CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2016 |
30-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7385 |
0.7412 |
0.0027 |
0.4% |
0.7405 |
| High |
0.7426 |
0.7469 |
0.0043 |
0.6% |
0.7469 |
| Low |
0.7382 |
0.7409 |
0.0027 |
0.4% |
0.7361 |
| Close |
0.7418 |
0.7442 |
0.0024 |
0.3% |
0.7442 |
| Range |
0.0043 |
0.0060 |
0.0016 |
36.8% |
0.0108 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
42,178 |
46,713 |
4,535 |
10.8% |
159,356 |
|
| Daily Pivots for day following 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7618 |
0.7589 |
0.7474 |
|
| R3 |
0.7559 |
0.7530 |
0.7458 |
|
| R2 |
0.7499 |
0.7499 |
0.7452 |
|
| R1 |
0.7470 |
0.7470 |
0.7447 |
0.7485 |
| PP |
0.7440 |
0.7440 |
0.7440 |
0.7447 |
| S1 |
0.7411 |
0.7411 |
0.7436 |
0.7425 |
| S2 |
0.7380 |
0.7380 |
0.7431 |
|
| S3 |
0.7321 |
0.7351 |
0.7425 |
|
| S4 |
0.7261 |
0.7292 |
0.7409 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7748 |
0.7703 |
0.7501 |
|
| R3 |
0.7640 |
0.7595 |
0.7471 |
|
| R2 |
0.7532 |
0.7532 |
0.7461 |
|
| R1 |
0.7487 |
0.7487 |
0.7451 |
0.7509 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7435 |
| S1 |
0.7379 |
0.7379 |
0.7432 |
0.7401 |
| S2 |
0.7316 |
0.7316 |
0.7422 |
|
| S3 |
0.7208 |
0.7271 |
0.7412 |
|
| S4 |
0.7100 |
0.7163 |
0.7382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7469 |
0.7361 |
0.0108 |
1.5% |
0.0045 |
0.6% |
75% |
True |
False |
40,687 |
| 10 |
0.7518 |
0.7361 |
0.0158 |
2.1% |
0.0046 |
0.6% |
51% |
False |
False |
44,798 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0048 |
0.6% |
28% |
False |
False |
31,500 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0053 |
0.7% |
28% |
False |
False |
16,199 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.6% |
0.0053 |
0.7% |
24% |
False |
False |
10,887 |
| 80 |
0.7787 |
0.7361 |
0.0426 |
5.7% |
0.0055 |
0.7% |
19% |
False |
False |
8,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7624 |
|
1.618 |
0.7565 |
|
1.000 |
0.7528 |
|
0.618 |
0.7505 |
|
HIGH |
0.7469 |
|
0.618 |
0.7446 |
|
0.500 |
0.7439 |
|
0.382 |
0.7432 |
|
LOW |
0.7409 |
|
0.618 |
0.7372 |
|
1.000 |
0.7350 |
|
1.618 |
0.7313 |
|
2.618 |
0.7253 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 30-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7433 |
| PP |
0.7440 |
0.7424 |
| S1 |
0.7439 |
0.7415 |
|