CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7541 |
-0.0003 |
0.0% |
0.7398 |
| High |
0.7554 |
0.7571 |
0.0017 |
0.2% |
0.7554 |
| Low |
0.7522 |
0.7530 |
0.0008 |
0.1% |
0.7396 |
| Close |
0.7532 |
0.7561 |
0.0029 |
0.4% |
0.7528 |
| Range |
0.0033 |
0.0041 |
0.0009 |
27.7% |
0.0158 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,892 |
2,855 |
963 |
50.9% |
10,596 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7661 |
0.7584 |
|
| R3 |
0.7637 |
0.7620 |
0.7572 |
|
| R2 |
0.7595 |
0.7595 |
0.7569 |
|
| R1 |
0.7578 |
0.7578 |
0.7565 |
0.7587 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7558 |
| S1 |
0.7537 |
0.7537 |
0.7557 |
0.7545 |
| S2 |
0.7512 |
0.7512 |
0.7553 |
|
| S3 |
0.7471 |
0.7495 |
0.7550 |
|
| S4 |
0.7429 |
0.7454 |
0.7538 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7904 |
0.7615 |
|
| R3 |
0.7808 |
0.7747 |
0.7571 |
|
| R2 |
0.7650 |
0.7650 |
0.7557 |
|
| R1 |
0.7589 |
0.7589 |
0.7542 |
0.7620 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7508 |
| S1 |
0.7432 |
0.7432 |
0.7514 |
0.7462 |
| S2 |
0.7335 |
0.7335 |
0.7499 |
|
| S3 |
0.7178 |
0.7274 |
0.7485 |
|
| S4 |
0.7020 |
0.7117 |
0.7441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7571 |
0.7452 |
0.0119 |
1.6% |
0.0050 |
0.7% |
92% |
True |
False |
2,321 |
| 10 |
0.7571 |
0.7396 |
0.0175 |
2.3% |
0.0054 |
0.7% |
94% |
True |
False |
1,860 |
| 20 |
0.7571 |
0.7368 |
0.0204 |
2.7% |
0.0059 |
0.8% |
95% |
True |
False |
1,251 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0054 |
0.7% |
58% |
False |
False |
782 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
58% |
False |
False |
574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7680 |
|
1.618 |
0.7638 |
|
1.000 |
0.7612 |
|
0.618 |
0.7597 |
|
HIGH |
0.7571 |
|
0.618 |
0.7555 |
|
0.500 |
0.7550 |
|
0.382 |
0.7545 |
|
LOW |
0.7530 |
|
0.618 |
0.7504 |
|
1.000 |
0.7488 |
|
1.618 |
0.7462 |
|
2.618 |
0.7421 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7552 |
| PP |
0.7554 |
0.7543 |
| S1 |
0.7550 |
0.7534 |
|