CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7177 |
0.7161 |
-0.0016 |
-0.2% |
0.7281 |
| High |
0.7188 |
0.7187 |
-0.0001 |
0.0% |
0.7314 |
| Low |
0.7146 |
0.7161 |
0.0015 |
0.2% |
0.7143 |
| Close |
0.7165 |
0.7175 |
0.0010 |
0.1% |
0.7181 |
| Range |
0.0042 |
0.0026 |
-0.0016 |
-38.1% |
0.0171 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
40,195 |
31,935 |
-8,260 |
-20.5% |
333,759 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7252 |
0.7240 |
0.7189 |
|
| R3 |
0.7226 |
0.7214 |
0.7182 |
|
| R2 |
0.7200 |
0.7200 |
0.7180 |
|
| R1 |
0.7188 |
0.7188 |
0.7177 |
0.7194 |
| PP |
0.7174 |
0.7174 |
0.7174 |
0.7178 |
| S1 |
0.7162 |
0.7162 |
0.7173 |
0.7168 |
| S2 |
0.7148 |
0.7148 |
0.7170 |
|
| S3 |
0.7122 |
0.7136 |
0.7168 |
|
| S4 |
0.7096 |
0.7110 |
0.7161 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7624 |
0.7275 |
|
| R3 |
0.7555 |
0.7453 |
0.7228 |
|
| R2 |
0.7384 |
0.7384 |
0.7212 |
|
| R1 |
0.7282 |
0.7282 |
0.7197 |
0.7248 |
| PP |
0.7213 |
0.7213 |
0.7213 |
0.7195 |
| S1 |
0.7111 |
0.7111 |
0.7165 |
0.7077 |
| S2 |
0.7042 |
0.7042 |
0.7150 |
|
| S3 |
0.6871 |
0.6940 |
0.7134 |
|
| S4 |
0.6700 |
0.6769 |
0.7087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7284 |
0.7143 |
0.0141 |
2.0% |
0.0064 |
0.9% |
23% |
False |
False |
56,207 |
| 10 |
0.7398 |
0.7143 |
0.0255 |
3.6% |
0.0061 |
0.8% |
13% |
False |
False |
61,044 |
| 20 |
0.7528 |
0.7143 |
0.0385 |
5.4% |
0.0057 |
0.8% |
8% |
False |
False |
35,016 |
| 40 |
0.7665 |
0.7143 |
0.0522 |
7.3% |
0.0054 |
0.8% |
6% |
False |
False |
17,730 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0057 |
0.8% |
5% |
False |
False |
11,875 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0057 |
0.8% |
5% |
False |
False |
8,948 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0058 |
0.8% |
5% |
False |
False |
7,168 |
| 120 |
0.7899 |
0.7143 |
0.0756 |
10.5% |
0.0054 |
0.7% |
4% |
False |
False |
5,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7298 |
|
2.618 |
0.7255 |
|
1.618 |
0.7229 |
|
1.000 |
0.7213 |
|
0.618 |
0.7203 |
|
HIGH |
0.7187 |
|
0.618 |
0.7177 |
|
0.500 |
0.7174 |
|
0.382 |
0.7171 |
|
LOW |
0.7161 |
|
0.618 |
0.7145 |
|
1.000 |
0.7135 |
|
1.618 |
0.7119 |
|
2.618 |
0.7093 |
|
4.250 |
0.7051 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7175 |
0.7181 |
| PP |
0.7174 |
0.7179 |
| S1 |
0.7174 |
0.7177 |
|