CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 29-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2016 |
29-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7374 |
0.7385 |
0.0011 |
0.1% |
0.7507 |
| High |
0.7394 |
0.7426 |
0.0032 |
0.4% |
0.7518 |
| Low |
0.7361 |
0.7382 |
0.0022 |
0.3% |
0.7373 |
| Close |
0.7385 |
0.7418 |
0.0033 |
0.4% |
0.7394 |
| Range |
0.0033 |
0.0043 |
0.0010 |
31.8% |
0.0146 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
43,928 |
42,178 |
-1,750 |
-4.0% |
224,113 |
|
| Daily Pivots for day following 29-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7522 |
0.7441 |
|
| R3 |
0.7495 |
0.7478 |
0.7429 |
|
| R2 |
0.7452 |
0.7452 |
0.7425 |
|
| R1 |
0.7435 |
0.7435 |
0.7421 |
0.7443 |
| PP |
0.7408 |
0.7408 |
0.7408 |
0.7413 |
| S1 |
0.7391 |
0.7391 |
0.7414 |
0.7400 |
| S2 |
0.7365 |
0.7365 |
0.7410 |
|
| S3 |
0.7321 |
0.7348 |
0.7406 |
|
| S4 |
0.7278 |
0.7304 |
0.7394 |
|
|
| 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 |
0.7461 |
0.7361 |
0.0101 |
1.4% |
0.0045 |
0.6% |
57% |
False |
False |
42,191 |
| 10 |
0.7544 |
0.7361 |
0.0183 |
2.5% |
0.0048 |
0.7% |
31% |
False |
False |
46,611 |
| 20 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0049 |
0.7% |
19% |
False |
False |
29,307 |
| 40 |
0.7655 |
0.7361 |
0.0295 |
4.0% |
0.0053 |
0.7% |
19% |
False |
False |
15,036 |
| 60 |
0.7700 |
0.7361 |
0.0340 |
4.6% |
0.0053 |
0.7% |
17% |
False |
False |
10,120 |
| 80 |
0.7803 |
0.7361 |
0.0442 |
6.0% |
0.0055 |
0.7% |
13% |
False |
False |
7,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7610 |
|
2.618 |
0.7539 |
|
1.618 |
0.7496 |
|
1.000 |
0.7469 |
|
0.618 |
0.7452 |
|
HIGH |
0.7426 |
|
0.618 |
0.7409 |
|
0.500 |
0.7404 |
|
0.382 |
0.7399 |
|
LOW |
0.7382 |
|
0.618 |
0.7355 |
|
1.000 |
0.7339 |
|
1.618 |
0.7312 |
|
2.618 |
0.7268 |
|
4.250 |
0.7197 |
|
|
| Fisher Pivots for day following 29-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7413 |
0.7409 |
| PP |
0.7408 |
0.7401 |
| S1 |
0.7404 |
0.7393 |
|