
0.0059 |
0.8% |
7% |
False |
True |
77,194 |
| 20 |
0.7559 |
0.7330 |
0.0229 |
3.1% |
0.0052 |
0.7% |
6% |
False |
True |
67,276 |
| 40 |
0.7791 |
0.7330 |
0.0461 |
6.3% |
0.0058 |
0.8% |
3% |
False |
True |
60,951 |
| 60 |
0.7791 |
0.7330 |
0.0461 |
6.3% |
0.0060 |
0.8% |
3% |
False |
True |
60,299 |
| 80 |
0.7791 |
0.7330 |
0.0461 |
6.3% |
0.0063 |
0.9% |
3% |
False |
True |
50,414 |
| 100 |
0.7791 |
0.7330 |
0.0461 |
6.3% |
0.0063 |
0.9% |
3% |
False |
True |
40,410 |
| 120 |
0.8125 |
0.7330 |
0.0795 |
10.8% |
0.0062 |
0.8% |
2% |
False |
True |
33,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7640 |
|
2.618 |
0.7543 |
|
1.618 |
0.7484 |
|
1.000 |
0.7448 |
|
0.618 |
0.7425 |
|
HIGH |
0.7389 |
|
0.618 |
0.7366 |
|
0.500 |
0.7360 |
|
0.382 |
0.7353 |
|
LOW |
0.7330 |
|
0.618 |
0.7294 |
|
1.000 |
0.7271 |
|
1.618 |
0.7235 |
|
2.618 |
0.7176 |
|
4.250 |
0.7079 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7368 |
| PP |
0.7354 |
0.7360 |
| S1 |
0.7349 |
0.7352 |
|