CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7628 |
0.7624 |
-0.0004 |
0.0% |
0.7508 |
| High |
0.7643 |
0.7655 |
0.0013 |
0.2% |
0.7613 |
| Low |
0.7621 |
0.7532 |
-0.0088 |
-1.2% |
0.7497 |
| Close |
0.7632 |
0.7555 |
-0.0077 |
-1.0% |
0.7605 |
| Range |
0.0022 |
0.0123 |
0.0101 |
459.1% |
0.0115 |
| ATR |
0.0048 |
0.0054 |
0.0005 |
11.0% |
0.0000 |
| Volume |
26,185 |
54,759 |
28,574 |
109.1% |
16,843 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7949 |
0.7875 |
0.7622 |
|
| R3 |
0.7826 |
0.7752 |
0.7588 |
|
| R2 |
0.7703 |
0.7703 |
0.7577 |
|
| R1 |
0.7629 |
0.7629 |
0.7566 |
0.7605 |
| PP |
0.7581 |
0.7581 |
0.7581 |
0.7568 |
| S1 |
0.7506 |
0.7506 |
0.7543 |
0.7482 |
| S2 |
0.7458 |
0.7458 |
0.7532 |
|
| S3 |
0.7335 |
0.7383 |
0.7521 |
|
| S4 |
0.7212 |
0.7260 |
0.7487 |
|
|
| 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 |
0.7655 |
0.7532 |
0.0123 |
1.6% |
0.0049 |
0.6% |
18% |
True |
True |
21,686 |
| 10 |
0.7655 |
0.7452 |
0.0203 |
2.7% |
0.0049 |
0.7% |
51% |
True |
False |
12,003 |
| 20 |
0.7655 |
0.7382 |
0.0273 |
3.6% |
0.0053 |
0.7% |
63% |
True |
False |
6,469 |
| 40 |
0.7695 |
0.7368 |
0.0328 |
4.3% |
0.0053 |
0.7% |
57% |
False |
False |
3,470 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0056 |
0.7% |
56% |
False |
False |
2,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8178 |
|
2.618 |
0.7977 |
|
1.618 |
0.7854 |
|
1.000 |
0.7778 |
|
0.618 |
0.7731 |
|
HIGH |
0.7655 |
|
0.618 |
0.7608 |
|
0.500 |
0.7594 |
|
0.382 |
0.7579 |
|
LOW |
0.7532 |
|
0.618 |
0.7456 |
|
1.000 |
0.7409 |
|
1.618 |
0.7333 |
|
2.618 |
0.7210 |
|
4.250 |
0.7009 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7594 |
| PP |
0.7581 |
0.7581 |
| S1 |
0.7568 |
0.7568 |
|