CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 28-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7405 |
0.7374 |
-0.0030 |
-0.4% |
0.7507 |
| High |
0.7406 |
0.7394 |
-0.0013 |
-0.2% |
0.7518 |
| Low |
0.7371 |
0.7361 |
-0.0010 |
-0.1% |
0.7373 |
| Close |
0.7376 |
0.7385 |
0.0009 |
0.1% |
0.7394 |
| Range |
0.0036 |
0.0033 |
-0.0003 |
-7.0% |
0.0146 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
26,537 |
43,928 |
17,391 |
65.5% |
224,113 |
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7479 |
0.7465 |
0.7403 |
|
| R3 |
0.7446 |
0.7432 |
0.7394 |
|
| R2 |
0.7413 |
0.7413 |
0.7391 |
|
| R1 |
0.7399 |
0.7399 |
0.7388 |
0.7406 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7383 |
| S1 |
0.7366 |
0.7366 |
0.7381 |
0.7373 |
| S2 |
0.7347 |
0.7347 |
0.7378 |
|
| S3 |
0.7314 |
0.7333 |
0.7375 |
|
| S4 |
0.7281 |
0.7300 |
0.7366 |
|
|
| 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 |
0.7361 |
0.0134 |
1.8% |
0.0044 |
0.6% |
18% |
False |
True |
42,105 |
| 10 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0056 |
0.8% |
8% |
False |
True |
47,869 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0050 |
0.7% |
8% |
False |
True |
27,316 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0052 |
0.7% |
8% |
False |
True |
13,987 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.6% |
0.0053 |
0.7% |
7% |
False |
True |
9,418 |
| 80 |
0.7803 |
0.7361 |
0.0442 |
6.0% |
0.0055 |
0.7% |
5% |
False |
True |
7,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7534 |
|
2.618 |
0.7480 |
|
1.618 |
0.7447 |
|
1.000 |
0.7427 |
|
0.618 |
0.7414 |
|
HIGH |
0.7394 |
|
0.618 |
0.7381 |
|
0.500 |
0.7377 |
|
0.382 |
0.7373 |
|
LOW |
0.7361 |
|
0.618 |
0.7340 |
|
1.000 |
0.7328 |
|
1.618 |
0.7307 |
|
2.618 |
0.7274 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 28-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7382 |
0.7394 |
| PP |
0.7380 |
0.7391 |
| S1 |
0.7377 |
0.7388 |
|