CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7538 |
0.0037 |
0.5% |
0.7400 |
| High |
0.7557 |
0.7547 |
-0.0010 |
-0.1% |
0.7546 |
| Low |
0.7488 |
0.7513 |
0.0025 |
0.3% |
0.7388 |
| Close |
0.7539 |
0.7524 |
-0.0015 |
-0.2% |
0.7521 |
| Range |
0.0069 |
0.0034 |
-0.0034 |
-50.4% |
0.0158 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
62,586 |
48,241 |
-14,345 |
-22.9% |
408,701 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7611 |
0.7543 |
|
| R3 |
0.7596 |
0.7577 |
0.7533 |
|
| R2 |
0.7562 |
0.7562 |
0.7530 |
|
| R1 |
0.7543 |
0.7543 |
0.7527 |
0.7535 |
| PP |
0.7528 |
0.7528 |
0.7528 |
0.7524 |
| S1 |
0.7509 |
0.7509 |
0.7521 |
0.7501 |
| S2 |
0.7494 |
0.7494 |
0.7518 |
|
| S3 |
0.7460 |
0.7475 |
0.7515 |
|
| S4 |
0.7426 |
0.7441 |
0.7505 |
|
|
| 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 |
0.7429 |
0.0128 |
1.7% |
0.0060 |
0.8% |
75% |
False |
False |
73,832 |
| 10 |
0.7557 |
0.7388 |
0.0169 |
2.2% |
0.0057 |
0.8% |
81% |
False |
False |
71,236 |
| 20 |
0.7557 |
0.7361 |
0.0196 |
2.6% |
0.0061 |
0.8% |
83% |
False |
False |
75,689 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0056 |
0.7% |
48% |
False |
False |
73,916 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0059 |
0.8% |
48% |
False |
False |
71,451 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
34% |
False |
False |
54,229 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
34% |
False |
False |
43,432 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0060 |
0.8% |
32% |
False |
False |
36,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7636 |
|
1.618 |
0.7602 |
|
1.000 |
0.7581 |
|
0.618 |
0.7568 |
|
HIGH |
0.7547 |
|
0.618 |
0.7534 |
|
0.500 |
0.7530 |
|
0.382 |
0.7525 |
|
LOW |
0.7513 |
|
0.618 |
0.7491 |
|
1.000 |
0.7478 |
|
1.618 |
0.7457 |
|
2.618 |
0.7423 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7523 |
| PP |
0.7528 |
0.7523 |
| S1 |
0.7526 |
0.7522 |
|