CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7450 |
0.0043 |
0.6% |
0.7398 |
| High |
0.7472 |
0.7476 |
0.0004 |
0.1% |
0.7465 |
| Low |
0.7402 |
0.7427 |
0.0026 |
0.3% |
0.7361 |
| Close |
0.7450 |
0.7442 |
-0.0008 |
-0.1% |
0.7406 |
| Range |
0.0071 |
0.0049 |
-0.0022 |
-30.5% |
0.0104 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
70,628 |
70,804 |
176 |
0.2% |
357,106 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7595 |
0.7568 |
0.7469 |
|
| R3 |
0.7546 |
0.7519 |
0.7455 |
|
| R2 |
0.7497 |
0.7497 |
0.7451 |
|
| R1 |
0.7470 |
0.7470 |
0.7446 |
0.7459 |
| PP |
0.7448 |
0.7448 |
0.7448 |
0.7443 |
| S1 |
0.7421 |
0.7421 |
0.7438 |
0.7410 |
| S2 |
0.7399 |
0.7399 |
0.7433 |
|
| S3 |
0.7350 |
0.7372 |
0.7429 |
|
| S4 |
0.7301 |
0.7323 |
0.7415 |
|
|
| 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 |
0.7476 |
0.7374 |
0.0103 |
1.4% |
0.0057 |
0.8% |
67% |
True |
False |
69,322 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0065 |
0.9% |
45% |
False |
False |
81,892 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0052 |
0.7% |
45% |
False |
False |
75,089 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0058 |
0.8% |
24% |
False |
False |
74,059 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0060 |
0.8% |
18% |
False |
False |
61,518 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
17% |
False |
False |
46,242 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
17% |
False |
False |
37,033 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0060 |
0.8% |
15% |
False |
False |
30,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7604 |
|
1.618 |
0.7555 |
|
1.000 |
0.7525 |
|
0.618 |
0.7506 |
|
HIGH |
0.7476 |
|
0.618 |
0.7457 |
|
0.500 |
0.7452 |
|
0.382 |
0.7446 |
|
LOW |
0.7427 |
|
0.618 |
0.7397 |
|
1.000 |
0.7378 |
|
1.618 |
0.7348 |
|
2.618 |
0.7299 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7452 |
0.7436 |
| PP |
0.7448 |
0.7431 |
| S1 |
0.7445 |
0.7425 |
|