CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7436 |
0.0054 |
0.7% |
0.7481 |
| High |
0.7441 |
0.7462 |
0.0022 |
0.3% |
0.7542 |
| Low |
0.7380 |
0.7406 |
0.0026 |
0.3% |
0.7382 |
| Close |
0.7429 |
0.7443 |
0.0015 |
0.2% |
0.7383 |
| Range |
0.0061 |
0.0057 |
-0.0004 |
-6.6% |
0.0159 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
74,514 |
70,276 |
-4,238 |
-5.7% |
429,922 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7606 |
0.7581 |
0.7474 |
|
| R3 |
0.7550 |
0.7525 |
0.7459 |
|
| R2 |
0.7493 |
0.7493 |
0.7453 |
|
| R1 |
0.7468 |
0.7468 |
0.7448 |
0.7481 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7443 |
| S1 |
0.7412 |
0.7412 |
0.7438 |
0.7424 |
| S2 |
0.7380 |
0.7380 |
0.7433 |
|
| S3 |
0.7324 |
0.7355 |
0.7427 |
|
| S4 |
0.7267 |
0.7299 |
0.7412 |
|
|
| 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 |
0.7472 |
0.7361 |
0.0111 |
1.5% |
0.0055 |
0.7% |
74% |
False |
False |
79,544 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0060 |
0.8% |
46% |
False |
False |
79,196 |
| 20 |
0.7626 |
0.7361 |
0.0265 |
3.6% |
0.0053 |
0.7% |
31% |
False |
False |
76,733 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0060 |
0.8% |
24% |
False |
False |
74,172 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0059 |
0.8% |
19% |
False |
False |
56,938 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
17% |
False |
False |
42,797 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
17% |
False |
False |
34,272 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0060 |
0.8% |
15% |
False |
False |
28,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7702 |
|
2.618 |
0.7610 |
|
1.618 |
0.7553 |
|
1.000 |
0.7519 |
|
0.618 |
0.7497 |
|
HIGH |
0.7462 |
|
0.618 |
0.7440 |
|
0.500 |
0.7434 |
|
0.382 |
0.7427 |
|
LOW |
0.7406 |
|
0.618 |
0.7371 |
|
1.000 |
0.7349 |
|
1.618 |
0.7314 |
|
2.618 |
0.7258 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7432 |
| PP |
0.7437 |
0.7422 |
| S1 |
0.7434 |
0.7411 |
|