CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7398 |
0.7408 |
0.0010 |
0.1% |
0.7398 |
| High |
0.7413 |
0.7472 |
0.0059 |
0.8% |
0.7465 |
| Low |
0.7374 |
0.7402 |
0.0028 |
0.4% |
0.7361 |
| Close |
0.7406 |
0.7450 |
0.0044 |
0.6% |
0.7406 |
| Range |
0.0040 |
0.0071 |
0.0031 |
78.5% |
0.0104 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.7% |
0.0000 |
| Volume |
69,064 |
70,628 |
1,564 |
2.3% |
357,106 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7622 |
0.7488 |
|
| R3 |
0.7582 |
0.7551 |
0.7469 |
|
| R2 |
0.7512 |
0.7512 |
0.7462 |
|
| R1 |
0.7481 |
0.7481 |
0.7456 |
0.7496 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7449 |
| S1 |
0.7410 |
0.7410 |
0.7443 |
0.7426 |
| S2 |
0.7370 |
0.7370 |
0.7437 |
|
| S3 |
0.7300 |
0.7339 |
0.7430 |
|
| S4 |
0.7229 |
0.7269 |
0.7411 |
|
|
| 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 |
0.7472 |
0.7374 |
0.0099 |
1.3% |
0.0059 |
0.8% |
77% |
True |
False |
70,064 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0066 |
0.9% |
49% |
False |
False |
80,141 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0052 |
0.7% |
49% |
False |
False |
74,798 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0059 |
0.8% |
26% |
False |
False |
74,250 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0060 |
0.8% |
20% |
False |
False |
60,342 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
19% |
False |
False |
45,358 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
19% |
False |
False |
36,325 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0061 |
0.8% |
17% |
False |
False |
30,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7657 |
|
1.618 |
0.7586 |
|
1.000 |
0.7543 |
|
0.618 |
0.7516 |
|
HIGH |
0.7472 |
|
0.618 |
0.7445 |
|
0.500 |
0.7437 |
|
0.382 |
0.7428 |
|
LOW |
0.7402 |
|
0.618 |
0.7358 |
|
1.000 |
0.7331 |
|
1.618 |
0.7287 |
|
2.618 |
0.7217 |
|
4.250 |
0.7102 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7445 |
0.7441 |
| PP |
0.7441 |
0.7432 |
| S1 |
0.7437 |
0.7423 |
|