CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7569 |
0.7541 |
-0.0028 |
-0.4% |
0.7626 |
| High |
0.7587 |
0.7614 |
0.0026 |
0.3% |
0.7657 |
| Low |
0.7511 |
0.7534 |
0.0023 |
0.3% |
0.7511 |
| Close |
0.7534 |
0.7594 |
0.0060 |
0.8% |
0.7534 |
| Range |
0.0077 |
0.0080 |
0.0003 |
4.6% |
0.0146 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
106,076 |
62,193 |
-43,883 |
-41.4% |
341,687 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7820 |
0.7787 |
0.7638 |
|
| R3 |
0.7740 |
0.7707 |
0.7616 |
|
| R2 |
0.7660 |
0.7660 |
0.7608 |
|
| R1 |
0.7627 |
0.7627 |
0.7601 |
0.7644 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7589 |
| S1 |
0.7547 |
0.7547 |
0.7586 |
0.7564 |
| S2 |
0.7500 |
0.7500 |
0.7579 |
|
| S3 |
0.7420 |
0.7467 |
0.7572 |
|
| S4 |
0.7340 |
0.7387 |
0.7550 |
|
|
| 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 |
0.7631 |
0.7511 |
0.0121 |
1.6% |
0.0060 |
0.8% |
69% |
False |
False |
69,963 |
| 10 |
0.7668 |
0.7511 |
0.0158 |
2.1% |
0.0067 |
0.9% |
53% |
False |
False |
72,575 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.4% |
0.0065 |
0.9% |
45% |
False |
False |
66,521 |
| 40 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
25% |
False |
False |
34,542 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
25% |
False |
False |
23,110 |
| 80 |
0.7868 |
0.7511 |
0.0358 |
4.7% |
0.0062 |
0.8% |
23% |
False |
False |
17,413 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
21% |
False |
False |
13,968 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.4% |
0.0059 |
0.8% |
17% |
False |
False |
11,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7823 |
|
1.618 |
0.7743 |
|
1.000 |
0.7694 |
|
0.618 |
0.7663 |
|
HIGH |
0.7614 |
|
0.618 |
0.7583 |
|
0.500 |
0.7574 |
|
0.382 |
0.7564 |
|
LOW |
0.7534 |
|
0.618 |
0.7484 |
|
1.000 |
0.7454 |
|
1.618 |
0.7404 |
|
2.618 |
0.7324 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7583 |
| PP |
0.7580 |
0.7573 |
| S1 |
0.7574 |
0.7562 |
|