CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7281 |
0.7257 |
-0.0024 |
-0.3% |
0.7475 |
High |
0.7284 |
0.7258 |
-0.0026 |
-0.4% |
0.7476 |
Low |
0.7217 |
0.7150 |
-0.0067 |
-0.9% |
0.7269 |
Close |
0.7265 |
0.7165 |
-0.0100 |
-1.4% |
0.7280 |
Range |
0.0067 |
0.0108 |
0.0041 |
61.2% |
0.0207 |
ATR |
0.0056 |
0.0061 |
0.0004 |
7.4% |
0.0000 |
Volume |
67,863 |
70,746 |
2,883 |
4.2% |
275,710 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7515 |
0.7448 |
0.7224 |
|
R3 |
0.7407 |
0.7340 |
0.7195 |
|
R2 |
0.7299 |
0.7299 |
0.7185 |
|
R1 |
0.7232 |
0.7232 |
0.7175 |
0.7212 |
PP |
0.7191 |
0.7191 |
0.7191 |
0.7181 |
S1 |
0.7124 |
0.7124 |
0.7155 |
0.7104 |
S2 |
0.7083 |
0.7083 |
0.7145 |
|
S3 |
0.6975 |
0.7016 |
0.7135 |
|
S4 |
0.6867 |
0.6908 |
0.7106 |
|
|
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 |
0.7336 |
0.7150 |
0.0186 |
2.6% |
0.0070 |
1.0% |
8% |
False |
True |
69,709 |
10 |
0.7508 |
0.7150 |
0.0358 |
5.0% |
0.0067 |
0.9% |
4% |
False |
True |
54,364 |
20 |
0.7546 |
0.7150 |
0.0396 |
5.5% |
0.0056 |
0.8% |
4% |
False |
True |
28,071 |
40 |
0.7665 |
0.7150 |
0.0515 |
7.2% |
0.0055 |
0.8% |
3% |
False |
True |
14,181 |
60 |
0.7786 |
0.7150 |
0.0636 |
8.9% |
0.0057 |
0.8% |
2% |
False |
True |
9,508 |
80 |
0.7786 |
0.7150 |
0.0636 |
8.9% |
0.0058 |
0.8% |
2% |
False |
True |
7,170 |
100 |
0.7786 |
0.7150 |
0.0636 |
8.9% |
0.0058 |
0.8% |
2% |
False |
True |
5,744 |
120 |
0.7998 |
0.7150 |
0.0848 |
11.8% |
0.0053 |
0.7% |
2% |
False |
True |
4,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7717 |
2.618 |
0.7541 |
1.618 |
0.7433 |
1.000 |
0.7366 |
0.618 |
0.7325 |
HIGH |
0.7258 |
0.618 |
0.7217 |
0.500 |
0.7204 |
0.382 |
0.7191 |
LOW |
0.7150 |
0.618 |
0.7083 |
1.000 |
0.7042 |
1.618 |
0.6975 |
2.618 |
0.6867 |
4.250 |
0.6691 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7204 |
0.7232 |
PP |
0.7191 |
0.7210 |
S1 |
0.7178 |
0.7187 |
|