CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 20-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2016 |
20-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7467 |
-0.0041 |
-0.5% |
0.7618 |
| High |
0.7518 |
0.7494 |
-0.0025 |
-0.3% |
0.7655 |
| Low |
0.7459 |
0.7453 |
-0.0007 |
-0.1% |
0.7463 |
| Close |
0.7463 |
0.7487 |
0.0024 |
0.3% |
0.7498 |
| Range |
0.0059 |
0.0041 |
-0.0018 |
-30.5% |
0.0192 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
41,041 |
43,011 |
1,970 |
4.8% |
227,741 |
|
| Daily Pivots for day following 20-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7585 |
0.7510 |
|
| R3 |
0.7560 |
0.7544 |
0.7498 |
|
| R2 |
0.7519 |
0.7519 |
0.7495 |
|
| R1 |
0.7503 |
0.7503 |
0.7491 |
0.7511 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7482 |
| S1 |
0.7462 |
0.7462 |
0.7483 |
0.7470 |
| S2 |
0.7437 |
0.7437 |
0.7479 |
|
| S3 |
0.7396 |
0.7421 |
0.7476 |
|
| S4 |
0.7355 |
0.7380 |
0.7464 |
|
|
| 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 |
0.7453 |
0.0203 |
2.7% |
0.0069 |
0.9% |
17% |
False |
True |
53,633 |
| 10 |
0.7655 |
0.7453 |
0.0203 |
2.7% |
0.0051 |
0.7% |
17% |
False |
True |
32,469 |
| 20 |
0.7655 |
0.7396 |
0.0259 |
3.5% |
0.0053 |
0.7% |
35% |
False |
False |
17,039 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.8% |
0.0051 |
0.7% |
42% |
False |
False |
8,765 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.4% |
0.0055 |
0.7% |
36% |
False |
False |
5,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7601 |
|
1.618 |
0.7560 |
|
1.000 |
0.7535 |
|
0.618 |
0.7519 |
|
HIGH |
0.7494 |
|
0.618 |
0.7478 |
|
0.500 |
0.7473 |
|
0.382 |
0.7468 |
|
LOW |
0.7453 |
|
0.618 |
0.7427 |
|
1.000 |
0.7412 |
|
1.618 |
0.7386 |
|
2.618 |
0.7345 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 20-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7486 |
| PP |
0.7478 |
0.7486 |
| S1 |
0.7473 |
0.7485 |
|