CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7229 |
0.7195 |
-0.0034 |
-0.5% |
0.7177 |
| High |
0.7234 |
0.7240 |
0.0006 |
0.1% |
0.7238 |
| Low |
0.7187 |
0.7174 |
-0.0013 |
-0.2% |
0.7146 |
| Close |
0.7198 |
0.7238 |
0.0040 |
0.6% |
0.7221 |
| Range |
0.0047 |
0.0066 |
0.0019 |
40.4% |
0.0092 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.5% |
0.0000 |
| Volume |
23,663 |
36,288 |
12,625 |
53.4% |
136,885 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7393 |
0.7274 |
|
| R3 |
0.7349 |
0.7327 |
0.7256 |
|
| R2 |
0.7283 |
0.7283 |
0.7250 |
|
| R1 |
0.7261 |
0.7261 |
0.7244 |
0.7272 |
| PP |
0.7217 |
0.7217 |
0.7217 |
0.7223 |
| S1 |
0.7195 |
0.7195 |
0.7232 |
0.7206 |
| S2 |
0.7151 |
0.7151 |
0.7226 |
|
| S3 |
0.7085 |
0.7129 |
0.7220 |
|
| S4 |
0.7019 |
0.7063 |
0.7202 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7478 |
0.7441 |
0.7272 |
|
| R3 |
0.7386 |
0.7349 |
0.7246 |
|
| R2 |
0.7294 |
0.7294 |
0.7238 |
|
| R1 |
0.7257 |
0.7257 |
0.7229 |
0.7276 |
| PP |
0.7202 |
0.7202 |
0.7202 |
0.7211 |
| S1 |
0.7165 |
0.7165 |
0.7213 |
0.7184 |
| S2 |
0.7110 |
0.7110 |
0.7204 |
|
| S3 |
0.7018 |
0.7073 |
0.7196 |
|
| S4 |
0.6926 |
0.6981 |
0.7170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7240 |
0.7161 |
0.0079 |
1.1% |
0.0044 |
0.6% |
97% |
True |
False |
31,328 |
| 10 |
0.7314 |
0.7143 |
0.0171 |
2.4% |
0.0056 |
0.8% |
56% |
False |
False |
45,378 |
| 20 |
0.7522 |
0.7143 |
0.0379 |
5.2% |
0.0058 |
0.8% |
25% |
False |
False |
41,008 |
| 40 |
0.7665 |
0.7143 |
0.0522 |
7.2% |
0.0051 |
0.7% |
18% |
False |
False |
20,827 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
15% |
False |
False |
13,946 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
15% |
False |
False |
10,501 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0059 |
0.8% |
15% |
False |
False |
8,415 |
| 120 |
0.7864 |
0.7143 |
0.0721 |
10.0% |
0.0055 |
0.8% |
13% |
False |
False |
7,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7521 |
|
2.618 |
0.7413 |
|
1.618 |
0.7347 |
|
1.000 |
0.7306 |
|
0.618 |
0.7281 |
|
HIGH |
0.7240 |
|
0.618 |
0.7215 |
|
0.500 |
0.7207 |
|
0.382 |
0.7199 |
|
LOW |
0.7174 |
|
0.618 |
0.7133 |
|
1.000 |
0.7108 |
|
1.618 |
0.7067 |
|
2.618 |
0.7001 |
|
4.250 |
0.6894 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7228 |
0.7228 |
| PP |
0.7217 |
0.7217 |
| S1 |
0.7207 |
0.7207 |
|