CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7524 |
0.7508 |
-0.0016 |
-0.2% |
0.7398 |
| High |
0.7554 |
0.7564 |
0.0010 |
0.1% |
0.7554 |
| Low |
0.7518 |
0.7497 |
-0.0021 |
-0.3% |
0.7396 |
| Close |
0.7528 |
0.7547 |
0.0019 |
0.2% |
0.7528 |
| Range |
0.0036 |
0.0066 |
0.0031 |
87.3% |
0.0158 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.3% |
0.0000 |
| Volume |
1,956 |
2,051 |
95 |
4.9% |
10,596 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7707 |
0.7583 |
|
| R3 |
0.7669 |
0.7641 |
0.7565 |
|
| R2 |
0.7602 |
0.7602 |
0.7559 |
|
| R1 |
0.7574 |
0.7574 |
0.7553 |
0.7588 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7543 |
| S1 |
0.7508 |
0.7508 |
0.7540 |
0.7522 |
| S2 |
0.7469 |
0.7469 |
0.7534 |
|
| S3 |
0.7403 |
0.7441 |
0.7528 |
|
| S4 |
0.7336 |
0.7375 |
0.7510 |
|
|
| 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 |
0.7564 |
0.7428 |
0.0136 |
1.8% |
0.0059 |
0.8% |
87% |
True |
False |
2,235 |
| 10 |
0.7564 |
0.7396 |
0.0168 |
2.2% |
0.0058 |
0.8% |
90% |
True |
False |
1,463 |
| 20 |
0.7564 |
0.7368 |
0.0196 |
2.6% |
0.0060 |
0.8% |
91% |
True |
False |
1,049 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
54% |
False |
False |
672 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0057 |
0.7% |
54% |
False |
False |
503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7738 |
|
1.618 |
0.7671 |
|
1.000 |
0.7630 |
|
0.618 |
0.7605 |
|
HIGH |
0.7564 |
|
0.618 |
0.7538 |
|
0.500 |
0.7530 |
|
0.382 |
0.7522 |
|
LOW |
0.7497 |
|
0.618 |
0.7456 |
|
1.000 |
0.7431 |
|
1.618 |
0.7389 |
|
2.618 |
0.7323 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7534 |
| PP |
0.7536 |
0.7521 |
| S1 |
0.7530 |
0.7508 |
|