CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7449 |
0.7509 |
0.0061 |
0.8% |
0.7400 |
| High |
0.7520 |
0.7546 |
0.0026 |
0.3% |
0.7546 |
| Low |
0.7443 |
0.7509 |
0.0066 |
0.9% |
0.7388 |
| Close |
0.7507 |
0.7521 |
0.0013 |
0.2% |
0.7521 |
| Range |
0.0077 |
0.0036 |
-0.0040 |
-52.3% |
0.0158 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
88,122 |
63,559 |
-24,563 |
-27.9% |
408,701 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7634 |
0.7614 |
0.7541 |
|
| R3 |
0.7598 |
0.7577 |
0.7531 |
|
| R2 |
0.7561 |
0.7561 |
0.7527 |
|
| R1 |
0.7541 |
0.7541 |
0.7524 |
0.7551 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7530 |
| S1 |
0.7505 |
0.7505 |
0.7517 |
0.7515 |
| S2 |
0.7489 |
0.7489 |
0.7514 |
|
| S3 |
0.7452 |
0.7468 |
0.7510 |
|
| S4 |
0.7416 |
0.7432 |
0.7500 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7957 |
0.7896 |
0.7607 |
|
| R3 |
0.7800 |
0.7739 |
0.7564 |
|
| R2 |
0.7642 |
0.7642 |
0.7549 |
|
| R1 |
0.7581 |
0.7581 |
0.7535 |
0.7612 |
| PP |
0.7485 |
0.7485 |
0.7485 |
0.7500 |
| S1 |
0.7424 |
0.7424 |
0.7506 |
0.7454 |
| S2 |
0.7327 |
0.7327 |
0.7492 |
|
| S3 |
0.7170 |
0.7266 |
0.7477 |
|
| S4 |
0.7012 |
0.7109 |
0.7434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7546 |
0.7388 |
0.0158 |
2.1% |
0.0064 |
0.8% |
84% |
True |
False |
81,740 |
| 10 |
0.7546 |
0.7374 |
0.0172 |
2.3% |
0.0057 |
0.8% |
85% |
True |
False |
74,123 |
| 20 |
0.7546 |
0.7361 |
0.0185 |
2.5% |
0.0061 |
0.8% |
86% |
True |
False |
77,372 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0058 |
0.8% |
47% |
False |
False |
75,352 |
| 60 |
0.7765 |
0.7361 |
0.0405 |
5.4% |
0.0060 |
0.8% |
40% |
False |
False |
70,030 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
34% |
False |
False |
52,850 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
34% |
False |
False |
42,327 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0061 |
0.8% |
32% |
False |
False |
35,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7701 |
|
2.618 |
0.7641 |
|
1.618 |
0.7605 |
|
1.000 |
0.7582 |
|
0.618 |
0.7568 |
|
HIGH |
0.7546 |
|
0.618 |
0.7532 |
|
0.500 |
0.7527 |
|
0.382 |
0.7523 |
|
LOW |
0.7509 |
|
0.618 |
0.7486 |
|
1.000 |
0.7473 |
|
1.618 |
0.7450 |
|
2.618 |
0.7413 |
|
4.250 |
0.7354 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7509 |
| PP |
0.7525 |
0.7498 |
| S1 |
0.7523 |
0.7487 |
|