CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7508 |
0.7544 |
0.0036 |
0.5% |
0.7398 |
| High |
0.7564 |
0.7554 |
-0.0009 |
-0.1% |
0.7554 |
| Low |
0.7497 |
0.7522 |
0.0025 |
0.3% |
0.7396 |
| Close |
0.7547 |
0.7532 |
-0.0015 |
-0.2% |
0.7528 |
| Range |
0.0066 |
0.0033 |
-0.0034 |
-51.1% |
0.0158 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
2,051 |
1,892 |
-159 |
-7.8% |
10,596 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7615 |
0.7550 |
|
| R3 |
0.7601 |
0.7583 |
0.7541 |
|
| R2 |
0.7568 |
0.7568 |
0.7538 |
|
| R1 |
0.7550 |
0.7550 |
0.7535 |
0.7543 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7532 |
| S1 |
0.7518 |
0.7518 |
0.7529 |
0.7511 |
| S2 |
0.7503 |
0.7503 |
0.7526 |
|
| S3 |
0.7471 |
0.7485 |
0.7523 |
|
| S4 |
0.7438 |
0.7453 |
0.7514 |
|
|
| 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 |
0.7438 |
0.0126 |
1.7% |
0.0057 |
0.8% |
75% |
False |
False |
2,221 |
| 10 |
0.7564 |
0.7396 |
0.0168 |
2.2% |
0.0054 |
0.7% |
81% |
False |
False |
1,608 |
| 20 |
0.7564 |
0.7368 |
0.0196 |
2.6% |
0.0060 |
0.8% |
84% |
False |
False |
1,125 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0054 |
0.7% |
49% |
False |
False |
716 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
49% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7639 |
|
1.618 |
0.7607 |
|
1.000 |
0.7587 |
|
0.618 |
0.7574 |
|
HIGH |
0.7554 |
|
0.618 |
0.7542 |
|
0.500 |
0.7538 |
|
0.382 |
0.7534 |
|
LOW |
0.7522 |
|
0.618 |
0.7501 |
|
1.000 |
0.7489 |
|
1.618 |
0.7469 |
|
2.618 |
0.7436 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7531 |
| PP |
0.7536 |
0.7531 |
| S1 |
0.7534 |
0.7530 |
|