CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7540 |
-0.0084 |
-1.1% |
0.7508 |
| High |
0.7655 |
0.7544 |
-0.0112 |
-1.5% |
0.7613 |
| Low |
0.7532 |
0.7463 |
-0.0069 |
-0.9% |
0.7497 |
| Close |
0.7555 |
0.7506 |
-0.0049 |
-0.6% |
0.7605 |
| Range |
0.0123 |
0.0081 |
-0.0042 |
-34.6% |
0.0115 |
| ATR |
0.0054 |
0.0056 |
0.0003 |
5.0% |
0.0000 |
| Volume |
54,759 |
64,835 |
10,076 |
18.4% |
16,843 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7706 |
0.7550 |
|
| R3 |
0.7665 |
0.7626 |
0.7528 |
|
| R2 |
0.7585 |
0.7585 |
0.7520 |
|
| R1 |
0.7545 |
0.7545 |
0.7513 |
0.7525 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7494 |
| S1 |
0.7465 |
0.7465 |
0.7498 |
0.7444 |
| S2 |
0.7424 |
0.7424 |
0.7491 |
|
| S3 |
0.7343 |
0.7384 |
0.7483 |
|
| S4 |
0.7263 |
0.7304 |
0.7461 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7877 |
0.7669 |
|
| R3 |
0.7802 |
0.7761 |
0.7637 |
|
| R2 |
0.7687 |
0.7687 |
0.7626 |
|
| R1 |
0.7646 |
0.7646 |
0.7616 |
0.7666 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7582 |
| S1 |
0.7531 |
0.7531 |
0.7594 |
0.7551 |
| S2 |
0.7456 |
0.7456 |
0.7584 |
|
| S3 |
0.7341 |
0.7415 |
0.7573 |
|
| S4 |
0.7225 |
0.7300 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7655 |
0.7463 |
0.0192 |
2.6% |
0.0057 |
0.8% |
22% |
False |
True |
33,892 |
| 10 |
0.7655 |
0.7463 |
0.0192 |
2.6% |
0.0050 |
0.7% |
22% |
False |
True |
18,202 |
| 20 |
0.7655 |
0.7382 |
0.0273 |
3.6% |
0.0054 |
0.7% |
45% |
False |
False |
9,687 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.8% |
0.0053 |
0.7% |
48% |
False |
False |
5,088 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
42% |
False |
False |
3,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7754 |
|
1.618 |
0.7674 |
|
1.000 |
0.7624 |
|
0.618 |
0.7593 |
|
HIGH |
0.7544 |
|
0.618 |
0.7513 |
|
0.500 |
0.7503 |
|
0.382 |
0.7494 |
|
LOW |
0.7463 |
|
0.618 |
0.7413 |
|
1.000 |
0.7383 |
|
1.618 |
0.7333 |
|
2.618 |
0.7252 |
|
4.250 |
0.7121 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7559 |
| PP |
0.7504 |
0.7541 |
| S1 |
0.7503 |
0.7523 |
|