CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 27-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2016 |
27-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7421 |
0.7405 |
-0.0017 |
-0.2% |
0.7507 |
| High |
0.7427 |
0.7406 |
-0.0021 |
-0.3% |
0.7518 |
| Low |
0.7373 |
0.7371 |
-0.0002 |
0.0% |
0.7373 |
| Close |
0.7394 |
0.7376 |
-0.0018 |
-0.2% |
0.7394 |
| Range |
0.0054 |
0.0036 |
-0.0019 |
-34.3% |
0.0146 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
44,081 |
26,537 |
-17,544 |
-39.8% |
224,113 |
|
| Daily Pivots for day following 27-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7469 |
0.7396 |
|
| R3 |
0.7455 |
0.7433 |
0.7386 |
|
| R2 |
0.7420 |
0.7420 |
0.7383 |
|
| R1 |
0.7398 |
0.7398 |
0.7379 |
0.7391 |
| PP |
0.7384 |
0.7384 |
0.7384 |
0.7381 |
| S1 |
0.7362 |
0.7362 |
0.7373 |
0.7356 |
| S2 |
0.7349 |
0.7349 |
0.7369 |
|
| S3 |
0.7313 |
0.7327 |
0.7366 |
|
| S4 |
0.7278 |
0.7291 |
0.7356 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7775 |
0.7474 |
|
| R3 |
0.7719 |
0.7629 |
0.7434 |
|
| R2 |
0.7574 |
0.7574 |
0.7421 |
|
| R1 |
0.7484 |
0.7484 |
0.7407 |
0.7456 |
| PP |
0.7428 |
0.7428 |
0.7428 |
0.7414 |
| S1 |
0.7338 |
0.7338 |
0.7381 |
0.7311 |
| S2 |
0.7283 |
0.7283 |
0.7367 |
|
| S3 |
0.7137 |
0.7193 |
0.7354 |
|
| S4 |
0.6992 |
0.7047 |
0.7314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7495 |
0.7371 |
0.0124 |
1.7% |
0.0045 |
0.6% |
4% |
False |
True |
41,921 |
| 10 |
0.7655 |
0.7371 |
0.0285 |
3.9% |
0.0055 |
0.7% |
2% |
False |
True |
46,094 |
| 20 |
0.7655 |
0.7371 |
0.0285 |
3.9% |
0.0051 |
0.7% |
2% |
False |
True |
25,218 |
| 40 |
0.7655 |
0.7368 |
0.0288 |
3.9% |
0.0052 |
0.7% |
3% |
False |
False |
12,892 |
| 60 |
0.7700 |
0.7368 |
0.0333 |
4.5% |
0.0053 |
0.7% |
3% |
False |
False |
8,687 |
| 80 |
0.7803 |
0.7368 |
0.0435 |
5.9% |
0.0056 |
0.8% |
2% |
False |
False |
6,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7557 |
|
2.618 |
0.7499 |
|
1.618 |
0.7463 |
|
1.000 |
0.7442 |
|
0.618 |
0.7428 |
|
HIGH |
0.7406 |
|
0.618 |
0.7392 |
|
0.500 |
0.7388 |
|
0.382 |
0.7384 |
|
LOW |
0.7371 |
|
0.618 |
0.7349 |
|
1.000 |
0.7335 |
|
1.618 |
0.7313 |
|
2.618 |
0.7278 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 27-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7388 |
0.7416 |
| PP |
0.7384 |
0.7403 |
| S1 |
0.7380 |
0.7389 |
|