CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7616 |
0.7615 |
-0.0001 |
0.0% |
0.7501 |
| High |
0.7634 |
0.7646 |
0.0013 |
0.2% |
0.7605 |
| Low |
0.7611 |
0.7523 |
-0.0089 |
-1.2% |
0.7488 |
| Close |
0.7623 |
0.7546 |
-0.0077 |
-1.0% |
0.7597 |
| Range |
0.0023 |
0.0124 |
0.0101 |
448.9% |
0.0117 |
| ATR |
0.0050 |
0.0055 |
0.0005 |
10.5% |
0.0000 |
| Volume |
62,368 |
110,519 |
48,151 |
77.2% |
272,035 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7867 |
0.7613 |
|
| R3 |
0.7818 |
0.7744 |
0.7579 |
|
| R2 |
0.7695 |
0.7695 |
0.7568 |
|
| R1 |
0.7620 |
0.7620 |
0.7557 |
0.7596 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7559 |
| S1 |
0.7497 |
0.7497 |
0.7534 |
0.7472 |
| S2 |
0.7448 |
0.7448 |
0.7523 |
|
| S3 |
0.7324 |
0.7373 |
0.7512 |
|
| S4 |
0.7201 |
0.7250 |
0.7478 |
|
|
| 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 |
0.7646 |
0.7523 |
0.0124 |
1.6% |
0.0049 |
0.6% |
19% |
True |
True |
68,561 |
| 10 |
0.7646 |
0.7443 |
0.0203 |
2.7% |
0.0050 |
0.7% |
50% |
True |
False |
65,537 |
| 20 |
0.7646 |
0.7374 |
0.0273 |
3.6% |
0.0054 |
0.7% |
63% |
True |
False |
69,051 |
| 40 |
0.7692 |
0.7361 |
0.0332 |
4.4% |
0.0054 |
0.7% |
56% |
False |
False |
73,691 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.5% |
0.0058 |
0.8% |
54% |
False |
False |
72,478 |
| 80 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0058 |
0.8% |
42% |
False |
False |
59,091 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0058 |
0.8% |
39% |
False |
False |
47,346 |
| 120 |
0.7838 |
0.7361 |
0.0478 |
6.3% |
0.0059 |
0.8% |
39% |
False |
False |
39,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.7969 |
|
1.618 |
0.7846 |
|
1.000 |
0.7770 |
|
0.618 |
0.7722 |
|
HIGH |
0.7646 |
|
0.618 |
0.7599 |
|
0.500 |
0.7584 |
|
0.382 |
0.7570 |
|
LOW |
0.7523 |
|
0.618 |
0.7446 |
|
1.000 |
0.7399 |
|
1.618 |
0.7323 |
|
2.618 |
0.7199 |
|
4.250 |
0.6998 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7584 |
| PP |
0.7571 |
0.7571 |
| S1 |
0.7558 |
0.7558 |
|