CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7541 |
0.7567 |
0.0026 |
0.3% |
0.7398 |
| High |
0.7571 |
0.7594 |
0.0023 |
0.3% |
0.7554 |
| Low |
0.7530 |
0.7556 |
0.0026 |
0.4% |
0.7396 |
| Close |
0.7561 |
0.7590 |
0.0029 |
0.4% |
0.7528 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-8.4% |
0.0158 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2,855 |
3,802 |
947 |
33.2% |
10,596 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7680 |
0.7611 |
|
| R3 |
0.7656 |
0.7642 |
0.7600 |
|
| R2 |
0.7618 |
0.7618 |
0.7597 |
|
| R1 |
0.7604 |
0.7604 |
0.7593 |
0.7611 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7584 |
| S1 |
0.7566 |
0.7566 |
0.7587 |
0.7573 |
| S2 |
0.7542 |
0.7542 |
0.7583 |
|
| S3 |
0.7504 |
0.7528 |
0.7580 |
|
| S4 |
0.7466 |
0.7490 |
0.7569 |
|
|
| 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 |
0.7594 |
0.7497 |
0.0097 |
1.3% |
0.0043 |
0.6% |
96% |
True |
False |
2,511 |
| 10 |
0.7594 |
0.7396 |
0.0198 |
2.6% |
0.0053 |
0.7% |
98% |
True |
False |
2,194 |
| 20 |
0.7594 |
0.7368 |
0.0227 |
3.0% |
0.0053 |
0.7% |
98% |
True |
False |
1,342 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0054 |
0.7% |
67% |
False |
False |
875 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
67% |
False |
False |
636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7693 |
|
1.618 |
0.7655 |
|
1.000 |
0.7632 |
|
0.618 |
0.7617 |
|
HIGH |
0.7594 |
|
0.618 |
0.7579 |
|
0.500 |
0.7575 |
|
0.382 |
0.7571 |
|
LOW |
0.7556 |
|
0.618 |
0.7533 |
|
1.000 |
0.7518 |
|
1.618 |
0.7495 |
|
2.618 |
0.7457 |
|
4.250 |
0.7394 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7579 |
| PP |
0.7580 |
0.7569 |
| S1 |
0.7575 |
0.7558 |
|