CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7463 |
0.0063 |
0.8% |
0.7408 |
| High |
0.7467 |
0.7464 |
-0.0003 |
0.0% |
0.7476 |
| Low |
0.7388 |
0.7419 |
0.0031 |
0.4% |
0.7390 |
| Close |
0.7454 |
0.7456 |
0.0001 |
0.0% |
0.7398 |
| Range |
0.0079 |
0.0044 |
-0.0034 |
-43.3% |
0.0086 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
77,294 |
73,071 |
-4,223 |
-5.5% |
263,468 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7562 |
0.7480 |
|
| R3 |
0.7535 |
0.7517 |
0.7468 |
|
| R2 |
0.7490 |
0.7490 |
0.7464 |
|
| R1 |
0.7473 |
0.7473 |
0.7460 |
0.7460 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7439 |
| S1 |
0.7429 |
0.7429 |
0.7451 |
0.7415 |
| S2 |
0.7402 |
0.7402 |
0.7447 |
|
| S3 |
0.7357 |
0.7384 |
0.7443 |
|
| S4 |
0.7313 |
0.7340 |
0.7431 |
|
|
| 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% |
0.0054 |
0.7% |
77% |
False |
False |
68,641 |
| 10 |
0.7476 |
0.7374 |
0.0103 |
1.4% |
0.0057 |
0.8% |
80% |
False |
False |
69,352 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0056 |
0.8% |
52% |
False |
False |
74,540 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0056 |
0.8% |
28% |
False |
False |
73,432 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0060 |
0.8% |
21% |
False |
False |
65,969 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0058 |
0.8% |
20% |
False |
False |
49,630 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
20% |
False |
False |
39,750 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.2% |
0.0060 |
0.8% |
18% |
False |
False |
33,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7580 |
|
1.618 |
0.7535 |
|
1.000 |
0.7508 |
|
0.618 |
0.7491 |
|
HIGH |
0.7464 |
|
0.618 |
0.7447 |
|
0.500 |
0.7441 |
|
0.382 |
0.7436 |
|
LOW |
0.7419 |
|
0.618 |
0.7392 |
|
1.000 |
0.7375 |
|
1.618 |
0.7347 |
|
2.618 |
0.7303 |
|
4.250 |
0.7230 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7451 |
0.7446 |
| PP |
0.7446 |
0.7437 |
| S1 |
0.7441 |
0.7427 |
|