CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.7229 |
0.7208 |
-0.0021 |
-0.3% |
0.7177 |
| High |
0.7232 |
0.7236 |
0.0004 |
0.1% |
0.7238 |
| Low |
0.7182 |
0.7194 |
0.0012 |
0.2% |
0.7146 |
| Close |
0.7198 |
0.7233 |
0.0035 |
0.5% |
0.7221 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-16.0% |
0.0092 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
36,719 |
35,267 |
-1,452 |
-4.0% |
136,885 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7332 |
0.7256 |
|
| R3 |
0.7305 |
0.7290 |
0.7245 |
|
| R2 |
0.7263 |
0.7263 |
0.7241 |
|
| R1 |
0.7248 |
0.7248 |
0.7237 |
0.7256 |
| PP |
0.7221 |
0.7221 |
0.7221 |
0.7225 |
| S1 |
0.7206 |
0.7206 |
0.7229 |
0.7214 |
| S2 |
0.7179 |
0.7179 |
0.7225 |
|
| S3 |
0.7137 |
0.7164 |
0.7221 |
|
| S4 |
0.7095 |
0.7122 |
0.7210 |
|
|
| 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 |
0.7174 |
0.0066 |
0.9% |
0.0047 |
0.6% |
89% |
False |
False |
29,978 |
| 10 |
0.7258 |
0.7143 |
0.0115 |
1.6% |
0.0054 |
0.7% |
78% |
False |
False |
40,986 |
| 20 |
0.7522 |
0.7143 |
0.0379 |
5.2% |
0.0058 |
0.8% |
24% |
False |
False |
44,371 |
| 40 |
0.7658 |
0.7143 |
0.0515 |
7.1% |
0.0051 |
0.7% |
17% |
False |
False |
22,621 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0056 |
0.8% |
14% |
False |
False |
15,139 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0055 |
0.8% |
14% |
False |
False |
11,388 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
8.9% |
0.0058 |
0.8% |
14% |
False |
False |
9,134 |
| 120 |
0.7836 |
0.7143 |
0.0693 |
9.6% |
0.0055 |
0.8% |
13% |
False |
False |
7,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7415 |
|
2.618 |
0.7346 |
|
1.618 |
0.7304 |
|
1.000 |
0.7278 |
|
0.618 |
0.7262 |
|
HIGH |
0.7236 |
|
0.618 |
0.7220 |
|
0.500 |
0.7215 |
|
0.382 |
0.7210 |
|
LOW |
0.7194 |
|
0.618 |
0.7168 |
|
1.000 |
0.7152 |
|
1.618 |
0.7126 |
|
2.618 |
0.7084 |
|
4.250 |
0.7016 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.7227 |
0.7224 |
| PP |
0.7221 |
0.7216 |
| S1 |
0.7215 |
0.7207 |
|