CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7451 |
0.7421 |
-0.0030 |
-0.4% |
0.7507 |
| High |
0.7461 |
0.7427 |
-0.0035 |
-0.5% |
0.7518 |
| Low |
0.7404 |
0.7373 |
-0.0032 |
-0.4% |
0.7373 |
| Close |
0.7420 |
0.7394 |
-0.0026 |
-0.4% |
0.7394 |
| Range |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0146 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54,235 |
44,081 |
-10,154 |
-18.7% |
224,113 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7531 |
0.7424 |
|
| R3 |
0.7506 |
0.7477 |
0.7409 |
|
| R2 |
0.7452 |
0.7452 |
0.7404 |
|
| R1 |
0.7423 |
0.7423 |
0.7399 |
0.7410 |
| PP |
0.7398 |
0.7398 |
0.7398 |
0.7391 |
| S1 |
0.7369 |
0.7369 |
0.7389 |
0.7356 |
| S2 |
0.7344 |
0.7344 |
0.7384 |
|
| S3 |
0.7290 |
0.7315 |
0.7379 |
|
| S4 |
0.7236 |
0.7261 |
0.7364 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7775 |
0.7474 |
|
| R3 |
0.7719 |
0.7629 |
0.7434 |
|
| R2 |
0.7574 |
0.7574 |
0.7421 |
|
| R1 |
0.7484 |
0.7484 |
0.7407 |
0.7456 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7414 |
| S1 |
0.7338 |
0.7338 |
0.7381 |
0.7311 |
| S2 |
0.7283 |
0.7283 |
0.7367 |
|
| S3 |
0.7137 |
0.7193 |
0.7354 |
|
| S4 |
0.6992 |
0.7047 |
0.7314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7518 |
0.7373 |
0.0146 |
2.0% |
0.0050 |
0.7% |
15% |
False |
True |
44,822 |
| 10 |
0.7655 |
0.7373 |
0.0283 |
3.8% |
0.0054 |
0.7% |
8% |
False |
True |
45,185 |
| 20 |
0.7655 |
0.7373 |
0.0283 |
3.8% |
0.0053 |
0.7% |
8% |
False |
True |
23,964 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.9% |
0.0052 |
0.7% |
9% |
False |
False |
12,238 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0053 |
0.7% |
8% |
False |
False |
8,245 |
| 80 |
0.7803 |
0.7368 |
0.0435 |
5.9% |
0.0056 |
0.8% |
6% |
False |
False |
6,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7656 |
|
2.618 |
0.7568 |
|
1.618 |
0.7514 |
|
1.000 |
0.7481 |
|
0.618 |
0.7460 |
|
HIGH |
0.7427 |
|
0.618 |
0.7406 |
|
0.500 |
0.7400 |
|
0.382 |
0.7393 |
|
LOW |
0.7373 |
|
0.618 |
0.7339 |
|
1.000 |
0.7319 |
|
1.618 |
0.7285 |
|
2.618 |
0.7231 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7400 |
0.7434 |
| PP |
0.7398 |
0.7420 |
| S1 |
0.7396 |
0.7407 |
|