CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 07-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
0.7538 |
0.7532 |
-0.0007 |
-0.1% |
0.7400 |
High |
0.7547 |
0.7564 |
0.0017 |
0.2% |
0.7546 |
Low |
0.7513 |
0.7521 |
0.0009 |
0.1% |
0.7388 |
Close |
0.7524 |
0.7553 |
0.0029 |
0.4% |
0.7521 |
Range |
0.0034 |
0.0043 |
0.0008 |
25.0% |
0.0158 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
48,241 |
50,058 |
1,817 |
3.8% |
408,701 |
|
Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7673 |
0.7656 |
0.7576 |
|
R3 |
0.7631 |
0.7613 |
0.7565 |
|
R2 |
0.7588 |
0.7588 |
0.7561 |
|
R1 |
0.7571 |
0.7571 |
0.7557 |
0.7580 |
PP |
0.7546 |
0.7546 |
0.7546 |
0.7550 |
S1 |
0.7528 |
0.7528 |
0.7549 |
0.7537 |
S2 |
0.7503 |
0.7503 |
0.7545 |
|
S3 |
0.7461 |
0.7486 |
0.7541 |
|
S4 |
0.7418 |
0.7443 |
0.7530 |
|
|
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 |
0.7564 |
0.7443 |
0.0121 |
1.6% |
0.0052 |
0.7% |
91% |
True |
False |
62,513 |
10 |
0.7564 |
0.7388 |
0.0176 |
2.3% |
0.0056 |
0.7% |
94% |
True |
False |
69,162 |
20 |
0.7564 |
0.7361 |
0.0203 |
2.7% |
0.0061 |
0.8% |
95% |
True |
False |
75,527 |
40 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0056 |
0.7% |
56% |
False |
False |
73,454 |
60 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0058 |
0.8% |
56% |
False |
False |
71,798 |
80 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
40% |
False |
False |
54,853 |
100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
40% |
False |
False |
43,932 |
120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0060 |
0.8% |
38% |
False |
False |
36,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7744 |
2.618 |
0.7675 |
1.618 |
0.7632 |
1.000 |
0.7606 |
0.618 |
0.7590 |
HIGH |
0.7564 |
0.618 |
0.7547 |
0.500 |
0.7542 |
0.382 |
0.7537 |
LOW |
0.7521 |
0.618 |
0.7495 |
1.000 |
0.7479 |
1.618 |
0.7452 |
2.618 |
0.7410 |
4.250 |
0.7340 |
|
|
Fisher Pivots for day following 07-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7549 |
0.7544 |
PP |
0.7546 |
0.7535 |
S1 |
0.7542 |
0.7526 |
|