CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7589 |
0.0003 |
0.0% |
0.7594 |
| High |
0.7602 |
0.7593 |
-0.0010 |
-0.1% |
0.7668 |
| Low |
0.7561 |
0.7551 |
-0.0010 |
-0.1% |
0.7533 |
| Close |
0.7597 |
0.7562 |
-0.0036 |
-0.5% |
0.7629 |
| Range |
0.0041 |
0.0042 |
0.0001 |
1.2% |
0.0135 |
| ATR |
0.0065 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
60,608 |
63,008 |
2,400 |
4.0% |
382,158 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7670 |
0.7585 |
|
| R3 |
0.7652 |
0.7628 |
0.7573 |
|
| R2 |
0.7610 |
0.7610 |
0.7569 |
|
| R1 |
0.7586 |
0.7586 |
0.7565 |
0.7577 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7564 |
| S1 |
0.7544 |
0.7544 |
0.7558 |
0.7535 |
| S2 |
0.7526 |
0.7526 |
0.7554 |
|
| S3 |
0.7484 |
0.7502 |
0.7550 |
|
| S4 |
0.7442 |
0.7460 |
0.7538 |
|
|
| 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 |
0.7657 |
0.7551 |
0.0106 |
1.4% |
0.0051 |
0.7% |
10% |
False |
True |
61,436 |
| 10 |
0.7678 |
0.7533 |
0.0145 |
1.9% |
0.0066 |
0.9% |
20% |
False |
False |
70,123 |
| 20 |
0.7765 |
0.7533 |
0.0232 |
3.1% |
0.0065 |
0.9% |
12% |
False |
False |
59,388 |
| 40 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0060 |
0.8% |
9% |
False |
False |
30,348 |
| 60 |
0.7838 |
0.7533 |
0.0305 |
4.0% |
0.0060 |
0.8% |
9% |
False |
False |
20,311 |
| 80 |
0.7868 |
0.7533 |
0.0335 |
4.4% |
0.0062 |
0.8% |
9% |
False |
False |
15,314 |
| 100 |
0.7899 |
0.7533 |
0.0367 |
4.8% |
0.0060 |
0.8% |
8% |
False |
False |
12,288 |
| 120 |
0.8000 |
0.7533 |
0.0467 |
6.2% |
0.0059 |
0.8% |
6% |
False |
False |
10,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7771 |
|
2.618 |
0.7702 |
|
1.618 |
0.7660 |
|
1.000 |
0.7635 |
|
0.618 |
0.7618 |
|
HIGH |
0.7593 |
|
0.618 |
0.7576 |
|
0.500 |
0.7572 |
|
0.382 |
0.7567 |
|
LOW |
0.7551 |
|
0.618 |
0.7525 |
|
1.000 |
0.7509 |
|
1.618 |
0.7483 |
|
2.618 |
0.7441 |
|
4.250 |
0.7372 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7572 |
0.7591 |
| PP |
0.7568 |
0.7581 |
| S1 |
0.7565 |
0.7571 |
|