CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7618 |
0.0034 |
0.4% |
0.7508 |
| High |
0.7613 |
0.7639 |
0.0026 |
0.3% |
0.7613 |
| Low |
0.7578 |
0.7613 |
0.0036 |
0.5% |
0.7497 |
| Close |
0.7605 |
0.7621 |
0.0016 |
0.2% |
0.7605 |
| Range |
0.0035 |
0.0026 |
-0.0010 |
-27.1% |
0.0115 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
6,243 |
17,442 |
11,199 |
179.4% |
16,843 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7686 |
0.7635 |
|
| R3 |
0.7675 |
0.7661 |
0.7628 |
|
| R2 |
0.7650 |
0.7650 |
0.7626 |
|
| R1 |
0.7635 |
0.7635 |
0.7623 |
0.7643 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7628 |
| S1 |
0.7610 |
0.7610 |
0.7619 |
0.7617 |
| S2 |
0.7599 |
0.7599 |
0.7616 |
|
| S3 |
0.7573 |
0.7584 |
0.7614 |
|
| S4 |
0.7548 |
0.7559 |
0.7607 |
|
|
| 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 |
0.7639 |
0.7522 |
0.0117 |
1.5% |
0.0035 |
0.5% |
85% |
True |
False |
6,446 |
| 10 |
0.7639 |
0.7428 |
0.0211 |
2.8% |
0.0047 |
0.6% |
92% |
True |
False |
4,341 |
| 20 |
0.7639 |
0.7368 |
0.0271 |
3.6% |
0.0050 |
0.7% |
94% |
True |
False |
2,454 |
| 40 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0052 |
0.7% |
76% |
False |
False |
1,455 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
76% |
False |
False |
1,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7747 |
|
2.618 |
0.7705 |
|
1.618 |
0.7680 |
|
1.000 |
0.7664 |
|
0.618 |
0.7654 |
|
HIGH |
0.7639 |
|
0.618 |
0.7629 |
|
0.500 |
0.7626 |
|
0.382 |
0.7623 |
|
LOW |
0.7613 |
|
0.618 |
0.7597 |
|
1.000 |
0.7588 |
|
1.618 |
0.7572 |
|
2.618 |
0.7546 |
|
4.250 |
0.7505 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7626 |
0.7613 |
| PP |
0.7624 |
0.7605 |
| S1 |
0.7623 |
0.7597 |
|