CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7610 |
0.0033 |
0.4% |
0.7501 |
| High |
0.7605 |
0.7630 |
0.0025 |
0.3% |
0.7605 |
| Low |
0.7570 |
0.7604 |
0.0035 |
0.5% |
0.7488 |
| Close |
0.7597 |
0.7612 |
0.0016 |
0.2% |
0.7597 |
| Range |
0.0035 |
0.0026 |
-0.0010 |
-27.1% |
0.0117 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
44,315 |
58,769 |
14,454 |
32.6% |
272,035 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7677 |
0.7626 |
|
| R3 |
0.7666 |
0.7652 |
0.7619 |
|
| R2 |
0.7641 |
0.7641 |
0.7617 |
|
| R1 |
0.7626 |
0.7626 |
0.7614 |
0.7634 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7619 |
| S1 |
0.7601 |
0.7601 |
0.7610 |
0.7608 |
| S2 |
0.7590 |
0.7590 |
0.7607 |
|
| S3 |
0.7564 |
0.7575 |
0.7605 |
|
| S4 |
0.7539 |
0.7550 |
0.7598 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7871 |
0.7661 |
|
| R3 |
0.7796 |
0.7755 |
0.7629 |
|
| R2 |
0.7680 |
0.7680 |
0.7618 |
|
| R1 |
0.7638 |
0.7638 |
0.7607 |
0.7659 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7573 |
| S1 |
0.7522 |
0.7522 |
0.7586 |
0.7542 |
| S2 |
0.7446 |
0.7446 |
0.7575 |
|
| S3 |
0.7330 |
0.7405 |
0.7564 |
|
| S4 |
0.7213 |
0.7288 |
0.7532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7630 |
0.7513 |
0.0117 |
1.5% |
0.0035 |
0.5% |
85% |
True |
False |
53,643 |
| 10 |
0.7630 |
0.7419 |
0.0211 |
2.8% |
0.0048 |
0.6% |
92% |
True |
False |
66,221 |
| 20 |
0.7630 |
0.7361 |
0.0269 |
3.5% |
0.0052 |
0.7% |
93% |
True |
False |
68,003 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0054 |
0.7% |
73% |
False |
False |
72,306 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0057 |
0.8% |
73% |
False |
False |
71,416 |
| 80 |
0.7825 |
0.7361 |
0.0464 |
6.1% |
0.0058 |
0.8% |
54% |
False |
False |
56,937 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0058 |
0.8% |
53% |
False |
False |
45,627 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.7% |
0.0060 |
0.8% |
50% |
False |
False |
38,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7738 |
|
2.618 |
0.7696 |
|
1.618 |
0.7671 |
|
1.000 |
0.7655 |
|
0.618 |
0.7645 |
|
HIGH |
0.7630 |
|
0.618 |
0.7620 |
|
0.500 |
0.7617 |
|
0.382 |
0.7614 |
|
LOW |
0.7604 |
|
0.618 |
0.7588 |
|
1.000 |
0.7579 |
|
1.618 |
0.7563 |
|
2.618 |
0.7537 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7604 |
| PP |
0.7615 |
0.7597 |
| S1 |
0.7614 |
0.7589 |
|