CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7444 |
-0.0006 |
-0.1% |
0.7398 |
| High |
0.7476 |
0.7450 |
-0.0026 |
-0.3% |
0.7465 |
| Low |
0.7427 |
0.7399 |
-0.0029 |
-0.4% |
0.7361 |
| Close |
0.7442 |
0.7414 |
-0.0029 |
-0.4% |
0.7406 |
| Range |
0.0049 |
0.0052 |
0.0003 |
5.1% |
0.0104 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
70,804 |
61,469 |
-9,335 |
-13.2% |
357,106 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7575 |
0.7546 |
0.7442 |
|
| R3 |
0.7524 |
0.7494 |
0.7428 |
|
| R2 |
0.7472 |
0.7472 |
0.7423 |
|
| R1 |
0.7443 |
0.7443 |
0.7418 |
0.7432 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7415 |
| S1 |
0.7391 |
0.7391 |
0.7409 |
0.7380 |
| S2 |
0.7369 |
0.7369 |
0.7404 |
|
| S3 |
0.7318 |
0.7340 |
0.7399 |
|
| S4 |
0.7266 |
0.7288 |
0.7385 |
|
|
| 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% |
0.0056 |
0.8% |
39% |
False |
False |
67,560 |
| 10 |
0.7476 |
0.7361 |
0.0116 |
1.6% |
0.0056 |
0.7% |
46% |
False |
False |
73,552 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0053 |
0.7% |
29% |
False |
False |
74,697 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0057 |
0.8% |
15% |
False |
False |
73,465 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0060 |
0.8% |
12% |
False |
False |
62,535 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
11% |
False |
False |
47,008 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
11% |
False |
False |
37,646 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.3% |
0.0060 |
0.8% |
10% |
False |
False |
31,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7585 |
|
1.618 |
0.7533 |
|
1.000 |
0.7502 |
|
0.618 |
0.7482 |
|
HIGH |
0.7450 |
|
0.618 |
0.7430 |
|
0.500 |
0.7424 |
|
0.382 |
0.7418 |
|
LOW |
0.7399 |
|
0.618 |
0.7367 |
|
1.000 |
0.7347 |
|
1.618 |
0.7315 |
|
2.618 |
0.7264 |
|
4.250 |
0.7180 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7424 |
0.7437 |
| PP |
0.7421 |
0.7429 |
| S1 |
0.7417 |
0.7421 |
|