CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7594 |
-0.0074 |
-1.0% |
0.7570 |
| High |
0.7678 |
0.7616 |
-0.0062 |
-0.8% |
0.7696 |
| Low |
0.7590 |
0.7554 |
-0.0036 |
-0.5% |
0.7555 |
| Close |
0.7597 |
0.7562 |
-0.0035 |
-0.5% |
0.7597 |
| Range |
0.0088 |
0.0062 |
-0.0026 |
-29.5% |
0.0141 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
83,469 |
60,285 |
-23,184 |
-27.8% |
322,300 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7724 |
0.7596 |
|
| R3 |
0.7701 |
0.7662 |
0.7579 |
|
| R2 |
0.7639 |
0.7639 |
0.7573 |
|
| R1 |
0.7600 |
0.7600 |
0.7567 |
0.7589 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7571 |
| S1 |
0.7538 |
0.7538 |
0.7556 |
0.7527 |
| S2 |
0.7515 |
0.7515 |
0.7550 |
|
| S3 |
0.7453 |
0.7476 |
0.7544 |
|
| S4 |
0.7391 |
0.7414 |
0.7527 |
|
|
| 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 |
0.7554 |
0.0143 |
1.9% |
0.0065 |
0.9% |
6% |
False |
True |
65,627 |
| 10 |
0.7696 |
0.7552 |
0.0144 |
1.9% |
0.0063 |
0.8% |
7% |
False |
False |
60,467 |
| 20 |
0.7804 |
0.7552 |
0.0252 |
3.3% |
0.0062 |
0.8% |
4% |
False |
False |
32,524 |
| 40 |
0.7838 |
0.7552 |
0.0286 |
3.8% |
0.0060 |
0.8% |
3% |
False |
False |
16,465 |
| 60 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0061 |
0.8% |
4% |
False |
False |
11,042 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0062 |
0.8% |
3% |
False |
False |
8,372 |
| 100 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0059 |
0.8% |
3% |
False |
False |
6,724 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
6.0% |
0.0058 |
0.8% |
3% |
False |
False |
5,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7879 |
|
2.618 |
0.7778 |
|
1.618 |
0.7716 |
|
1.000 |
0.7678 |
|
0.618 |
0.7654 |
|
HIGH |
0.7616 |
|
0.618 |
0.7592 |
|
0.500 |
0.7585 |
|
0.382 |
0.7577 |
|
LOW |
0.7554 |
|
0.618 |
0.7515 |
|
1.000 |
0.7492 |
|
1.618 |
0.7453 |
|
2.618 |
0.7391 |
|
4.250 |
0.7290 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7625 |
| PP |
0.7577 |
0.7604 |
| S1 |
0.7569 |
0.7583 |
|