CME Canadian Dollar Future March 2016
| 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 |
0.7281 |
0.7284 |
0.0003 |
0.0% |
0.7475 |
| High |
0.7312 |
0.7314 |
0.0002 |
0.0% |
0.7476 |
| Low |
0.7256 |
0.7264 |
0.0008 |
0.1% |
0.7269 |
| Close |
0.7279 |
0.7284 |
0.0005 |
0.1% |
0.7280 |
| Range |
0.0056 |
0.0050 |
-0.0006 |
-10.7% |
0.0207 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
76,808 |
48,042 |
-28,766 |
-37.5% |
275,710 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7437 |
0.7411 |
0.7312 |
|
| R3 |
0.7387 |
0.7361 |
0.7298 |
|
| R2 |
0.7337 |
0.7337 |
0.7293 |
|
| R1 |
0.7311 |
0.7311 |
0.7289 |
0.7309 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7287 |
| S1 |
0.7261 |
0.7261 |
0.7279 |
0.7259 |
| S2 |
0.7237 |
0.7237 |
0.7275 |
|
| S3 |
0.7187 |
0.7211 |
0.7270 |
|
| S4 |
0.7137 |
0.7161 |
0.7257 |
|
|
| 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 |
0.7398 |
0.7256 |
0.0142 |
1.9% |
0.0058 |
0.8% |
20% |
False |
False |
65,880 |
| 10 |
0.7522 |
0.7256 |
0.0266 |
3.7% |
0.0061 |
0.8% |
11% |
False |
False |
41,238 |
| 20 |
0.7546 |
0.7256 |
0.0290 |
4.0% |
0.0050 |
0.7% |
10% |
False |
False |
21,176 |
| 40 |
0.7723 |
0.7256 |
0.0467 |
6.4% |
0.0055 |
0.7% |
6% |
False |
False |
10,728 |
| 60 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0056 |
0.8% |
5% |
False |
False |
7,202 |
| 80 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0058 |
0.8% |
5% |
False |
False |
5,439 |
| 100 |
0.7786 |
0.7256 |
0.0530 |
7.3% |
0.0057 |
0.8% |
5% |
False |
False |
4,359 |
| 120 |
0.8092 |
0.7256 |
0.0836 |
11.5% |
0.0052 |
0.7% |
3% |
False |
False |
3,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7445 |
|
1.618 |
0.7395 |
|
1.000 |
0.7364 |
|
0.618 |
0.7345 |
|
HIGH |
0.7314 |
|
0.618 |
0.7295 |
|
0.500 |
0.7289 |
|
0.382 |
0.7283 |
|
LOW |
0.7264 |
|
0.618 |
0.7233 |
|
1.000 |
0.7214 |
|
1.618 |
0.7183 |
|
2.618 |
0.7133 |
|
4.250 |
0.7052 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7289 |
0.7296 |
| PP |
0.7287 |
0.7292 |
| S1 |
0.7286 |
0.7288 |
|