CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7450 |
-0.0012 |
-0.2% |
0.7403 |
| High |
0.7483 |
0.7457 |
-0.0025 |
-0.3% |
0.7471 |
| Low |
0.7435 |
0.7407 |
-0.0029 |
-0.4% |
0.7368 |
| Close |
0.7450 |
0.7421 |
-0.0029 |
-0.4% |
0.7413 |
| Range |
0.0047 |
0.0051 |
0.0003 |
6.3% |
0.0104 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
340 |
457 |
117 |
34.4% |
2,211 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7580 |
0.7551 |
0.7449 |
|
| R3 |
0.7529 |
0.7500 |
0.7435 |
|
| R2 |
0.7479 |
0.7479 |
0.7430 |
|
| R1 |
0.7450 |
0.7450 |
0.7426 |
0.7439 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7423 |
| S1 |
0.7399 |
0.7399 |
0.7416 |
0.7389 |
| S2 |
0.7378 |
0.7378 |
0.7412 |
|
| S3 |
0.7327 |
0.7349 |
0.7407 |
|
| S4 |
0.7277 |
0.7298 |
0.7393 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7728 |
0.7674 |
0.7469 |
|
| R3 |
0.7624 |
0.7570 |
0.7441 |
|
| R2 |
0.7521 |
0.7521 |
0.7431 |
|
| R1 |
0.7467 |
0.7467 |
0.7422 |
0.7494 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7431 |
| S1 |
0.7363 |
0.7363 |
0.7403 |
0.7390 |
| S2 |
0.7314 |
0.7314 |
0.7394 |
|
| S3 |
0.7210 |
0.7260 |
0.7384 |
|
| S4 |
0.7107 |
0.7156 |
0.7356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7483 |
0.7382 |
0.0100 |
1.4% |
0.0054 |
0.7% |
39% |
False |
False |
468 |
| 10 |
0.7483 |
0.7368 |
0.0115 |
1.5% |
0.0054 |
0.7% |
47% |
False |
False |
490 |
| 20 |
0.7547 |
0.7368 |
0.0179 |
2.4% |
0.0051 |
0.7% |
30% |
False |
False |
502 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0054 |
0.7% |
16% |
False |
False |
370 |
| 60 |
0.7803 |
0.7368 |
0.0435 |
5.9% |
0.0056 |
0.8% |
12% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7589 |
|
1.618 |
0.7539 |
|
1.000 |
0.7508 |
|
0.618 |
0.7488 |
|
HIGH |
0.7457 |
|
0.618 |
0.7438 |
|
0.500 |
0.7432 |
|
0.382 |
0.7426 |
|
LOW |
0.7407 |
|
0.618 |
0.7375 |
|
1.000 |
0.7356 |
|
1.618 |
0.7325 |
|
2.618 |
0.7274 |
|
4.250 |
0.7192 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7432 |
0.7445 |
| PP |
0.7428 |
0.7437 |
| S1 |
0.7425 |
0.7429 |
|