CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7436 |
0.7445 |
0.0009 |
0.1% |
0.7481 |
| High |
0.7462 |
0.7465 |
0.0003 |
0.0% |
0.7542 |
| Low |
0.7406 |
0.7395 |
-0.0011 |
-0.1% |
0.7382 |
| Close |
0.7443 |
0.7410 |
-0.0033 |
-0.4% |
0.7383 |
| Range |
0.0057 |
0.0070 |
0.0014 |
23.9% |
0.0159 |
| ATR |
0.0058 |
0.0058 |
0.0001 |
1.5% |
0.0000 |
| Volume |
70,276 |
65,838 |
-4,438 |
-6.3% |
429,922 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7592 |
0.7449 |
|
| R3 |
0.7563 |
0.7522 |
0.7429 |
|
| R2 |
0.7493 |
0.7493 |
0.7423 |
|
| R1 |
0.7452 |
0.7452 |
0.7416 |
0.7437 |
| PP |
0.7423 |
0.7423 |
0.7423 |
0.7416 |
| S1 |
0.7382 |
0.7382 |
0.7404 |
0.7367 |
| S2 |
0.7353 |
0.7353 |
0.7397 |
|
| S3 |
0.7283 |
0.7311 |
0.7391 |
|
| S4 |
0.7213 |
0.7241 |
0.7372 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7808 |
0.7471 |
|
| R3 |
0.7754 |
0.7648 |
0.7427 |
|
| R2 |
0.7595 |
0.7595 |
0.7412 |
|
| R1 |
0.7489 |
0.7489 |
0.7398 |
0.7462 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7422 |
| S1 |
0.7330 |
0.7330 |
0.7368 |
0.7303 |
| S2 |
0.7276 |
0.7276 |
0.7354 |
|
| S3 |
0.7117 |
0.7170 |
0.7339 |
|
| S4 |
0.6957 |
0.7011 |
0.7295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7465 |
0.7361 |
0.0104 |
1.4% |
0.0056 |
0.7% |
48% |
True |
False |
75,123 |
| 10 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0064 |
0.9% |
27% |
False |
False |
80,620 |
| 20 |
0.7565 |
0.7361 |
0.0204 |
2.8% |
0.0053 |
0.7% |
24% |
False |
False |
76,417 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0060 |
0.8% |
14% |
False |
False |
74,352 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
6.0% |
0.0060 |
0.8% |
11% |
False |
False |
58,028 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
10% |
False |
False |
43,618 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
10% |
False |
False |
34,930 |
| 120 |
0.7899 |
0.7361 |
0.0539 |
7.3% |
0.0060 |
0.8% |
9% |
False |
False |
29,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7648 |
|
1.618 |
0.7578 |
|
1.000 |
0.7535 |
|
0.618 |
0.7508 |
|
HIGH |
0.7465 |
|
0.618 |
0.7438 |
|
0.500 |
0.7430 |
|
0.382 |
0.7421 |
|
LOW |
0.7395 |
|
0.618 |
0.7351 |
|
1.000 |
0.7324 |
|
1.618 |
0.7281 |
|
2.618 |
0.7211 |
|
4.250 |
0.7097 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7430 |
0.7422 |
| PP |
0.7423 |
0.7418 |
| S1 |
0.7417 |
0.7414 |
|