CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7403 |
0.7395 |
-0.0009 |
-0.1% |
0.7500 |
| High |
0.7405 |
0.7447 |
0.0042 |
0.6% |
0.7547 |
| Low |
0.7368 |
0.7388 |
0.0020 |
0.3% |
0.7389 |
| Close |
0.7384 |
0.7436 |
0.0052 |
0.7% |
0.7389 |
| Range |
0.0038 |
0.0060 |
0.0022 |
58.7% |
0.0158 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.1% |
0.0000 |
| Volume |
274 |
352 |
78 |
28.5% |
4,136 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7602 |
0.7578 |
0.7468 |
|
| R3 |
0.7542 |
0.7519 |
0.7452 |
|
| R2 |
0.7483 |
0.7483 |
0.7446 |
|
| R1 |
0.7459 |
0.7459 |
0.7441 |
0.7471 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7429 |
| S1 |
0.7400 |
0.7400 |
0.7430 |
0.7412 |
| S2 |
0.7364 |
0.7364 |
0.7425 |
|
| S3 |
0.7304 |
0.7340 |
0.7419 |
|
| S4 |
0.7245 |
0.7281 |
0.7403 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7810 |
0.7476 |
|
| R3 |
0.7757 |
0.7652 |
0.7432 |
|
| R2 |
0.7599 |
0.7599 |
0.7418 |
|
| R1 |
0.7494 |
0.7494 |
0.7403 |
0.7468 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7428 |
| S1 |
0.7336 |
0.7336 |
0.7375 |
0.7310 |
| S2 |
0.7283 |
0.7283 |
0.7360 |
|
| S3 |
0.7125 |
0.7178 |
0.7346 |
|
| S4 |
0.6967 |
0.7020 |
0.7302 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7603 |
|
1.618 |
0.7543 |
|
1.000 |
0.7507 |
|
0.618 |
0.7484 |
|
HIGH |
0.7447 |
|
0.618 |
0.7424 |
|
0.500 |
0.7417 |
|
0.382 |
0.7410 |
|
LOW |
0.7388 |
|
0.618 |
0.7351 |
|
1.000 |
0.7328 |
|
1.618 |
0.7291 |
|
2.618 |
0.7232 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7429 |
0.7426 |
| PP |
0.7423 |
0.7417 |
| S1 |
0.7417 |
0.7407 |
|