CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7449 |
0.0001 |
0.0% |
0.7408 |
| High |
0.7511 |
0.7520 |
0.0009 |
0.1% |
0.7476 |
| Low |
0.7429 |
0.7443 |
0.0015 |
0.2% |
0.7390 |
| Close |
0.7451 |
0.7507 |
0.0057 |
0.8% |
0.7398 |
| Range |
0.0083 |
0.0077 |
-0.0006 |
-7.3% |
0.0086 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
2.2% |
0.0000 |
| Volume |
106,655 |
88,122 |
-18,533 |
-17.4% |
263,468 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7690 |
0.7549 |
|
| R3 |
0.7643 |
0.7613 |
0.7528 |
|
| R2 |
0.7566 |
0.7566 |
0.7521 |
|
| R1 |
0.7537 |
0.7537 |
0.7514 |
0.7552 |
| PP |
0.7490 |
0.7490 |
0.7490 |
0.7497 |
| S1 |
0.7460 |
0.7460 |
0.7500 |
0.7475 |
| S2 |
0.7413 |
0.7413 |
0.7493 |
|
| S3 |
0.7337 |
0.7384 |
0.7486 |
|
| S4 |
0.7260 |
0.7307 |
0.7465 |
|
|
| 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 |
0.7520 |
0.7388 |
0.0132 |
1.8% |
0.0065 |
0.9% |
90% |
True |
False |
81,141 |
| 10 |
0.7520 |
0.7374 |
0.0146 |
1.9% |
0.0061 |
0.8% |
91% |
True |
False |
74,351 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0060 |
0.8% |
81% |
False |
False |
76,774 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0058 |
0.8% |
43% |
False |
False |
75,338 |
| 60 |
0.7786 |
0.7361 |
0.0426 |
5.7% |
0.0060 |
0.8% |
34% |
False |
False |
69,073 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
31% |
False |
False |
52,060 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
31% |
False |
False |
41,694 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.8% |
0.0061 |
0.8% |
29% |
False |
False |
34,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7720 |
|
1.618 |
0.7643 |
|
1.000 |
0.7596 |
|
0.618 |
0.7567 |
|
HIGH |
0.7520 |
|
0.618 |
0.7490 |
|
0.500 |
0.7481 |
|
0.382 |
0.7472 |
|
LOW |
0.7443 |
|
0.618 |
0.7396 |
|
1.000 |
0.7367 |
|
1.618 |
0.7319 |
|
2.618 |
0.7243 |
|
4.250 |
0.7118 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7498 |
0.7494 |
| PP |
0.7490 |
0.7482 |
| S1 |
0.7481 |
0.7469 |
|