CME Canadian Dollar Future March 2016
| 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 |
0.7490 |
0.0006 |
0.1% |
0.7483 |
| High |
0.7513 |
0.7522 |
0.0009 |
0.1% |
0.7528 |
| Low |
0.7458 |
0.7463 |
0.0005 |
0.1% |
0.7450 |
| Close |
0.7482 |
0.7496 |
0.0014 |
0.2% |
0.7485 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0078 |
| ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2,686 |
4,654 |
1,968 |
73.3% |
6,352 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7671 |
0.7642 |
0.7528 |
|
| R3 |
0.7612 |
0.7583 |
0.7512 |
|
| R2 |
0.7553 |
0.7553 |
0.7507 |
|
| R1 |
0.7524 |
0.7524 |
0.7501 |
0.7539 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7501 |
| S1 |
0.7465 |
0.7465 |
0.7491 |
0.7480 |
| S2 |
0.7435 |
0.7435 |
0.7485 |
|
| S3 |
0.7376 |
0.7406 |
0.7480 |
|
| S4 |
0.7317 |
0.7347 |
0.7464 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7681 |
0.7528 |
|
| R3 |
0.7644 |
0.7603 |
0.7506 |
|
| R2 |
0.7566 |
0.7566 |
0.7499 |
|
| R1 |
0.7525 |
0.7525 |
0.7492 |
0.7545 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7498 |
| S1 |
0.7447 |
0.7447 |
0.7478 |
0.7468 |
| S2 |
0.7410 |
0.7410 |
0.7471 |
|
| S3 |
0.7332 |
0.7369 |
0.7464 |
|
| S4 |
0.7254 |
0.7291 |
0.7442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7525 |
0.7458 |
0.0067 |
0.9% |
0.0051 |
0.7% |
57% |
False |
False |
2,206 |
| 10 |
0.7546 |
0.7450 |
0.0096 |
1.3% |
0.0045 |
0.6% |
48% |
False |
False |
1,778 |
| 20 |
0.7604 |
0.7450 |
0.0154 |
2.1% |
0.0043 |
0.6% |
30% |
False |
False |
1,096 |
| 40 |
0.7786 |
0.7450 |
0.0336 |
4.5% |
0.0055 |
0.7% |
14% |
False |
False |
636 |
| 60 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0055 |
0.7% |
19% |
False |
False |
467 |
| 80 |
0.7786 |
0.7428 |
0.0358 |
4.8% |
0.0058 |
0.8% |
19% |
False |
False |
383 |
| 100 |
0.7835 |
0.7428 |
0.0407 |
5.4% |
0.0055 |
0.7% |
17% |
False |
False |
309 |
| 120 |
0.8153 |
0.7428 |
0.0725 |
9.7% |
0.0048 |
0.6% |
9% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7676 |
|
1.618 |
0.7617 |
|
1.000 |
0.7581 |
|
0.618 |
0.7558 |
|
HIGH |
0.7522 |
|
0.618 |
0.7499 |
|
0.500 |
0.7493 |
|
0.382 |
0.7486 |
|
LOW |
0.7463 |
|
0.618 |
0.7427 |
|
1.000 |
0.7404 |
|
1.618 |
0.7368 |
|
2.618 |
0.7309 |
|
4.250 |
0.7212 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7495 |
0.7494 |
| PP |
0.7494 |
0.7492 |
| S1 |
0.7493 |
0.7490 |
|