CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 27-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7594 |
0.7564 |
-0.0030 |
-0.4% |
0.7570 |
High |
0.7616 |
0.7600 |
-0.0016 |
-0.2% |
0.7696 |
Low |
0.7554 |
0.7533 |
-0.0021 |
-0.3% |
0.7555 |
Close |
0.7562 |
0.7571 |
0.0009 |
0.1% |
0.7597 |
Range |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0141 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
Volume |
60,285 |
78,446 |
18,161 |
30.1% |
322,300 |
|
Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7768 |
0.7736 |
0.7607 |
|
R3 |
0.7701 |
0.7669 |
0.7589 |
|
R2 |
0.7634 |
0.7634 |
0.7583 |
|
R1 |
0.7602 |
0.7602 |
0.7577 |
0.7618 |
PP |
0.7568 |
0.7568 |
0.7568 |
0.7576 |
S1 |
0.7536 |
0.7536 |
0.7564 |
0.7552 |
S2 |
0.7501 |
0.7501 |
0.7558 |
|
S3 |
0.7434 |
0.7469 |
0.7552 |
|
S4 |
0.7367 |
0.7402 |
0.7534 |
|
|
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 |
0.7533 |
0.0163 |
2.2% |
0.0072 |
0.9% |
23% |
False |
True |
70,382 |
10 |
0.7696 |
0.7533 |
0.0163 |
2.2% |
0.0061 |
0.8% |
23% |
False |
True |
65,388 |
20 |
0.7804 |
0.7533 |
0.0271 |
3.6% |
0.0063 |
0.8% |
14% |
False |
True |
36,434 |
40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0060 |
0.8% |
12% |
False |
True |
18,424 |
60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
12% |
False |
True |
12,349 |
80 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0061 |
0.8% |
10% |
False |
True |
9,347 |
100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0059 |
0.8% |
10% |
False |
True |
7,508 |
120 |
0.8000 |
0.7533 |
0.0467 |
6.2% |
0.0059 |
0.8% |
8% |
False |
True |
6,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7884 |
2.618 |
0.7775 |
1.618 |
0.7708 |
1.000 |
0.7666 |
0.618 |
0.7641 |
HIGH |
0.7600 |
0.618 |
0.7574 |
0.500 |
0.7566 |
0.382 |
0.7558 |
LOW |
0.7533 |
0.618 |
0.7491 |
1.000 |
0.7466 |
1.618 |
0.7424 |
2.618 |
0.7357 |
4.250 |
0.7248 |
|
|
Fisher Pivots for day following 27-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7569 |
0.7605 |
PP |
0.7568 |
0.7594 |
S1 |
0.7566 |
0.7582 |
|