CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7527 |
0.7499 |
-0.0028 |
-0.4% |
0.7610 |
| High |
0.7534 |
0.7508 |
-0.0026 |
-0.3% |
0.7646 |
| Low |
0.7454 |
0.7467 |
0.0013 |
0.2% |
0.7454 |
| Close |
0.7497 |
0.7489 |
-0.0008 |
-0.1% |
0.7489 |
| Range |
0.0080 |
0.0041 |
-0.0039 |
-48.8% |
0.0192 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
94,942 |
21,699 |
-73,243 |
-77.1% |
348,297 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7591 |
0.7511 |
|
| R3 |
0.7570 |
0.7550 |
0.7500 |
|
| R2 |
0.7529 |
0.7529 |
0.7496 |
|
| R1 |
0.7509 |
0.7509 |
0.7492 |
0.7498 |
| PP |
0.7488 |
0.7488 |
0.7488 |
0.7483 |
| S1 |
0.7468 |
0.7468 |
0.7485 |
0.7457 |
| S2 |
0.7447 |
0.7447 |
0.7481 |
|
| S3 |
0.7406 |
0.7427 |
0.7477 |
|
| S4 |
0.7365 |
0.7386 |
0.7466 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.7989 |
0.7594 |
|
| R3 |
0.7913 |
0.7797 |
0.7541 |
|
| R2 |
0.7721 |
0.7721 |
0.7524 |
|
| R1 |
0.7605 |
0.7605 |
0.7506 |
0.7567 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7511 |
| S1 |
0.7413 |
0.7413 |
0.7471 |
0.7375 |
| S2 |
0.7338 |
0.7338 |
0.7453 |
|
| S3 |
0.7146 |
0.7221 |
0.7436 |
|
| S4 |
0.6954 |
0.7029 |
0.7383 |
|
|
| 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% |
0.0059 |
0.8% |
18% |
False |
False |
69,659 |
| 10 |
0.7646 |
0.7454 |
0.0192 |
2.6% |
0.0051 |
0.7% |
18% |
False |
False |
62,033 |
| 20 |
0.7646 |
0.7374 |
0.0273 |
3.6% |
0.0054 |
0.7% |
42% |
False |
False |
68,078 |
| 40 |
0.7646 |
0.7361 |
0.0286 |
3.8% |
0.0054 |
0.7% |
45% |
False |
False |
72,247 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0058 |
0.8% |
37% |
False |
False |
72,261 |
| 80 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0059 |
0.8% |
29% |
False |
False |
60,540 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
27% |
False |
False |
48,510 |
| 120 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
27% |
False |
False |
40,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7682 |
|
2.618 |
0.7615 |
|
1.618 |
0.7574 |
|
1.000 |
0.7549 |
|
0.618 |
0.7533 |
|
HIGH |
0.7508 |
|
0.618 |
0.7492 |
|
0.500 |
0.7488 |
|
0.382 |
0.7483 |
|
LOW |
0.7467 |
|
0.618 |
0.7442 |
|
1.000 |
0.7426 |
|
1.618 |
0.7401 |
|
2.618 |
0.7360 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7488 |
0.7550 |
| PP |
0.7488 |
0.7530 |
| S1 |
0.7488 |
0.7509 |
|