CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7467 |
0.7490 |
0.0023 |
0.3% |
0.7618 |
| High |
0.7494 |
0.7495 |
0.0001 |
0.0% |
0.7655 |
| Low |
0.7453 |
0.7455 |
0.0003 |
0.0% |
0.7463 |
| Close |
0.7487 |
0.7467 |
-0.0020 |
-0.3% |
0.7498 |
| Range |
0.0041 |
0.0040 |
-0.0002 |
-3.7% |
0.0192 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
43,011 |
41,745 |
-1,266 |
-2.9% |
227,741 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7568 |
0.7489 |
|
| R3 |
0.7551 |
0.7529 |
0.7478 |
|
| R2 |
0.7512 |
0.7512 |
0.7474 |
|
| R1 |
0.7489 |
0.7489 |
0.7471 |
0.7481 |
| PP |
0.7472 |
0.7472 |
0.7472 |
0.7468 |
| S1 |
0.7450 |
0.7450 |
0.7463 |
0.7441 |
| S2 |
0.7433 |
0.7433 |
0.7460 |
|
| S3 |
0.7393 |
0.7410 |
0.7456 |
|
| S4 |
0.7354 |
0.7371 |
0.7445 |
|
|
| 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 |
0.7544 |
0.7453 |
0.0091 |
1.2% |
0.0052 |
0.7% |
16% |
False |
False |
51,030 |
| 10 |
0.7655 |
0.7453 |
0.0203 |
2.7% |
0.0051 |
0.7% |
7% |
False |
False |
36,358 |
| 20 |
0.7655 |
0.7396 |
0.0259 |
3.5% |
0.0052 |
0.7% |
27% |
False |
False |
19,109 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.9% |
0.0051 |
0.7% |
35% |
False |
False |
9,798 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0055 |
0.7% |
30% |
False |
False |
6,613 |
| 80 |
0.7803 |
0.7368 |
0.0435 |
5.8% |
0.0055 |
0.7% |
23% |
False |
False |
4,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7662 |
|
2.618 |
0.7598 |
|
1.618 |
0.7558 |
|
1.000 |
0.7534 |
|
0.618 |
0.7519 |
|
HIGH |
0.7495 |
|
0.618 |
0.7479 |
|
0.500 |
0.7475 |
|
0.382 |
0.7470 |
|
LOW |
0.7455 |
|
0.618 |
0.7431 |
|
1.000 |
0.7416 |
|
1.618 |
0.7391 |
|
2.618 |
0.7352 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7475 |
0.7485 |
| PP |
0.7472 |
0.7479 |
| S1 |
0.7470 |
0.7473 |
|