CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7626 |
0.0016 |
0.2% |
0.7594 |
| High |
0.7646 |
0.7657 |
0.0011 |
0.1% |
0.7668 |
| Low |
0.7582 |
0.7612 |
0.0030 |
0.4% |
0.7533 |
| Close |
0.7629 |
0.7630 |
0.0002 |
0.0% |
0.7629 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.7% |
0.0135 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
71,569 |
54,065 |
-17,504 |
-24.5% |
382,158 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7744 |
0.7655 |
|
| R3 |
0.7723 |
0.7699 |
0.7642 |
|
| R2 |
0.7678 |
0.7678 |
0.7638 |
|
| R1 |
0.7654 |
0.7654 |
0.7634 |
0.7666 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7639 |
| S1 |
0.7609 |
0.7609 |
0.7626 |
0.7621 |
| S2 |
0.7588 |
0.7588 |
0.7622 |
|
| S3 |
0.7543 |
0.7564 |
0.7618 |
|
| S4 |
0.7498 |
0.7519 |
0.7605 |
|
|
| 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% |
0.0073 |
1.0% |
72% |
False |
False |
75,187 |
| 10 |
0.7696 |
0.7533 |
0.0163 |
2.1% |
0.0069 |
0.9% |
60% |
False |
False |
70,407 |
| 20 |
0.7804 |
0.7533 |
0.0271 |
3.6% |
0.0068 |
0.9% |
36% |
False |
False |
51,043 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0060 |
0.8% |
32% |
False |
False |
25,828 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0062 |
0.8% |
32% |
False |
False |
17,295 |
| 80 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0062 |
0.8% |
27% |
False |
False |
13,054 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
27% |
False |
False |
10,475 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.1% |
0.0060 |
0.8% |
21% |
False |
False |
8,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7774 |
|
1.618 |
0.7729 |
|
1.000 |
0.7701 |
|
0.618 |
0.7684 |
|
HIGH |
0.7657 |
|
0.618 |
0.7639 |
|
0.500 |
0.7634 |
|
0.382 |
0.7629 |
|
LOW |
0.7612 |
|
0.618 |
0.7584 |
|
1.000 |
0.7567 |
|
1.618 |
0.7539 |
|
2.618 |
0.7494 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7628 |
| PP |
0.7633 |
0.7627 |
| S1 |
0.7631 |
0.7625 |
|