CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7481 |
0.7480 |
-0.0001 |
0.0% |
0.7461 |
| High |
0.7500 |
0.7529 |
0.0029 |
0.4% |
0.7491 |
| Low |
0.7455 |
0.7470 |
0.0015 |
0.2% |
0.7428 |
| Close |
0.7484 |
0.7511 |
0.0027 |
0.4% |
0.7460 |
| Range |
0.0045 |
0.0060 |
0.0015 |
32.2% |
0.0064 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
56,238 |
53,296 |
-2,942 |
-5.2% |
347,099 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7656 |
0.7543 |
|
| R3 |
0.7622 |
0.7596 |
0.7527 |
|
| R2 |
0.7563 |
0.7563 |
0.7521 |
|
| R1 |
0.7537 |
0.7537 |
0.7516 |
0.7550 |
| PP |
0.7503 |
0.7503 |
0.7503 |
0.7510 |
| S1 |
0.7477 |
0.7477 |
0.7505 |
0.7490 |
| S2 |
0.7443 |
0.7443 |
0.7500 |
|
| S3 |
0.7384 |
0.7417 |
0.7494 |
|
| S4 |
0.7324 |
0.7358 |
0.7478 |
|
|
| 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 |
0.7529 |
0.7428 |
0.0102 |
1.4% |
0.0042 |
0.6% |
82% |
True |
False |
64,184 |
| 10 |
0.7529 |
0.7428 |
0.0102 |
1.4% |
0.0039 |
0.5% |
82% |
True |
False |
68,285 |
| 20 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0051 |
0.7% |
30% |
False |
False |
71,382 |
| 40 |
0.7704 |
0.7428 |
0.0276 |
3.7% |
0.0057 |
0.8% |
30% |
False |
False |
69,933 |
| 60 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0058 |
0.8% |
20% |
False |
False |
47,961 |
| 80 |
0.7838 |
0.7428 |
0.0411 |
5.5% |
0.0058 |
0.8% |
20% |
False |
False |
36,033 |
| 100 |
0.7868 |
0.7428 |
0.0441 |
5.9% |
0.0060 |
0.8% |
19% |
False |
False |
28,891 |
| 120 |
0.7899 |
0.7428 |
0.0472 |
6.3% |
0.0059 |
0.8% |
18% |
False |
False |
24,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7685 |
|
1.618 |
0.7625 |
|
1.000 |
0.7589 |
|
0.618 |
0.7566 |
|
HIGH |
0.7529 |
|
0.618 |
0.7506 |
|
0.500 |
0.7499 |
|
0.382 |
0.7492 |
|
LOW |
0.7470 |
|
0.618 |
0.7433 |
|
1.000 |
0.7410 |
|
1.618 |
0.7373 |
|
2.618 |
0.7314 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7500 |
| PP |
0.7503 |
0.7489 |
| S1 |
0.7499 |
0.7478 |
|