CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7400 |
-0.0012 |
-0.2% |
0.7408 |
| High |
0.7434 |
0.7467 |
0.0033 |
0.4% |
0.7476 |
| Low |
0.7390 |
0.7388 |
-0.0002 |
0.0% |
0.7390 |
| Close |
0.7398 |
0.7454 |
0.0056 |
0.8% |
0.7398 |
| Range |
0.0044 |
0.0079 |
0.0034 |
76.4% |
0.0086 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
2.8% |
0.0000 |
| Volume |
60,567 |
77,294 |
16,727 |
27.6% |
263,468 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7672 |
0.7641 |
0.7497 |
|
| R3 |
0.7593 |
0.7563 |
0.7476 |
|
| R2 |
0.7515 |
0.7515 |
0.7468 |
|
| R1 |
0.7484 |
0.7484 |
0.7461 |
0.7500 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7444 |
| S1 |
0.7406 |
0.7406 |
0.7447 |
0.7421 |
| S2 |
0.7358 |
0.7358 |
0.7440 |
|
| S3 |
0.7279 |
0.7327 |
0.7432 |
|
| S4 |
0.7201 |
0.7249 |
0.7411 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7626 |
0.7446 |
|
| R3 |
0.7594 |
0.7539 |
0.7422 |
|
| R2 |
0.7508 |
0.7508 |
0.7414 |
|
| R1 |
0.7453 |
0.7453 |
0.7406 |
0.7437 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7413 |
| S1 |
0.7366 |
0.7366 |
0.7390 |
0.7351 |
| S2 |
0.7335 |
0.7335 |
0.7382 |
|
| S3 |
0.7248 |
0.7280 |
0.7374 |
|
| S4 |
0.7162 |
0.7193 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7476 |
0.7388 |
0.0088 |
1.2% |
0.0059 |
0.8% |
75% |
False |
True |
68,152 |
| 10 |
0.7476 |
0.7361 |
0.0116 |
1.5% |
0.0056 |
0.8% |
81% |
False |
False |
69,786 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0055 |
0.7% |
52% |
False |
False |
73,744 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0056 |
0.8% |
27% |
False |
False |
72,957 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0061 |
0.8% |
21% |
False |
False |
64,768 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
20% |
False |
False |
48,723 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
20% |
False |
False |
39,021 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0060 |
0.8% |
17% |
False |
False |
32,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7672 |
|
1.618 |
0.7594 |
|
1.000 |
0.7545 |
|
0.618 |
0.7515 |
|
HIGH |
0.7467 |
|
0.618 |
0.7437 |
|
0.500 |
0.7427 |
|
0.382 |
0.7418 |
|
LOW |
0.7388 |
|
0.618 |
0.7339 |
|
1.000 |
0.7310 |
|
1.618 |
0.7261 |
|
2.618 |
0.7182 |
|
4.250 |
0.7054 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7445 |
0.7445 |
| PP |
0.7436 |
0.7436 |
| S1 |
0.7427 |
0.7427 |
|