CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7644 |
0.7610 |
-0.0034 |
-0.4% |
0.7594 |
| High |
0.7668 |
0.7646 |
-0.0022 |
-0.3% |
0.7668 |
| Low |
0.7589 |
0.7582 |
-0.0007 |
-0.1% |
0.7533 |
| Close |
0.7611 |
0.7629 |
0.0018 |
0.2% |
0.7629 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-19.5% |
0.0135 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
86,618 |
71,569 |
-15,049 |
-17.4% |
382,158 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7784 |
0.7664 |
|
| R3 |
0.7747 |
0.7720 |
0.7646 |
|
| R2 |
0.7683 |
0.7683 |
0.7640 |
|
| R1 |
0.7656 |
0.7656 |
0.7634 |
0.7669 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7626 |
| S1 |
0.7592 |
0.7592 |
0.7623 |
0.7605 |
| S2 |
0.7555 |
0.7555 |
0.7617 |
|
| S3 |
0.7491 |
0.7528 |
0.7611 |
|
| S4 |
0.7427 |
0.7464 |
0.7593 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8016 |
0.7958 |
0.7703 |
|
| R3 |
0.7881 |
0.7822 |
0.7666 |
|
| R2 |
0.7745 |
0.7745 |
0.7653 |
|
| R1 |
0.7687 |
0.7687 |
0.7641 |
0.7716 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7624 |
| S1 |
0.7551 |
0.7551 |
0.7616 |
0.7581 |
| S2 |
0.7474 |
0.7474 |
0.7604 |
|
| S3 |
0.7339 |
0.7416 |
0.7591 |
|
| S4 |
0.7203 |
0.7280 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7533 |
0.0135 |
1.8% |
0.0077 |
1.0% |
71% |
False |
False |
76,431 |
| 10 |
0.7696 |
0.7533 |
0.0163 |
2.1% |
0.0070 |
0.9% |
59% |
False |
False |
70,445 |
| 20 |
0.7804 |
0.7533 |
0.0271 |
3.6% |
0.0070 |
0.9% |
35% |
False |
False |
48,390 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0062 |
0.8% |
31% |
False |
False |
24,489 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
31% |
False |
False |
16,397 |
| 80 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0062 |
0.8% |
26% |
False |
False |
12,382 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
26% |
False |
False |
9,937 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.1% |
0.0060 |
0.8% |
21% |
False |
False |
8,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7918 |
|
2.618 |
0.7814 |
|
1.618 |
0.7750 |
|
1.000 |
0.7710 |
|
0.618 |
0.7686 |
|
HIGH |
0.7646 |
|
0.618 |
0.7622 |
|
0.500 |
0.7614 |
|
0.382 |
0.7606 |
|
LOW |
0.7582 |
|
0.618 |
0.7542 |
|
1.000 |
0.7518 |
|
1.618 |
0.7478 |
|
2.618 |
0.7414 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7620 |
| PP |
0.7619 |
0.7612 |
| S1 |
0.7614 |
0.7604 |
|