CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7567 |
0.7584 |
0.0018 |
0.2% |
0.7508 |
| High |
0.7594 |
0.7613 |
0.0018 |
0.2% |
0.7613 |
| Low |
0.7556 |
0.7578 |
0.0022 |
0.3% |
0.7497 |
| Close |
0.7590 |
0.7605 |
0.0015 |
0.2% |
0.7605 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-7.9% |
0.0115 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
3,802 |
6,243 |
2,441 |
64.2% |
16,843 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7689 |
0.7624 |
|
| R3 |
0.7668 |
0.7654 |
0.7615 |
|
| R2 |
0.7633 |
0.7633 |
0.7611 |
|
| R1 |
0.7619 |
0.7619 |
0.7608 |
0.7626 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7602 |
| S1 |
0.7584 |
0.7584 |
0.7602 |
0.7591 |
| S2 |
0.7563 |
0.7563 |
0.7599 |
|
| S3 |
0.7528 |
0.7549 |
0.7595 |
|
| S4 |
0.7493 |
0.7514 |
0.7586 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7877 |
0.7669 |
|
| R3 |
0.7802 |
0.7761 |
0.7637 |
|
| R2 |
0.7687 |
0.7687 |
0.7626 |
|
| R1 |
0.7646 |
0.7646 |
0.7616 |
0.7666 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7582 |
| S1 |
0.7531 |
0.7531 |
0.7594 |
0.7551 |
| S2 |
0.7456 |
0.7456 |
0.7584 |
|
| S3 |
0.7341 |
0.7415 |
0.7573 |
|
| S4 |
0.7225 |
0.7300 |
0.7541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7613 |
0.7497 |
0.0115 |
1.5% |
0.0043 |
0.6% |
94% |
True |
False |
3,368 |
| 10 |
0.7613 |
0.7396 |
0.0217 |
2.8% |
0.0052 |
0.7% |
97% |
True |
False |
2,743 |
| 20 |
0.7613 |
0.7368 |
0.0245 |
3.2% |
0.0052 |
0.7% |
97% |
True |
False |
1,620 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0053 |
0.7% |
71% |
False |
False |
1,030 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
71% |
False |
False |
737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7761 |
|
2.618 |
0.7704 |
|
1.618 |
0.7669 |
|
1.000 |
0.7648 |
|
0.618 |
0.7634 |
|
HIGH |
0.7613 |
|
0.618 |
0.7599 |
|
0.500 |
0.7595 |
|
0.382 |
0.7591 |
|
LOW |
0.7578 |
|
0.618 |
0.7556 |
|
1.000 |
0.7543 |
|
1.618 |
0.7521 |
|
2.618 |
0.7486 |
|
4.250 |
0.7429 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7594 |
| PP |
0.7598 |
0.7582 |
| S1 |
0.7595 |
0.7571 |
|