CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7508 |
-0.0032 |
-0.4% |
0.7618 |
| High |
0.7544 |
0.7518 |
-0.0026 |
-0.3% |
0.7655 |
| Low |
0.7463 |
0.7476 |
0.0013 |
0.2% |
0.7463 |
| Close |
0.7506 |
0.7498 |
-0.0008 |
-0.1% |
0.7498 |
| Range |
0.0081 |
0.0042 |
-0.0039 |
-48.4% |
0.0192 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
64,835 |
64,520 |
-315 |
-0.5% |
227,741 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7601 |
0.7520 |
|
| R3 |
0.7580 |
0.7560 |
0.7509 |
|
| R2 |
0.7539 |
0.7539 |
0.7505 |
|
| R1 |
0.7518 |
0.7518 |
0.7501 |
0.7508 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7492 |
| S1 |
0.7476 |
0.7476 |
0.7494 |
0.7466 |
| S2 |
0.7455 |
0.7455 |
0.7490 |
|
| S3 |
0.7414 |
0.7435 |
0.7486 |
|
| S4 |
0.7372 |
0.7393 |
0.7475 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.7998 |
0.7603 |
|
| R3 |
0.7923 |
0.7806 |
0.7550 |
|
| R2 |
0.7731 |
0.7731 |
0.7533 |
|
| R1 |
0.7614 |
0.7614 |
0.7515 |
0.7576 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7520 |
| S1 |
0.7422 |
0.7422 |
0.7480 |
0.7384 |
| S2 |
0.7347 |
0.7347 |
0.7462 |
|
| S3 |
0.7155 |
0.7230 |
0.7445 |
|
| S4 |
0.6963 |
0.7038 |
0.7392 |
|
|
| 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% |
0.0059 |
0.8% |
18% |
False |
False |
45,548 |
| 10 |
0.7655 |
0.7463 |
0.0192 |
2.6% |
0.0051 |
0.7% |
18% |
False |
False |
24,458 |
| 20 |
0.7655 |
0.7382 |
0.0273 |
3.6% |
0.0053 |
0.7% |
42% |
False |
False |
12,876 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.8% |
0.0052 |
0.7% |
45% |
False |
False |
6,698 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
39% |
False |
False |
4,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7694 |
|
2.618 |
0.7626 |
|
1.618 |
0.7585 |
|
1.000 |
0.7559 |
|
0.618 |
0.7543 |
|
HIGH |
0.7518 |
|
0.618 |
0.7502 |
|
0.500 |
0.7497 |
|
0.382 |
0.7492 |
|
LOW |
0.7476 |
|
0.618 |
0.7450 |
|
1.000 |
0.7434 |
|
1.618 |
0.7409 |
|
2.618 |
0.7367 |
|
4.250 |
0.7300 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7497 |
0.7559 |
| PP |
0.7497 |
0.7539 |
| S1 |
0.7497 |
0.7518 |
|