CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7444 |
0.0049 |
0.7% |
0.7500 |
| High |
0.7447 |
0.7469 |
0.0021 |
0.3% |
0.7547 |
| Low |
0.7388 |
0.7414 |
0.0027 |
0.4% |
0.7389 |
| Close |
0.7436 |
0.7450 |
0.0015 |
0.2% |
0.7389 |
| Range |
0.0060 |
0.0054 |
-0.0005 |
-8.4% |
0.0158 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
352 |
479 |
127 |
36.1% |
4,136 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7608 |
0.7583 |
0.7480 |
|
| R3 |
0.7553 |
0.7529 |
0.7465 |
|
| R2 |
0.7499 |
0.7499 |
0.7460 |
|
| R1 |
0.7474 |
0.7474 |
0.7455 |
0.7487 |
| PP |
0.7444 |
0.7444 |
0.7444 |
0.7450 |
| S1 |
0.7420 |
0.7420 |
0.7445 |
0.7432 |
| S2 |
0.7390 |
0.7390 |
0.7440 |
|
| S3 |
0.7335 |
0.7365 |
0.7435 |
|
| S4 |
0.7281 |
0.7311 |
0.7420 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7810 |
0.7476 |
|
| R3 |
0.7757 |
0.7652 |
0.7432 |
|
| R2 |
0.7599 |
0.7599 |
0.7418 |
|
| R1 |
0.7494 |
0.7494 |
0.7403 |
0.7468 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7428 |
| S1 |
0.7336 |
0.7336 |
0.7375 |
0.7310 |
| S2 |
0.7283 |
0.7283 |
0.7360 |
|
| S3 |
0.7125 |
0.7178 |
0.7346 |
|
| S4 |
0.6967 |
0.7020 |
0.7302 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7700 |
|
2.618 |
0.7611 |
|
1.618 |
0.7557 |
|
1.000 |
0.7523 |
|
0.618 |
0.7502 |
|
HIGH |
0.7469 |
|
0.618 |
0.7448 |
|
0.500 |
0.7441 |
|
0.382 |
0.7435 |
|
LOW |
0.7414 |
|
0.618 |
0.7380 |
|
1.000 |
0.7360 |
|
1.618 |
0.7326 |
|
2.618 |
0.7271 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7439 |
| PP |
0.7444 |
0.7429 |
| S1 |
0.7441 |
0.7418 |
|