CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7451 |
-0.0039 |
-0.5% |
0.7618 |
| High |
0.7495 |
0.7461 |
-0.0034 |
-0.4% |
0.7655 |
| Low |
0.7455 |
0.7404 |
-0.0051 |
-0.7% |
0.7463 |
| Close |
0.7467 |
0.7420 |
-0.0047 |
-0.6% |
0.7498 |
| Range |
0.0040 |
0.0057 |
0.0017 |
44.3% |
0.0192 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
41,745 |
54,235 |
12,490 |
29.9% |
227,741 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7599 |
0.7567 |
0.7451 |
|
| R3 |
0.7542 |
0.7510 |
0.7436 |
|
| R2 |
0.7485 |
0.7485 |
0.7430 |
|
| R1 |
0.7453 |
0.7453 |
0.7425 |
0.7441 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7422 |
| S1 |
0.7396 |
0.7396 |
0.7415 |
0.7384 |
| S2 |
0.7371 |
0.7371 |
0.7410 |
|
| S3 |
0.7314 |
0.7339 |
0.7404 |
|
| S4 |
0.7257 |
0.7282 |
0.7389 |
|
|
| 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 |
0.7518 |
0.7404 |
0.0114 |
1.5% |
0.0048 |
0.6% |
14% |
False |
True |
48,910 |
| 10 |
0.7655 |
0.7404 |
0.0251 |
3.4% |
0.0052 |
0.7% |
6% |
False |
True |
41,401 |
| 20 |
0.7655 |
0.7396 |
0.0259 |
3.5% |
0.0052 |
0.7% |
9% |
False |
False |
21,798 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.9% |
0.0052 |
0.7% |
18% |
False |
False |
11,150 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0054 |
0.7% |
16% |
False |
False |
7,513 |
| 80 |
0.7803 |
0.7368 |
0.0435 |
5.9% |
0.0055 |
0.7% |
12% |
False |
False |
5,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7610 |
|
1.618 |
0.7553 |
|
1.000 |
0.7518 |
|
0.618 |
0.7496 |
|
HIGH |
0.7461 |
|
0.618 |
0.7439 |
|
0.500 |
0.7433 |
|
0.382 |
0.7426 |
|
LOW |
0.7404 |
|
0.618 |
0.7369 |
|
1.000 |
0.7347 |
|
1.618 |
0.7312 |
|
2.618 |
0.7255 |
|
4.250 |
0.7162 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7433 |
0.7449 |
| PP |
0.7428 |
0.7440 |
| S1 |
0.7424 |
0.7430 |
|