CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7525 |
0.7455 |
-0.0070 |
-0.9% |
0.7461 |
| High |
0.7542 |
0.7472 |
-0.0070 |
-0.9% |
0.7491 |
| Low |
0.7394 |
0.7404 |
0.0011 |
0.1% |
0.7428 |
| Close |
0.7460 |
0.7427 |
-0.0034 |
-0.4% |
0.7460 |
| Range |
0.0148 |
0.0068 |
-0.0081 |
-54.4% |
0.0064 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.1% |
0.0000 |
| Volume |
144,870 |
87,941 |
-56,929 |
-39.3% |
347,099 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7637 |
0.7599 |
0.7464 |
|
| R3 |
0.7569 |
0.7532 |
0.7445 |
|
| R2 |
0.7502 |
0.7502 |
0.7439 |
|
| R1 |
0.7464 |
0.7464 |
0.7433 |
0.7449 |
| PP |
0.7434 |
0.7434 |
0.7434 |
0.7427 |
| S1 |
0.7397 |
0.7397 |
0.7420 |
0.7382 |
| S2 |
0.7367 |
0.7367 |
0.7414 |
|
| S3 |
0.7299 |
0.7329 |
0.7408 |
|
| S4 |
0.7232 |
0.7262 |
0.7389 |
|
|
| 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% |
0.0073 |
1.0% |
22% |
False |
False |
86,117 |
| 10 |
0.7542 |
0.7394 |
0.0148 |
2.0% |
0.0054 |
0.7% |
22% |
False |
False |
77,585 |
| 20 |
0.7704 |
0.7394 |
0.0310 |
4.2% |
0.0056 |
0.8% |
11% |
False |
False |
76,222 |
| 40 |
0.7704 |
0.7394 |
0.0310 |
4.2% |
0.0060 |
0.8% |
11% |
False |
False |
73,083 |
| 60 |
0.7838 |
0.7394 |
0.0445 |
6.0% |
0.0060 |
0.8% |
7% |
False |
False |
51,828 |
| 80 |
0.7838 |
0.7394 |
0.0445 |
6.0% |
0.0060 |
0.8% |
7% |
False |
False |
38,940 |
| 100 |
0.7868 |
0.7394 |
0.0475 |
6.4% |
0.0061 |
0.8% |
7% |
False |
False |
31,213 |
| 120 |
0.7899 |
0.7394 |
0.0506 |
6.8% |
0.0060 |
0.8% |
7% |
False |
False |
26,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7758 |
|
2.618 |
0.7648 |
|
1.618 |
0.7581 |
|
1.000 |
0.7539 |
|
0.618 |
0.7513 |
|
HIGH |
0.7472 |
|
0.618 |
0.7446 |
|
0.500 |
0.7438 |
|
0.382 |
0.7430 |
|
LOW |
0.7404 |
|
0.618 |
0.7362 |
|
1.000 |
0.7337 |
|
1.618 |
0.7295 |
|
2.618 |
0.7227 |
|
4.250 |
0.7117 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7468 |
| PP |
0.7434 |
0.7454 |
| S1 |
0.7430 |
0.7440 |
|