CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7527 |
-0.0088 |
-1.2% |
0.7501 |
| High |
0.7646 |
0.7534 |
-0.0112 |
-1.5% |
0.7605 |
| Low |
0.7523 |
0.7454 |
-0.0068 |
-0.9% |
0.7488 |
| Close |
0.7546 |
0.7497 |
-0.0049 |
-0.6% |
0.7597 |
| Range |
0.0124 |
0.0080 |
-0.0044 |
-35.2% |
0.0117 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
4.7% |
0.0000 |
| Volume |
110,519 |
94,942 |
-15,577 |
-14.1% |
272,035 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7696 |
0.7541 |
|
| R3 |
0.7655 |
0.7616 |
0.7519 |
|
| R2 |
0.7575 |
0.7575 |
0.7511 |
|
| R1 |
0.7536 |
0.7536 |
0.7504 |
0.7515 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7485 |
| S1 |
0.7456 |
0.7456 |
0.7489 |
0.7435 |
| S2 |
0.7415 |
0.7415 |
0.7482 |
|
| S3 |
0.7335 |
0.7376 |
0.7475 |
|
| S4 |
0.7255 |
0.7296 |
0.7453 |
|
|
| 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 |
0.7454 |
0.0192 |
2.6% |
0.0057 |
0.8% |
22% |
False |
True |
74,182 |
| 10 |
0.7646 |
0.7454 |
0.0192 |
2.6% |
0.0051 |
0.7% |
22% |
False |
True |
66,219 |
| 20 |
0.7646 |
0.7374 |
0.0273 |
3.6% |
0.0056 |
0.7% |
45% |
False |
False |
70,285 |
| 40 |
0.7646 |
0.7361 |
0.0286 |
3.8% |
0.0054 |
0.7% |
48% |
False |
False |
73,509 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0058 |
0.8% |
40% |
False |
False |
72,876 |
| 80 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0059 |
0.8% |
31% |
False |
False |
60,274 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
28% |
False |
False |
48,294 |
| 120 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
28% |
False |
False |
40,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7874 |
|
2.618 |
0.7743 |
|
1.618 |
0.7663 |
|
1.000 |
0.7614 |
|
0.618 |
0.7583 |
|
HIGH |
0.7534 |
|
0.618 |
0.7503 |
|
0.500 |
0.7494 |
|
0.382 |
0.7485 |
|
LOW |
0.7454 |
|
0.618 |
0.7405 |
|
1.000 |
0.7374 |
|
1.618 |
0.7325 |
|
2.618 |
0.7245 |
|
4.250 |
0.7114 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7496 |
0.7550 |
| PP |
0.7495 |
0.7532 |
| S1 |
0.7494 |
0.7514 |
|