CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.7480 |
0.7525 |
0.0046 |
0.6% |
0.7461 |
High |
0.7529 |
0.7542 |
0.0012 |
0.2% |
0.7491 |
Low |
0.7470 |
0.7394 |
-0.0076 |
-1.0% |
0.7428 |
Close |
0.7511 |
0.7460 |
-0.0050 |
-0.7% |
0.7460 |
Range |
0.0060 |
0.0148 |
0.0088 |
148.7% |
0.0064 |
ATR |
0.0052 |
0.0059 |
0.0007 |
13.3% |
0.0000 |
Volume |
53,296 |
144,870 |
91,574 |
171.8% |
347,099 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7909 |
0.7833 |
0.7541 |
|
R3 |
0.7761 |
0.7685 |
0.7501 |
|
R2 |
0.7613 |
0.7613 |
0.7487 |
|
R1 |
0.7537 |
0.7537 |
0.7474 |
0.7501 |
PP |
0.7465 |
0.7465 |
0.7465 |
0.7447 |
S1 |
0.7389 |
0.7389 |
0.7446 |
0.7353 |
S2 |
0.7317 |
0.7317 |
0.7433 |
|
S3 |
0.7169 |
0.7241 |
0.7419 |
|
S4 |
0.7021 |
0.7093 |
0.7379 |
|
|
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 |
0.7542 |
0.7394 |
0.0148 |
2.0% |
0.0064 |
0.9% |
45% |
True |
True |
78,849 |
10 |
0.7542 |
0.7394 |
0.0148 |
2.0% |
0.0050 |
0.7% |
45% |
True |
True |
75,842 |
20 |
0.7704 |
0.7394 |
0.0310 |
4.2% |
0.0056 |
0.8% |
21% |
False |
True |
75,378 |
40 |
0.7704 |
0.7394 |
0.0310 |
4.2% |
0.0060 |
0.8% |
21% |
False |
True |
72,231 |
60 |
0.7838 |
0.7394 |
0.0445 |
6.0% |
0.0059 |
0.8% |
15% |
False |
True |
50,366 |
80 |
0.7838 |
0.7394 |
0.0445 |
6.0% |
0.0059 |
0.8% |
15% |
False |
True |
37,843 |
100 |
0.7868 |
0.7394 |
0.0475 |
6.4% |
0.0061 |
0.8% |
14% |
False |
True |
30,334 |
120 |
0.7899 |
0.7394 |
0.0506 |
6.8% |
0.0060 |
0.8% |
13% |
False |
True |
25,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8171 |
2.618 |
0.7929 |
1.618 |
0.7781 |
1.000 |
0.7690 |
0.618 |
0.7633 |
HIGH |
0.7542 |
0.618 |
0.7485 |
0.500 |
0.7468 |
0.382 |
0.7450 |
LOW |
0.7394 |
0.618 |
0.7302 |
1.000 |
0.7246 |
1.618 |
0.7154 |
2.618 |
0.7006 |
4.250 |
0.6765 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7468 |
0.7468 |
PP |
0.7465 |
0.7465 |
S1 |
0.7463 |
0.7463 |
|