CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7466 |
0.7481 |
0.0015 |
0.2% |
0.7461 |
High |
0.7472 |
0.7500 |
0.0028 |
0.4% |
0.7491 |
Low |
0.7428 |
0.7455 |
0.0028 |
0.4% |
0.7428 |
Close |
0.7460 |
0.7484 |
0.0023 |
0.3% |
0.7460 |
Range |
0.0045 |
0.0045 |
0.0001 |
1.1% |
0.0064 |
ATR |
0.0052 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
Volume |
88,244 |
56,238 |
-32,006 |
-36.3% |
347,099 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7615 |
0.7594 |
0.7508 |
|
R3 |
0.7570 |
0.7549 |
0.7496 |
|
R2 |
0.7525 |
0.7525 |
0.7492 |
|
R1 |
0.7504 |
0.7504 |
0.7488 |
0.7514 |
PP |
0.7480 |
0.7480 |
0.7480 |
0.7485 |
S1 |
0.7459 |
0.7459 |
0.7479 |
0.7469 |
S2 |
0.7434 |
0.7434 |
0.7475 |
|
S3 |
0.7389 |
0.7414 |
0.7471 |
|
S4 |
0.7344 |
0.7369 |
0.7459 |
|
|
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 |
0.7500 |
0.7428 |
0.0073 |
1.0% |
0.0038 |
0.5% |
77% |
True |
False |
69,239 |
10 |
0.7518 |
0.7428 |
0.0090 |
1.2% |
0.0037 |
0.5% |
62% |
False |
False |
69,455 |
20 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0051 |
0.7% |
20% |
False |
False |
72,143 |
40 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0058 |
0.8% |
20% |
False |
False |
69,332 |
60 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0058 |
0.8% |
14% |
False |
False |
47,075 |
80 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0058 |
0.8% |
14% |
False |
False |
35,368 |
100 |
0.7868 |
0.7428 |
0.0441 |
5.9% |
0.0060 |
0.8% |
13% |
False |
False |
28,359 |
120 |
0.7899 |
0.7428 |
0.0472 |
6.3% |
0.0059 |
0.8% |
12% |
False |
False |
23,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7691 |
2.618 |
0.7618 |
1.618 |
0.7573 |
1.000 |
0.7545 |
0.618 |
0.7528 |
HIGH |
0.7500 |
0.618 |
0.7483 |
0.500 |
0.7478 |
0.382 |
0.7472 |
LOW |
0.7455 |
0.618 |
0.7427 |
1.000 |
0.7410 |
1.618 |
0.7382 |
2.618 |
0.7337 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7477 |
PP |
0.7480 |
0.7470 |
S1 |
0.7478 |
0.7464 |
|