CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7398 |
-0.0029 |
-0.4% |
0.7481 |
| High |
0.7434 |
0.7400 |
-0.0034 |
-0.5% |
0.7542 |
| Low |
0.7382 |
0.7361 |
-0.0022 |
-0.3% |
0.7382 |
| Close |
0.7383 |
0.7377 |
-0.0006 |
-0.1% |
0.7383 |
| Range |
0.0051 |
0.0039 |
-0.0012 |
-24.3% |
0.0159 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
87,577 |
77,414 |
-10,163 |
-11.6% |
429,922 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7496 |
0.7476 |
0.7398 |
|
| R3 |
0.7457 |
0.7437 |
0.7388 |
|
| R2 |
0.7418 |
0.7418 |
0.7384 |
|
| R1 |
0.7398 |
0.7398 |
0.7381 |
0.7388 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7374 |
| S1 |
0.7358 |
0.7358 |
0.7373 |
0.7349 |
| S2 |
0.7340 |
0.7340 |
0.7370 |
|
| S3 |
0.7301 |
0.7319 |
0.7366 |
|
| S4 |
0.7262 |
0.7280 |
0.7356 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7808 |
0.7471 |
|
| R3 |
0.7754 |
0.7648 |
0.7427 |
|
| R2 |
0.7595 |
0.7595 |
0.7412 |
|
| R1 |
0.7489 |
0.7489 |
0.7398 |
0.7462 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7422 |
| S1 |
0.7330 |
0.7330 |
0.7368 |
0.7303 |
| S2 |
0.7276 |
0.7276 |
0.7354 |
|
| S3 |
0.7117 |
0.7170 |
0.7339 |
|
| S4 |
0.6957 |
0.7011 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7542 |
0.7361 |
0.0181 |
2.5% |
0.0073 |
1.0% |
9% |
False |
True |
90,219 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.5% |
0.0055 |
0.8% |
9% |
False |
True |
79,729 |
| 20 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0055 |
0.8% |
5% |
False |
True |
77,875 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0060 |
0.8% |
5% |
False |
True |
73,696 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0059 |
0.8% |
4% |
False |
True |
54,535 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.5% |
0.0059 |
0.8% |
3% |
False |
True |
40,993 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.5% |
0.0061 |
0.8% |
3% |
False |
True |
32,832 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.3% |
0.0060 |
0.8% |
3% |
False |
True |
27,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7565 |
|
2.618 |
0.7502 |
|
1.618 |
0.7463 |
|
1.000 |
0.7439 |
|
0.618 |
0.7424 |
|
HIGH |
0.7400 |
|
0.618 |
0.7385 |
|
0.500 |
0.7380 |
|
0.382 |
0.7375 |
|
LOW |
0.7361 |
|
0.618 |
0.7336 |
|
1.000 |
0.7321 |
|
1.618 |
0.7297 |
|
2.618 |
0.7258 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7380 |
0.7416 |
| PP |
0.7379 |
0.7403 |
| S1 |
0.7378 |
0.7390 |
|