CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7459 |
0.7524 |
0.0065 |
0.9% |
0.7398 |
| High |
0.7527 |
0.7554 |
0.0027 |
0.4% |
0.7554 |
| Low |
0.7452 |
0.7518 |
0.0066 |
0.9% |
0.7396 |
| Close |
0.7515 |
0.7528 |
0.0013 |
0.2% |
0.7528 |
| Range |
0.0075 |
0.0036 |
-0.0040 |
-52.7% |
0.0158 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
2,851 |
1,956 |
-895 |
-31.4% |
10,596 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7619 |
0.7548 |
|
| R3 |
0.7604 |
0.7584 |
0.7538 |
|
| R2 |
0.7569 |
0.7569 |
0.7535 |
|
| R1 |
0.7548 |
0.7548 |
0.7531 |
0.7559 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7538 |
| S1 |
0.7513 |
0.7513 |
0.7525 |
0.7523 |
| S2 |
0.7498 |
0.7498 |
0.7521 |
|
| S3 |
0.7462 |
0.7477 |
0.7518 |
|
| S4 |
0.7427 |
0.7442 |
0.7508 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7904 |
0.7615 |
|
| R3 |
0.7808 |
0.7747 |
0.7571 |
|
| R2 |
0.7650 |
0.7650 |
0.7557 |
|
| R1 |
0.7589 |
0.7589 |
0.7542 |
0.7620 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7508 |
| S1 |
0.7432 |
0.7432 |
0.7514 |
0.7462 |
| S2 |
0.7335 |
0.7335 |
0.7499 |
|
| S3 |
0.7178 |
0.7274 |
0.7485 |
|
| S4 |
0.7020 |
0.7117 |
0.7441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7554 |
0.7396 |
0.0158 |
2.1% |
0.0061 |
0.8% |
84% |
True |
False |
2,119 |
| 10 |
0.7554 |
0.7382 |
0.0171 |
2.3% |
0.0055 |
0.7% |
85% |
True |
False |
1,294 |
| 20 |
0.7554 |
0.7368 |
0.0186 |
2.5% |
0.0059 |
0.8% |
86% |
True |
False |
988 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
48% |
False |
False |
626 |
| 60 |
0.7752 |
0.7368 |
0.0384 |
5.1% |
0.0057 |
0.8% |
42% |
False |
False |
470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7704 |
|
2.618 |
0.7646 |
|
1.618 |
0.7611 |
|
1.000 |
0.7589 |
|
0.618 |
0.7575 |
|
HIGH |
0.7554 |
|
0.618 |
0.7540 |
|
0.500 |
0.7536 |
|
0.382 |
0.7532 |
|
LOW |
0.7518 |
|
0.618 |
0.7496 |
|
1.000 |
0.7483 |
|
1.618 |
0.7461 |
|
2.618 |
0.7425 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7536 |
0.7517 |
| PP |
0.7533 |
0.7507 |
| S1 |
0.7531 |
0.7496 |
|