CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7186 |
0.7222 |
0.0036 |
0.5% |
0.7281 |
| High |
0.7228 |
0.7238 |
0.0010 |
0.1% |
0.7314 |
| Low |
0.7175 |
0.7209 |
0.0034 |
0.5% |
0.7143 |
| Close |
0.7217 |
0.7221 |
0.0004 |
0.1% |
0.7181 |
| Range |
0.0053 |
0.0029 |
-0.0024 |
-45.3% |
0.0171 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
46,801 |
17,954 |
-28,847 |
-61.6% |
333,759 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7310 |
0.7294 |
0.7237 |
|
| R3 |
0.7281 |
0.7265 |
0.7229 |
|
| R2 |
0.7252 |
0.7252 |
0.7226 |
|
| R1 |
0.7236 |
0.7236 |
0.7224 |
0.7230 |
| PP |
0.7223 |
0.7223 |
0.7223 |
0.7219 |
| S1 |
0.7207 |
0.7207 |
0.7218 |
0.7201 |
| S2 |
0.7194 |
0.7194 |
0.7216 |
|
| S3 |
0.7165 |
0.7178 |
0.7213 |
|
| S4 |
0.7136 |
0.7149 |
0.7205 |
|
|
| 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 |
0.7238 |
0.7143 |
0.0095 |
1.3% |
0.0045 |
0.6% |
82% |
True |
False |
41,437 |
| 10 |
0.7336 |
0.7143 |
0.0193 |
2.7% |
0.0057 |
0.8% |
40% |
False |
False |
55,573 |
| 20 |
0.7525 |
0.7143 |
0.0382 |
5.3% |
0.0057 |
0.8% |
20% |
False |
False |
38,093 |
| 40 |
0.7665 |
0.7143 |
0.0522 |
7.2% |
0.0052 |
0.7% |
15% |
False |
False |
19,333 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
12% |
False |
False |
12,951 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
12% |
False |
False |
9,755 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0058 |
0.8% |
12% |
False |
False |
7,815 |
| 120 |
0.7864 |
0.7143 |
0.0721 |
10.0% |
0.0054 |
0.7% |
11% |
False |
False |
6,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7361 |
|
2.618 |
0.7314 |
|
1.618 |
0.7285 |
|
1.000 |
0.7267 |
|
0.618 |
0.7256 |
|
HIGH |
0.7238 |
|
0.618 |
0.7227 |
|
0.500 |
0.7224 |
|
0.382 |
0.7220 |
|
LOW |
0.7209 |
|
0.618 |
0.7191 |
|
1.000 |
0.7180 |
|
1.618 |
0.7162 |
|
2.618 |
0.7133 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7224 |
0.7214 |
| PP |
0.7223 |
0.7207 |
| S1 |
0.7222 |
0.7200 |
|