CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7580 |
0.0016 |
0.2% |
0.7570 |
| High |
0.7600 |
0.7651 |
0.0052 |
0.7% |
0.7696 |
| Low |
0.7533 |
0.7540 |
0.0007 |
0.1% |
0.7555 |
| Close |
0.7571 |
0.7644 |
0.0073 |
1.0% |
0.7597 |
| Range |
0.0067 |
0.0111 |
0.0045 |
66.4% |
0.0141 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
5.1% |
0.0000 |
| Volume |
78,446 |
85,240 |
6,794 |
8.7% |
322,300 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7906 |
0.7705 |
|
| R3 |
0.7834 |
0.7795 |
0.7674 |
|
| R2 |
0.7723 |
0.7723 |
0.7664 |
|
| R1 |
0.7683 |
0.7683 |
0.7654 |
0.7703 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7621 |
| S1 |
0.7572 |
0.7572 |
0.7633 |
0.7592 |
| S2 |
0.7500 |
0.7500 |
0.7623 |
|
| S3 |
0.7388 |
0.7460 |
0.7613 |
|
| S4 |
0.7277 |
0.7349 |
0.7582 |
|
|
| 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 |
2.1% |
0.0078 |
1.0% |
68% |
False |
False |
73,216 |
| 10 |
0.7696 |
0.7533 |
0.0163 |
2.1% |
0.0067 |
0.9% |
68% |
False |
False |
68,616 |
| 20 |
0.7804 |
0.7533 |
0.0271 |
3.5% |
0.0066 |
0.9% |
41% |
False |
False |
40,675 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
36% |
False |
False |
20,551 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
36% |
False |
False |
13,767 |
| 80 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0062 |
0.8% |
30% |
False |
False |
10,412 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
30% |
False |
False |
8,359 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.1% |
0.0060 |
0.8% |
24% |
False |
False |
6,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8125 |
|
2.618 |
0.7943 |
|
1.618 |
0.7831 |
|
1.000 |
0.7762 |
|
0.618 |
0.7720 |
|
HIGH |
0.7651 |
|
0.618 |
0.7608 |
|
0.500 |
0.7595 |
|
0.382 |
0.7582 |
|
LOW |
0.7540 |
|
0.618 |
0.7471 |
|
1.000 |
0.7428 |
|
1.618 |
0.7359 |
|
2.618 |
0.7248 |
|
4.250 |
0.7066 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7626 |
| PP |
0.7611 |
0.7609 |
| S1 |
0.7595 |
0.7592 |
|