CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7579 |
0.7585 |
0.0006 |
0.1% |
0.7669 |
| High |
0.7589 |
0.7638 |
0.0049 |
0.6% |
0.7679 |
| Low |
0.7555 |
0.7557 |
0.0002 |
0.0% |
0.7552 |
| Close |
0.7572 |
0.7607 |
0.0035 |
0.5% |
0.7572 |
| Range |
0.0034 |
0.0082 |
0.0048 |
139.7% |
0.0127 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.6% |
0.0000 |
| Volume |
54,673 |
71,072 |
16,399 |
30.0% |
241,232 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7808 |
0.7652 |
|
| R3 |
0.7764 |
0.7726 |
0.7629 |
|
| R2 |
0.7682 |
0.7682 |
0.7622 |
|
| R1 |
0.7645 |
0.7645 |
0.7614 |
0.7663 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7610 |
| S1 |
0.7563 |
0.7563 |
0.7600 |
0.7582 |
| S2 |
0.7519 |
0.7519 |
0.7592 |
|
| S3 |
0.7438 |
0.7482 |
0.7585 |
|
| S4 |
0.7356 |
0.7400 |
0.7562 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7903 |
0.7642 |
|
| R3 |
0.7854 |
0.7776 |
0.7607 |
|
| R2 |
0.7727 |
0.7727 |
0.7595 |
|
| R1 |
0.7650 |
0.7650 |
0.7584 |
0.7625 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7589 |
| S1 |
0.7523 |
0.7523 |
0.7560 |
0.7499 |
| S2 |
0.7474 |
0.7474 |
0.7549 |
|
| S3 |
0.7348 |
0.7397 |
0.7537 |
|
| S4 |
0.7221 |
0.7270 |
0.7502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7638 |
0.7552 |
0.0086 |
1.1% |
0.0057 |
0.8% |
64% |
True |
False |
64,016 |
| 10 |
0.7786 |
0.7552 |
0.0234 |
3.1% |
0.0063 |
0.8% |
24% |
False |
False |
43,399 |
| 20 |
0.7804 |
0.7552 |
0.0252 |
3.3% |
0.0059 |
0.8% |
22% |
False |
False |
22,469 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0060 |
0.8% |
20% |
False |
False |
11,421 |
| 60 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0060 |
0.8% |
20% |
False |
False |
7,673 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0061 |
0.8% |
16% |
False |
False |
5,846 |
| 100 |
0.7988 |
0.7550 |
0.0438 |
5.8% |
0.0059 |
0.8% |
13% |
False |
False |
4,703 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0057 |
0.8% |
13% |
False |
False |
3,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7984 |
|
2.618 |
0.7851 |
|
1.618 |
0.7770 |
|
1.000 |
0.7720 |
|
0.618 |
0.7688 |
|
HIGH |
0.7638 |
|
0.618 |
0.7607 |
|
0.500 |
0.7597 |
|
0.382 |
0.7588 |
|
LOW |
0.7557 |
|
0.618 |
0.7506 |
|
1.000 |
0.7475 |
|
1.618 |
0.7425 |
|
2.618 |
0.7343 |
|
4.250 |
0.7210 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7604 |
| PP |
0.7601 |
0.7600 |
| S1 |
0.7597 |
0.7597 |
|