CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7445 |
0.7398 |
-0.0047 |
-0.6% |
0.7398 |
| High |
0.7465 |
0.7413 |
-0.0052 |
-0.7% |
0.7465 |
| Low |
0.7395 |
0.7374 |
-0.0021 |
-0.3% |
0.7361 |
| Close |
0.7410 |
0.7406 |
-0.0005 |
-0.1% |
0.7406 |
| Range |
0.0070 |
0.0040 |
-0.0031 |
-43.6% |
0.0104 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
65,838 |
69,064 |
3,226 |
4.9% |
357,106 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7516 |
0.7500 |
0.7427 |
|
| R3 |
0.7476 |
0.7461 |
0.7416 |
|
| R2 |
0.7437 |
0.7437 |
0.7413 |
|
| R1 |
0.7421 |
0.7421 |
0.7409 |
0.7429 |
| PP |
0.7397 |
0.7397 |
0.7397 |
0.7401 |
| S1 |
0.7382 |
0.7382 |
0.7402 |
0.7390 |
| S2 |
0.7358 |
0.7358 |
0.7398 |
|
| S3 |
0.7318 |
0.7342 |
0.7395 |
|
| S4 |
0.7279 |
0.7303 |
0.7384 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7668 |
0.7463 |
|
| R3 |
0.7618 |
0.7564 |
0.7434 |
|
| R2 |
0.7514 |
0.7514 |
0.7425 |
|
| R1 |
0.7460 |
0.7460 |
0.7415 |
0.7487 |
| PP |
0.7410 |
0.7410 |
0.7410 |
0.7424 |
| S1 |
0.7356 |
0.7356 |
0.7396 |
0.7383 |
| S2 |
0.7306 |
0.7306 |
0.7386 |
|
| S3 |
0.7202 |
0.7252 |
0.7377 |
|
| S4 |
0.7098 |
0.7148 |
0.7348 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7465 |
0.7361 |
0.0104 |
1.4% |
0.0053 |
0.7% |
43% |
False |
False |
71,421 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0064 |
0.9% |
25% |
False |
False |
78,702 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0051 |
0.7% |
25% |
False |
False |
74,908 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0059 |
0.8% |
13% |
False |
False |
73,992 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0060 |
0.8% |
10% |
False |
False |
59,173 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
9% |
False |
False |
44,480 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
9% |
False |
False |
35,620 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.3% |
0.0060 |
0.8% |
8% |
False |
False |
29,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7581 |
|
2.618 |
0.7516 |
|
1.618 |
0.7477 |
|
1.000 |
0.7453 |
|
0.618 |
0.7437 |
|
HIGH |
0.7413 |
|
0.618 |
0.7398 |
|
0.500 |
0.7393 |
|
0.382 |
0.7389 |
|
LOW |
0.7374 |
|
0.618 |
0.7349 |
|
1.000 |
0.7334 |
|
1.618 |
0.7310 |
|
2.618 |
0.7270 |
|
4.250 |
0.7206 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7401 |
0.7419 |
| PP |
0.7397 |
0.7415 |
| S1 |
0.7393 |
0.7410 |
|