CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7589 |
0.7569 |
-0.0020 |
-0.3% |
0.7626 |
| High |
0.7593 |
0.7587 |
-0.0005 |
-0.1% |
0.7657 |
| Low |
0.7551 |
0.7511 |
-0.0040 |
-0.5% |
0.7511 |
| Close |
0.7562 |
0.7534 |
-0.0028 |
-0.4% |
0.7534 |
| Range |
0.0042 |
0.0077 |
0.0035 |
82.1% |
0.0146 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.5% |
0.0000 |
| Volume |
63,008 |
106,076 |
43,068 |
68.4% |
341,687 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7730 |
0.7576 |
|
| R3 |
0.7697 |
0.7653 |
0.7555 |
|
| R2 |
0.7620 |
0.7620 |
0.7548 |
|
| R1 |
0.7577 |
0.7577 |
0.7541 |
0.7560 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7535 |
| S1 |
0.7500 |
0.7500 |
0.7526 |
0.7484 |
| S2 |
0.7467 |
0.7467 |
0.7519 |
|
| S3 |
0.7391 |
0.7424 |
0.7512 |
|
| S4 |
0.7314 |
0.7347 |
0.7491 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8005 |
0.7915 |
0.7614 |
|
| R3 |
0.7859 |
0.7769 |
0.7574 |
|
| R2 |
0.7713 |
0.7713 |
0.7560 |
|
| R1 |
0.7623 |
0.7623 |
0.7547 |
0.7595 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7553 |
| S1 |
0.7477 |
0.7477 |
0.7520 |
0.7449 |
| S2 |
0.7421 |
0.7421 |
0.7507 |
|
| S3 |
0.7275 |
0.7331 |
0.7493 |
|
| S4 |
0.7129 |
0.7185 |
0.7453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7657 |
0.7511 |
0.0146 |
1.9% |
0.0053 |
0.7% |
16% |
False |
True |
68,337 |
| 10 |
0.7668 |
0.7511 |
0.0158 |
2.1% |
0.0065 |
0.9% |
15% |
False |
True |
72,384 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.5% |
0.0064 |
0.8% |
12% |
False |
True |
64,368 |
| 40 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0060 |
0.8% |
7% |
False |
True |
32,990 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0060 |
0.8% |
7% |
False |
True |
22,076 |
| 80 |
0.7868 |
0.7511 |
0.0358 |
4.7% |
0.0063 |
0.8% |
6% |
False |
True |
16,637 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.2% |
0.0060 |
0.8% |
6% |
False |
True |
13,347 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.5% |
0.0059 |
0.8% |
5% |
False |
True |
11,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7912 |
|
2.618 |
0.7787 |
|
1.618 |
0.7711 |
|
1.000 |
0.7664 |
|
0.618 |
0.7634 |
|
HIGH |
0.7587 |
|
0.618 |
0.7558 |
|
0.500 |
0.7549 |
|
0.382 |
0.7540 |
|
LOW |
0.7511 |
|
0.618 |
0.7463 |
|
1.000 |
0.7434 |
|
1.618 |
0.7387 |
|
2.618 |
0.7310 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7549 |
0.7556 |
| PP |
0.7544 |
0.7549 |
| S1 |
0.7539 |
0.7541 |
|