CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7586 |
-0.0043 |
-0.6% |
0.7594 |
| High |
0.7631 |
0.7602 |
-0.0029 |
-0.4% |
0.7668 |
| Low |
0.7571 |
0.7561 |
-0.0010 |
-0.1% |
0.7533 |
| Close |
0.7580 |
0.7597 |
0.0018 |
0.2% |
0.7629 |
| Range |
0.0061 |
0.0041 |
-0.0019 |
-31.4% |
0.0135 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
57,930 |
60,608 |
2,678 |
4.6% |
382,158 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7695 |
0.7620 |
|
| R3 |
0.7669 |
0.7654 |
0.7608 |
|
| R2 |
0.7628 |
0.7628 |
0.7605 |
|
| R1 |
0.7613 |
0.7613 |
0.7601 |
0.7620 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7590 |
| S1 |
0.7571 |
0.7571 |
0.7593 |
0.7579 |
| S2 |
0.7545 |
0.7545 |
0.7589 |
|
| S3 |
0.7504 |
0.7530 |
0.7586 |
|
| S4 |
0.7462 |
0.7488 |
0.7574 |
|
|
| 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 |
0.7561 |
0.0107 |
1.4% |
0.0058 |
0.8% |
34% |
False |
True |
66,158 |
| 10 |
0.7696 |
0.7533 |
0.0163 |
2.2% |
0.0068 |
0.9% |
39% |
False |
False |
69,687 |
| 20 |
0.7786 |
0.7533 |
0.0253 |
3.3% |
0.0065 |
0.9% |
25% |
False |
False |
56,543 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
21% |
False |
False |
28,781 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0061 |
0.8% |
21% |
False |
False |
19,265 |
| 80 |
0.7868 |
0.7533 |
0.0335 |
4.4% |
0.0062 |
0.8% |
19% |
False |
False |
14,530 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
18% |
False |
False |
11,658 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.2% |
0.0060 |
0.8% |
14% |
False |
False |
9,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7778 |
|
2.618 |
0.7711 |
|
1.618 |
0.7669 |
|
1.000 |
0.7643 |
|
0.618 |
0.7628 |
|
HIGH |
0.7602 |
|
0.618 |
0.7586 |
|
0.500 |
0.7581 |
|
0.382 |
0.7576 |
|
LOW |
0.7561 |
|
0.618 |
0.7535 |
|
1.000 |
0.7519 |
|
1.618 |
0.7493 |
|
2.618 |
0.7452 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7609 |
| PP |
0.7587 |
0.7605 |
| S1 |
0.7581 |
0.7601 |
|