CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7532 |
0.7559 |
0.0028 |
0.4% |
0.7400 |
| High |
0.7564 |
0.7586 |
0.0023 |
0.3% |
0.7546 |
| Low |
0.7521 |
0.7548 |
0.0027 |
0.4% |
0.7388 |
| Close |
0.7553 |
0.7582 |
0.0029 |
0.4% |
0.7521 |
| Range |
0.0043 |
0.0038 |
-0.0005 |
-10.6% |
0.0158 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
50,058 |
66,835 |
16,777 |
33.5% |
408,701 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7672 |
0.7603 |
|
| R3 |
0.7648 |
0.7634 |
0.7592 |
|
| R2 |
0.7610 |
0.7610 |
0.7589 |
|
| R1 |
0.7596 |
0.7596 |
0.7585 |
0.7603 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7576 |
| S1 |
0.7558 |
0.7558 |
0.7579 |
0.7565 |
| S2 |
0.7534 |
0.7534 |
0.7575 |
|
| S3 |
0.7496 |
0.7520 |
0.7572 |
|
| S4 |
0.7458 |
0.7482 |
0.7561 |
|
|
| 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 |
0.7586 |
0.7488 |
0.0098 |
1.3% |
0.0044 |
0.6% |
96% |
True |
False |
58,255 |
| 10 |
0.7586 |
0.7388 |
0.0198 |
2.6% |
0.0055 |
0.7% |
98% |
True |
False |
69,698 |
| 20 |
0.7586 |
0.7361 |
0.0226 |
3.0% |
0.0055 |
0.7% |
98% |
True |
False |
71,625 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0056 |
0.7% |
65% |
False |
False |
73,502 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0058 |
0.8% |
65% |
False |
False |
72,029 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0058 |
0.8% |
46% |
False |
False |
55,681 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
46% |
False |
False |
44,599 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0060 |
0.8% |
44% |
False |
False |
37,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7748 |
|
2.618 |
0.7685 |
|
1.618 |
0.7647 |
|
1.000 |
0.7624 |
|
0.618 |
0.7609 |
|
HIGH |
0.7586 |
|
0.618 |
0.7571 |
|
0.500 |
0.7567 |
|
0.382 |
0.7563 |
|
LOW |
0.7548 |
|
0.618 |
0.7525 |
|
1.000 |
0.7510 |
|
1.618 |
0.7487 |
|
2.618 |
0.7449 |
|
4.250 |
0.7387 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7577 |
0.7571 |
| PP |
0.7572 |
0.7560 |
| S1 |
0.7567 |
0.7549 |
|