CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7500 |
0.0001 |
0.0% |
0.7610 |
| High |
0.7508 |
0.7509 |
0.0001 |
0.0% |
0.7646 |
| Low |
0.7467 |
0.7451 |
-0.0017 |
-0.2% |
0.7454 |
| Close |
0.7489 |
0.7454 |
-0.0034 |
-0.5% |
0.7489 |
| Range |
0.0041 |
0.0058 |
0.0017 |
41.5% |
0.0192 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.2% |
0.0000 |
| Volume |
21,699 |
4,437 |
-17,262 |
-79.6% |
348,297 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7645 |
0.7608 |
0.7486 |
|
| R3 |
0.7587 |
0.7550 |
0.7470 |
|
| R2 |
0.7529 |
0.7529 |
0.7465 |
|
| R1 |
0.7492 |
0.7492 |
0.7459 |
0.7481 |
| PP |
0.7471 |
0.7471 |
0.7471 |
0.7466 |
| S1 |
0.7434 |
0.7434 |
0.7449 |
0.7423 |
| S2 |
0.7413 |
0.7413 |
0.7443 |
|
| S3 |
0.7355 |
0.7376 |
0.7438 |
|
| S4 |
0.7297 |
0.7318 |
0.7422 |
|
|
| 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 |
0.7451 |
0.0196 |
2.6% |
0.0065 |
0.9% |
2% |
False |
True |
58,793 |
| 10 |
0.7646 |
0.7451 |
0.0196 |
2.6% |
0.0050 |
0.7% |
2% |
False |
True |
56,218 |
| 20 |
0.7646 |
0.7388 |
0.0258 |
3.5% |
0.0055 |
0.7% |
26% |
False |
False |
64,846 |
| 40 |
0.7646 |
0.7361 |
0.0286 |
3.8% |
0.0053 |
0.7% |
33% |
False |
False |
69,877 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0057 |
0.8% |
27% |
False |
False |
70,943 |
| 80 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0059 |
0.8% |
21% |
False |
False |
60,591 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
20% |
False |
False |
48,553 |
| 120 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
20% |
False |
False |
40,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7660 |
|
1.618 |
0.7602 |
|
1.000 |
0.7567 |
|
0.618 |
0.7544 |
|
HIGH |
0.7509 |
|
0.618 |
0.7486 |
|
0.500 |
0.7480 |
|
0.382 |
0.7473 |
|
LOW |
0.7451 |
|
0.618 |
0.7415 |
|
1.000 |
0.7393 |
|
1.618 |
0.7357 |
|
2.618 |
0.7299 |
|
4.250 |
0.7204 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7492 |
| PP |
0.7471 |
0.7480 |
| S1 |
0.7463 |
0.7467 |
|