CME Canadian Dollar Future December 2015
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7285 |
0.0005 |
0.1% |
0.7477 |
| High |
0.7310 |
0.7314 |
0.0004 |
0.1% |
0.7479 |
| Low |
0.7257 |
0.7284 |
0.0027 |
0.4% |
0.7268 |
| Close |
0.7279 |
0.7286 |
0.0007 |
0.1% |
0.7280 |
| Range |
0.0053 |
0.0030 |
-0.0023 |
-43.4% |
0.0211 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
6,860 |
735 |
-6,125 |
-89.3% |
430,155 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7385 |
0.7365 |
0.7303 |
|
| R3 |
0.7355 |
0.7335 |
0.7294 |
|
| R2 |
0.7325 |
0.7325 |
0.7292 |
|
| R1 |
0.7305 |
0.7305 |
0.7289 |
0.7315 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7300 |
| S1 |
0.7275 |
0.7275 |
0.7283 |
0.7285 |
| S2 |
0.7265 |
0.7265 |
0.7281 |
|
| S3 |
0.7235 |
0.7245 |
0.7278 |
|
| S4 |
0.7205 |
0.7215 |
0.7270 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7839 |
0.7396 |
|
| R3 |
0.7764 |
0.7628 |
0.7338 |
|
| R2 |
0.7553 |
0.7553 |
0.7319 |
|
| R1 |
0.7417 |
0.7417 |
0.7299 |
0.7380 |
| PP |
0.7342 |
0.7342 |
0.7342 |
0.7324 |
| S1 |
0.7206 |
0.7206 |
0.7261 |
0.7169 |
| S2 |
0.7131 |
0.7131 |
0.7241 |
|
| S3 |
0.6920 |
0.6995 |
0.7222 |
|
| S4 |
0.6709 |
0.6784 |
0.7164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7257 |
0.0141 |
1.9% |
0.0053 |
0.7% |
21% |
False |
False |
49,306 |
| 10 |
0.7522 |
0.7257 |
0.0265 |
3.6% |
0.0059 |
0.8% |
11% |
False |
False |
67,446 |
| 20 |
0.7547 |
0.7257 |
0.0290 |
4.0% |
0.0052 |
0.7% |
10% |
False |
False |
60,833 |
| 40 |
0.7728 |
0.7257 |
0.0471 |
6.5% |
0.0056 |
0.8% |
6% |
False |
False |
57,993 |
| 60 |
0.7791 |
0.7257 |
0.0534 |
7.3% |
0.0058 |
0.8% |
5% |
False |
False |
57,353 |
| 80 |
0.7791 |
0.7257 |
0.0534 |
7.3% |
0.0062 |
0.9% |
5% |
False |
False |
50,907 |
| 100 |
0.7791 |
0.7257 |
0.0534 |
7.3% |
0.0063 |
0.9% |
5% |
False |
False |
40,821 |
| 120 |
0.8107 |
0.7257 |
0.0850 |
11.7% |
0.0062 |
0.9% |
3% |
False |
False |
34,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7393 |
|
1.618 |
0.7363 |
|
1.000 |
0.7344 |
|
0.618 |
0.7333 |
|
HIGH |
0.7314 |
|
0.618 |
0.7303 |
|
0.500 |
0.7299 |
|
0.382 |
0.7295 |
|
LOW |
0.7284 |
|
0.618 |
0.7265 |
|
1.000 |
0.7254 |
|
1.618 |
0.7235 |
|
2.618 |
0.7205 |
|
4.250 |
0.7157 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7299 |
0.7297 |
| PP |
0.7295 |
0.7293 |
| S1 |
0.7290 |
0.7290 |
|