CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 01-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7456 |
0.7459 |
0.0003 |
0.0% |
0.7415 |
| High |
0.7512 |
0.7527 |
0.0015 |
0.2% |
0.7483 |
| Low |
0.7438 |
0.7452 |
0.0014 |
0.2% |
0.7398 |
| Close |
0.7459 |
0.7515 |
0.0056 |
0.8% |
0.7406 |
| Range |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0085 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.4% |
0.0000 |
| Volume |
2,355 |
2,851 |
496 |
21.1% |
1,988 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7694 |
0.7556 |
|
| R3 |
0.7648 |
0.7619 |
0.7535 |
|
| R2 |
0.7573 |
0.7573 |
0.7528 |
|
| R1 |
0.7544 |
0.7544 |
0.7521 |
0.7558 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7505 |
| S1 |
0.7469 |
0.7469 |
0.7508 |
0.7483 |
| S2 |
0.7423 |
0.7423 |
0.7501 |
|
| S3 |
0.7348 |
0.7394 |
0.7494 |
|
| S4 |
0.7273 |
0.7319 |
0.7473 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7682 |
0.7629 |
0.7452 |
|
| R3 |
0.7598 |
0.7544 |
0.7429 |
|
| R2 |
0.7513 |
0.7513 |
0.7421 |
|
| R1 |
0.7460 |
0.7460 |
0.7414 |
0.7444 |
| PP |
0.7429 |
0.7429 |
0.7429 |
0.7421 |
| S1 |
0.7375 |
0.7375 |
0.7398 |
0.7360 |
| S2 |
0.7344 |
0.7344 |
0.7391 |
|
| S3 |
0.7260 |
0.7291 |
0.7383 |
|
| S4 |
0.7175 |
0.7206 |
0.7360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7527 |
0.7396 |
0.0131 |
1.7% |
0.0062 |
0.8% |
91% |
True |
False |
1,878 |
| 10 |
0.7527 |
0.7382 |
0.0145 |
1.9% |
0.0058 |
0.8% |
92% |
True |
False |
1,173 |
| 20 |
0.7547 |
0.7368 |
0.0179 |
2.4% |
0.0058 |
0.8% |
82% |
False |
False |
898 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
44% |
False |
False |
580 |
| 60 |
0.7787 |
0.7368 |
0.0419 |
5.6% |
0.0057 |
0.8% |
35% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7723 |
|
1.618 |
0.7648 |
|
1.000 |
0.7602 |
|
0.618 |
0.7573 |
|
HIGH |
0.7527 |
|
0.618 |
0.7498 |
|
0.500 |
0.7489 |
|
0.382 |
0.7480 |
|
LOW |
0.7452 |
|
0.618 |
0.7405 |
|
1.000 |
0.7377 |
|
1.618 |
0.7330 |
|
2.618 |
0.7255 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7502 |
| PP |
0.7498 |
0.7490 |
| S1 |
0.7489 |
0.7477 |
|