CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7639 |
0.0054 |
0.7% |
0.7669 |
| High |
0.7638 |
0.7696 |
0.0058 |
0.8% |
0.7679 |
| Low |
0.7557 |
0.7637 |
0.0080 |
1.1% |
0.7552 |
| Close |
0.7607 |
0.7659 |
0.0052 |
0.7% |
0.7572 |
| Range |
0.0082 |
0.0059 |
-0.0022 |
-27.0% |
0.0127 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0000 |
| Volume |
71,072 |
58,640 |
-12,432 |
-17.5% |
241,232 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7842 |
0.7810 |
0.7691 |
|
| R3 |
0.7783 |
0.7750 |
0.7675 |
|
| R2 |
0.7723 |
0.7723 |
0.7669 |
|
| R1 |
0.7691 |
0.7691 |
0.7664 |
0.7707 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7672 |
| S1 |
0.7631 |
0.7631 |
0.7653 |
0.7648 |
| S2 |
0.7604 |
0.7604 |
0.7648 |
|
| S3 |
0.7545 |
0.7572 |
0.7642 |
|
| S4 |
0.7485 |
0.7512 |
0.7626 |
|
|
| 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 |
0.7696 |
0.7552 |
0.0144 |
1.9% |
0.0057 |
0.7% |
74% |
True |
False |
64,971 |
| 10 |
0.7765 |
0.7552 |
0.0213 |
2.8% |
0.0064 |
0.8% |
50% |
False |
False |
48,652 |
| 20 |
0.7804 |
0.7552 |
0.0252 |
3.3% |
0.0061 |
0.8% |
42% |
False |
False |
25,380 |
| 40 |
0.7838 |
0.7552 |
0.0286 |
3.7% |
0.0060 |
0.8% |
37% |
False |
False |
12,884 |
| 60 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0060 |
0.8% |
38% |
False |
False |
8,649 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0061 |
0.8% |
31% |
False |
False |
6,577 |
| 100 |
0.7980 |
0.7550 |
0.0430 |
5.6% |
0.0060 |
0.8% |
25% |
False |
False |
5,289 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
24% |
False |
False |
4,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7949 |
|
2.618 |
0.7852 |
|
1.618 |
0.7792 |
|
1.000 |
0.7755 |
|
0.618 |
0.7733 |
|
HIGH |
0.7696 |
|
0.618 |
0.7673 |
|
0.500 |
0.7666 |
|
0.382 |
0.7659 |
|
LOW |
0.7637 |
|
0.618 |
0.7600 |
|
1.000 |
0.7577 |
|
1.618 |
0.7540 |
|
2.618 |
0.7481 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7648 |
| PP |
0.7664 |
0.7637 |
| S1 |
0.7661 |
0.7626 |
|