CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7500 |
0.7464 |
-0.0037 |
-0.5% |
0.7610 |
| High |
0.7509 |
0.7472 |
-0.0036 |
-0.5% |
0.7646 |
| Low |
0.7451 |
0.7445 |
-0.0006 |
-0.1% |
0.7454 |
| Close |
0.7454 |
0.7472 |
0.0018 |
0.2% |
0.7489 |
| Range |
0.0058 |
0.0028 |
-0.0030 |
-52.6% |
0.0192 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
4,437 |
526 |
-3,911 |
-88.1% |
348,297 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7545 |
0.7536 |
0.7487 |
|
| R3 |
0.7518 |
0.7509 |
0.7480 |
|
| R2 |
0.7490 |
0.7490 |
0.7477 |
|
| R1 |
0.7481 |
0.7481 |
0.7475 |
0.7486 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7465 |
| S1 |
0.7454 |
0.7454 |
0.7469 |
0.7458 |
| S2 |
0.7435 |
0.7435 |
0.7467 |
|
| S3 |
0.7408 |
0.7426 |
0.7464 |
|
| S4 |
0.7380 |
0.7399 |
0.7457 |
|
|
| 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 |
0.7445 |
0.0202 |
2.7% |
0.0066 |
0.9% |
14% |
False |
True |
46,424 |
| 10 |
0.7646 |
0.7445 |
0.0202 |
2.7% |
0.0049 |
0.7% |
14% |
False |
True |
51,446 |
| 20 |
0.7646 |
0.7388 |
0.0258 |
3.5% |
0.0053 |
0.7% |
33% |
False |
False |
61,341 |
| 40 |
0.7646 |
0.7361 |
0.0286 |
3.8% |
0.0052 |
0.7% |
39% |
False |
False |
68,070 |
| 60 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0057 |
0.8% |
33% |
False |
False |
69,947 |
| 80 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0058 |
0.8% |
25% |
False |
False |
60,592 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0058 |
0.8% |
23% |
False |
False |
48,554 |
| 120 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
23% |
False |
False |
40,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7589 |
|
2.618 |
0.7544 |
|
1.618 |
0.7516 |
|
1.000 |
0.7500 |
|
0.618 |
0.7489 |
|
HIGH |
0.7472 |
|
0.618 |
0.7461 |
|
0.500 |
0.7458 |
|
0.382 |
0.7455 |
|
LOW |
0.7445 |
|
0.618 |
0.7428 |
|
1.000 |
0.7417 |
|
1.618 |
0.7400 |
|
2.618 |
0.7373 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7467 |
0.7477 |
| PP |
0.7463 |
0.7475 |
| S1 |
0.7458 |
0.7474 |
|