CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7382 |
-0.0016 |
-0.2% |
0.7481 |
| High |
0.7400 |
0.7441 |
0.0041 |
0.6% |
0.7542 |
| Low |
0.7361 |
0.7380 |
0.0020 |
0.3% |
0.7382 |
| Close |
0.7377 |
0.7429 |
0.0052 |
0.7% |
0.7383 |
| Range |
0.0039 |
0.0061 |
0.0021 |
55.1% |
0.0159 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
77,414 |
74,514 |
-2,900 |
-3.7% |
429,922 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7598 |
0.7574 |
0.7462 |
|
| R3 |
0.7537 |
0.7513 |
0.7445 |
|
| R2 |
0.7477 |
0.7477 |
0.7440 |
|
| R1 |
0.7453 |
0.7453 |
0.7434 |
0.7465 |
| PP |
0.7416 |
0.7416 |
0.7416 |
0.7422 |
| S1 |
0.7392 |
0.7392 |
0.7423 |
0.7404 |
| S2 |
0.7356 |
0.7356 |
0.7417 |
|
| S3 |
0.7295 |
0.7332 |
0.7412 |
|
| S4 |
0.7235 |
0.7271 |
0.7395 |
|
|
| 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 |
2.4% |
0.0073 |
1.0% |
38% |
False |
False |
94,463 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0057 |
0.8% |
38% |
False |
False |
79,323 |
| 20 |
0.7692 |
0.7361 |
0.0332 |
4.5% |
0.0054 |
0.7% |
21% |
False |
False |
78,330 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0060 |
0.8% |
20% |
False |
False |
74,192 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0059 |
0.8% |
15% |
False |
False |
55,771 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
14% |
False |
False |
41,920 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
14% |
False |
False |
33,571 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0060 |
0.8% |
13% |
False |
False |
28,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7698 |
|
2.618 |
0.7599 |
|
1.618 |
0.7538 |
|
1.000 |
0.7501 |
|
0.618 |
0.7478 |
|
HIGH |
0.7441 |
|
0.618 |
0.7417 |
|
0.500 |
0.7410 |
|
0.382 |
0.7403 |
|
LOW |
0.7380 |
|
0.618 |
0.7343 |
|
1.000 |
0.7320 |
|
1.618 |
0.7282 |
|
2.618 |
0.7222 |
|
4.250 |
0.7123 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7419 |
| PP |
0.7416 |
0.7410 |
| S1 |
0.7410 |
0.7401 |
|