CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7509 |
0.7501 |
-0.0008 |
-0.1% |
0.7400 |
| High |
0.7546 |
0.7557 |
0.0011 |
0.1% |
0.7546 |
| Low |
0.7509 |
0.7488 |
-0.0021 |
-0.3% |
0.7388 |
| Close |
0.7521 |
0.7539 |
0.0019 |
0.2% |
0.7521 |
| Range |
0.0036 |
0.0069 |
0.0032 |
87.7% |
0.0158 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
63,559 |
62,586 |
-973 |
-1.5% |
408,701 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7705 |
0.7577 |
|
| R3 |
0.7665 |
0.7636 |
0.7558 |
|
| R2 |
0.7596 |
0.7596 |
0.7552 |
|
| R1 |
0.7568 |
0.7568 |
0.7545 |
0.7582 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7535 |
| S1 |
0.7499 |
0.7499 |
0.7533 |
0.7514 |
| S2 |
0.7459 |
0.7459 |
0.7526 |
|
| S3 |
0.7391 |
0.7431 |
0.7520 |
|
| S4 |
0.7322 |
0.7362 |
0.7501 |
|
|
| 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 |
0.7557 |
0.7419 |
0.0137 |
1.8% |
0.0062 |
0.8% |
87% |
True |
False |
78,798 |
| 10 |
0.7557 |
0.7388 |
0.0169 |
2.2% |
0.0060 |
0.8% |
90% |
True |
False |
73,475 |
| 20 |
0.7557 |
0.7361 |
0.0196 |
2.6% |
0.0062 |
0.8% |
91% |
True |
False |
76,089 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0057 |
0.8% |
52% |
False |
False |
74,265 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0060 |
0.8% |
52% |
False |
False |
70,966 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
37% |
False |
False |
53,628 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
37% |
False |
False |
42,952 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0061 |
0.8% |
35% |
False |
False |
35,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7736 |
|
1.618 |
0.7667 |
|
1.000 |
0.7625 |
|
0.618 |
0.7599 |
|
HIGH |
0.7557 |
|
0.618 |
0.7530 |
|
0.500 |
0.7522 |
|
0.382 |
0.7514 |
|
LOW |
0.7488 |
|
0.618 |
0.7446 |
|
1.000 |
0.7420 |
|
1.618 |
0.7377 |
|
2.618 |
0.7309 |
|
4.250 |
0.7197 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7526 |
| PP |
0.7528 |
0.7513 |
| S1 |
0.7522 |
0.7500 |
|