CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7508 |
0.7507 |
-0.0001 |
0.0% |
0.7618 |
| High |
0.7518 |
0.7518 |
0.0000 |
0.0% |
0.7655 |
| Low |
0.7476 |
0.7459 |
-0.0017 |
-0.2% |
0.7463 |
| Close |
0.7498 |
0.7463 |
-0.0035 |
-0.5% |
0.7498 |
| Range |
0.0042 |
0.0059 |
0.0017 |
42.2% |
0.0192 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
64,520 |
41,041 |
-23,479 |
-36.4% |
227,741 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7657 |
0.7619 |
0.7495 |
|
| R3 |
0.7598 |
0.7560 |
0.7479 |
|
| R2 |
0.7539 |
0.7539 |
0.7474 |
|
| R1 |
0.7501 |
0.7501 |
0.7468 |
0.7491 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7475 |
| S1 |
0.7442 |
0.7442 |
0.7458 |
0.7432 |
| S2 |
0.7421 |
0.7421 |
0.7452 |
|
| S3 |
0.7362 |
0.7383 |
0.7447 |
|
| S4 |
0.7303 |
0.7324 |
0.7431 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.7998 |
0.7603 |
|
| R3 |
0.7923 |
0.7806 |
0.7550 |
|
| R2 |
0.7731 |
0.7731 |
0.7533 |
|
| R1 |
0.7614 |
0.7614 |
0.7515 |
0.7576 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7520 |
| S1 |
0.7422 |
0.7422 |
0.7480 |
0.7384 |
| S2 |
0.7347 |
0.7347 |
0.7462 |
|
| S3 |
0.7155 |
0.7230 |
0.7445 |
|
| S4 |
0.6963 |
0.7038 |
0.7392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7655 |
0.7459 |
0.0196 |
2.6% |
0.0065 |
0.9% |
2% |
False |
True |
50,268 |
| 10 |
0.7655 |
0.7459 |
0.0196 |
2.6% |
0.0050 |
0.7% |
2% |
False |
True |
28,357 |
| 20 |
0.7655 |
0.7396 |
0.0259 |
3.5% |
0.0054 |
0.7% |
26% |
False |
False |
14,910 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.9% |
0.0052 |
0.7% |
33% |
False |
False |
7,710 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0055 |
0.7% |
29% |
False |
False |
5,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7672 |
|
1.618 |
0.7613 |
|
1.000 |
0.7577 |
|
0.618 |
0.7554 |
|
HIGH |
0.7518 |
|
0.618 |
0.7495 |
|
0.500 |
0.7489 |
|
0.382 |
0.7482 |
|
LOW |
0.7459 |
|
0.618 |
0.7423 |
|
1.000 |
0.7400 |
|
1.618 |
0.7364 |
|
2.618 |
0.7305 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7501 |
| PP |
0.7480 |
0.7489 |
| S1 |
0.7472 |
0.7476 |
|