CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7667 |
0.0028 |
0.4% |
0.7570 |
| High |
0.7696 |
0.7678 |
-0.0019 |
-0.2% |
0.7696 |
| Low |
0.7637 |
0.7590 |
-0.0047 |
-0.6% |
0.7555 |
| Close |
0.7659 |
0.7597 |
-0.0062 |
-0.8% |
0.7597 |
| Range |
0.0059 |
0.0088 |
0.0029 |
47.9% |
0.0141 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.8% |
0.0000 |
| Volume |
58,640 |
83,469 |
24,829 |
42.3% |
322,300 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7829 |
0.7645 |
|
| R3 |
0.7797 |
0.7741 |
0.7621 |
|
| R2 |
0.7709 |
0.7709 |
0.7613 |
|
| R1 |
0.7653 |
0.7653 |
0.7605 |
0.7637 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7613 |
| S1 |
0.7565 |
0.7565 |
0.7588 |
0.7549 |
| S2 |
0.7533 |
0.7533 |
0.7580 |
|
| S3 |
0.7445 |
0.7477 |
0.7572 |
|
| S4 |
0.7357 |
0.7389 |
0.7548 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.7959 |
0.7674 |
|
| R3 |
0.7898 |
0.7818 |
0.7635 |
|
| R2 |
0.7757 |
0.7757 |
0.7622 |
|
| R1 |
0.7677 |
0.7677 |
0.7609 |
0.7717 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7636 |
| S1 |
0.7536 |
0.7536 |
0.7584 |
0.7576 |
| S2 |
0.7475 |
0.7475 |
0.7571 |
|
| S3 |
0.7334 |
0.7395 |
0.7558 |
|
| S4 |
0.7193 |
0.7254 |
0.7519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7696 |
0.7555 |
0.0141 |
1.9% |
0.0062 |
0.8% |
29% |
False |
False |
64,460 |
| 10 |
0.7696 |
0.7552 |
0.0144 |
1.9% |
0.0062 |
0.8% |
31% |
False |
False |
56,353 |
| 20 |
0.7804 |
0.7552 |
0.0252 |
3.3% |
0.0064 |
0.8% |
18% |
False |
False |
29,535 |
| 40 |
0.7838 |
0.7552 |
0.0286 |
3.8% |
0.0061 |
0.8% |
16% |
False |
False |
14,967 |
| 60 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0061 |
0.8% |
16% |
False |
False |
10,038 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0061 |
0.8% |
13% |
False |
False |
7,619 |
| 100 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0059 |
0.8% |
13% |
False |
False |
6,123 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
10% |
False |
False |
5,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7908 |
|
1.618 |
0.7820 |
|
1.000 |
0.7765 |
|
0.618 |
0.7732 |
|
HIGH |
0.7678 |
|
0.618 |
0.7644 |
|
0.500 |
0.7634 |
|
0.382 |
0.7623 |
|
LOW |
0.7590 |
|
0.618 |
0.7535 |
|
1.000 |
0.7502 |
|
1.618 |
0.7447 |
|
2.618 |
0.7359 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7626 |
| PP |
0.7621 |
0.7616 |
| S1 |
0.7609 |
0.7606 |
|