CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7473 |
0.7466 |
-0.0007 |
-0.1% |
0.7461 |
High |
0.7486 |
0.7472 |
-0.0013 |
-0.2% |
0.7491 |
Low |
0.7463 |
0.7428 |
-0.0035 |
-0.5% |
0.7428 |
Close |
0.7474 |
0.7460 |
-0.0013 |
-0.2% |
0.7460 |
Range |
0.0023 |
0.0045 |
0.0022 |
93.5% |
0.0064 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
Volume |
51,599 |
88,244 |
36,645 |
71.0% |
347,099 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7587 |
0.7568 |
0.7484 |
|
R3 |
0.7542 |
0.7523 |
0.7472 |
|
R2 |
0.7498 |
0.7498 |
0.7468 |
|
R1 |
0.7479 |
0.7479 |
0.7464 |
0.7466 |
PP |
0.7453 |
0.7453 |
0.7453 |
0.7447 |
S1 |
0.7434 |
0.7434 |
0.7456 |
0.7422 |
S2 |
0.7409 |
0.7409 |
0.7452 |
|
S3 |
0.7364 |
0.7390 |
0.7448 |
|
S4 |
0.7320 |
0.7345 |
0.7436 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7650 |
0.7619 |
0.7495 |
|
R3 |
0.7587 |
0.7555 |
0.7477 |
|
R2 |
0.7523 |
0.7523 |
0.7472 |
|
R1 |
0.7492 |
0.7492 |
0.7466 |
0.7476 |
PP |
0.7460 |
0.7460 |
0.7460 |
0.7452 |
S1 |
0.7428 |
0.7428 |
0.7454 |
0.7412 |
S2 |
0.7396 |
0.7396 |
0.7448 |
|
S3 |
0.7333 |
0.7365 |
0.7443 |
|
S4 |
0.7269 |
0.7301 |
0.7425 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7491 |
0.7428 |
0.0064 |
0.9% |
0.0034 |
0.5% |
51% |
False |
True |
69,419 |
10 |
0.7530 |
0.7428 |
0.0102 |
1.4% |
0.0039 |
0.5% |
32% |
False |
True |
71,115 |
20 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0053 |
0.7% |
12% |
False |
True |
72,440 |
40 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0058 |
0.8% |
12% |
False |
True |
68,404 |
60 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0058 |
0.8% |
8% |
False |
True |
46,140 |
80 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0059 |
0.8% |
8% |
False |
True |
34,667 |
100 |
0.7868 |
0.7428 |
0.0441 |
5.9% |
0.0061 |
0.8% |
7% |
False |
True |
27,798 |
120 |
0.7899 |
0.7428 |
0.0472 |
6.3% |
0.0059 |
0.8% |
7% |
False |
True |
23,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7661 |
2.618 |
0.7589 |
1.618 |
0.7544 |
1.000 |
0.7517 |
0.618 |
0.7500 |
HIGH |
0.7472 |
0.618 |
0.7455 |
0.500 |
0.7450 |
0.382 |
0.7444 |
LOW |
0.7428 |
0.618 |
0.7400 |
1.000 |
0.7383 |
1.618 |
0.7355 |
2.618 |
0.7311 |
4.250 |
0.7238 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7457 |
0.7459 |
PP |
0.7453 |
0.7458 |
S1 |
0.7450 |
0.7458 |
|