CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7644 |
0.0064 |
0.8% |
0.7570 |
| High |
0.7651 |
0.7668 |
0.0017 |
0.2% |
0.7696 |
| Low |
0.7540 |
0.7589 |
0.0049 |
0.6% |
0.7555 |
| Close |
0.7644 |
0.7611 |
-0.0033 |
-0.4% |
0.7597 |
| Range |
0.0111 |
0.0080 |
-0.0032 |
-28.7% |
0.0141 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.2% |
0.0000 |
| Volume |
85,240 |
86,618 |
1,378 |
1.6% |
322,300 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7816 |
0.7655 |
|
| R3 |
0.7782 |
0.7736 |
0.7633 |
|
| R2 |
0.7702 |
0.7702 |
0.7626 |
|
| R1 |
0.7657 |
0.7657 |
0.7618 |
0.7640 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7614 |
| S1 |
0.7577 |
0.7577 |
0.7604 |
0.7560 |
| S2 |
0.7543 |
0.7543 |
0.7596 |
|
| S3 |
0.7464 |
0.7498 |
0.7589 |
|
| S4 |
0.7384 |
0.7418 |
0.7567 |
|
|
| 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 |
0.7678 |
0.7533 |
0.0145 |
1.9% |
0.0082 |
1.1% |
54% |
False |
False |
78,811 |
| 10 |
0.7696 |
0.7533 |
0.0163 |
2.1% |
0.0069 |
0.9% |
48% |
False |
False |
71,891 |
| 20 |
0.7804 |
0.7533 |
0.0271 |
3.6% |
0.0069 |
0.9% |
29% |
False |
False |
44,944 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
26% |
False |
False |
22,709 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0062 |
0.8% |
26% |
False |
False |
15,208 |
| 80 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0062 |
0.8% |
21% |
False |
False |
11,489 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
21% |
False |
False |
9,224 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.1% |
0.0060 |
0.8% |
17% |
False |
False |
7,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7876 |
|
1.618 |
0.7797 |
|
1.000 |
0.7748 |
|
0.618 |
0.7717 |
|
HIGH |
0.7668 |
|
0.618 |
0.7638 |
|
0.500 |
0.7628 |
|
0.382 |
0.7619 |
|
LOW |
0.7589 |
|
0.618 |
0.7539 |
|
1.000 |
0.7509 |
|
1.618 |
0.7460 |
|
2.618 |
0.7380 |
|
4.250 |
0.7251 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7607 |
| PP |
0.7623 |
0.7604 |
| S1 |
0.7617 |
0.7600 |
|