CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7468 |
0.7456 |
-0.0012 |
-0.2% |
0.7415 |
| High |
0.7471 |
0.7512 |
0.0041 |
0.5% |
0.7483 |
| Low |
0.7428 |
0.7438 |
0.0010 |
0.1% |
0.7398 |
| Close |
0.7464 |
0.7459 |
-0.0005 |
-0.1% |
0.7406 |
| Range |
0.0043 |
0.0074 |
0.0031 |
72.1% |
0.0085 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.5% |
0.0000 |
| Volume |
1,964 |
2,355 |
391 |
19.9% |
1,988 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7649 |
0.7499 |
|
| R3 |
0.7618 |
0.7575 |
0.7479 |
|
| R2 |
0.7544 |
0.7544 |
0.7472 |
|
| R1 |
0.7501 |
0.7501 |
0.7465 |
0.7522 |
| PP |
0.7470 |
0.7470 |
0.7470 |
0.7480 |
| S1 |
0.7427 |
0.7427 |
0.7452 |
0.7448 |
| S2 |
0.7396 |
0.7396 |
0.7445 |
|
| S3 |
0.7322 |
0.7353 |
0.7438 |
|
| S4 |
0.7248 |
0.7279 |
0.7418 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7629 |
0.7452 |
|
| R3 |
0.7598 |
0.7544 |
0.7429 |
|
| R2 |
0.7513 |
0.7513 |
0.7421 |
|
| R1 |
0.7460 |
0.7460 |
0.7414 |
0.7444 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7421 |
| S1 |
0.7375 |
0.7375 |
0.7398 |
0.7360 |
| S2 |
0.7344 |
0.7344 |
0.7391 |
|
| S3 |
0.7260 |
0.7291 |
0.7383 |
|
| S4 |
0.7175 |
0.7206 |
0.7360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7512 |
0.7396 |
0.0116 |
1.6% |
0.0058 |
0.8% |
54% |
True |
False |
1,399 |
| 10 |
0.7512 |
0.7382 |
0.0130 |
1.7% |
0.0056 |
0.8% |
59% |
True |
False |
936 |
| 20 |
0.7547 |
0.7368 |
0.0179 |
2.4% |
0.0056 |
0.8% |
51% |
False |
False |
765 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0055 |
0.7% |
27% |
False |
False |
526 |
| 60 |
0.7803 |
0.7368 |
0.0435 |
5.8% |
0.0057 |
0.8% |
21% |
False |
False |
396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7827 |
|
2.618 |
0.7706 |
|
1.618 |
0.7632 |
|
1.000 |
0.7586 |
|
0.618 |
0.7558 |
|
HIGH |
0.7512 |
|
0.618 |
0.7484 |
|
0.500 |
0.7475 |
|
0.382 |
0.7466 |
|
LOW |
0.7438 |
|
0.618 |
0.7392 |
|
1.000 |
0.7364 |
|
1.618 |
0.7318 |
|
2.618 |
0.7244 |
|
4.250 |
0.7124 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7457 |
| PP |
0.7470 |
0.7456 |
| S1 |
0.7464 |
0.7454 |
|