CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7541 |
0.7597 |
0.0056 |
0.7% |
0.7626 |
| High |
0.7614 |
0.7599 |
-0.0015 |
-0.2% |
0.7657 |
| Low |
0.7534 |
0.7537 |
0.0003 |
0.0% |
0.7511 |
| Close |
0.7594 |
0.7554 |
-0.0040 |
-0.5% |
0.7534 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-21.9% |
0.0146 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
62,193 |
68,517 |
6,324 |
10.2% |
341,687 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7714 |
0.7588 |
|
| R3 |
0.7688 |
0.7652 |
0.7571 |
|
| R2 |
0.7625 |
0.7625 |
0.7565 |
|
| R1 |
0.7589 |
0.7589 |
0.7559 |
0.7576 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7556 |
| S1 |
0.7527 |
0.7527 |
0.7548 |
0.7514 |
| S2 |
0.7501 |
0.7501 |
0.7542 |
|
| S3 |
0.7438 |
0.7465 |
0.7536 |
|
| S4 |
0.7376 |
0.7402 |
0.7519 |
|
|
| 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 |
0.7614 |
0.7511 |
0.0103 |
1.4% |
0.0060 |
0.8% |
42% |
False |
False |
72,080 |
| 10 |
0.7668 |
0.7511 |
0.0158 |
2.1% |
0.0066 |
0.9% |
27% |
False |
False |
71,582 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.5% |
0.0064 |
0.8% |
23% |
False |
False |
68,485 |
| 40 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
13% |
False |
False |
36,251 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
13% |
False |
False |
24,250 |
| 80 |
0.7868 |
0.7511 |
0.0358 |
4.7% |
0.0062 |
0.8% |
12% |
False |
False |
18,268 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
11% |
False |
False |
14,651 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.5% |
0.0059 |
0.8% |
9% |
False |
False |
12,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7763 |
|
1.618 |
0.7700 |
|
1.000 |
0.7661 |
|
0.618 |
0.7638 |
|
HIGH |
0.7599 |
|
0.618 |
0.7575 |
|
0.500 |
0.7568 |
|
0.382 |
0.7560 |
|
LOW |
0.7537 |
|
0.618 |
0.7498 |
|
1.000 |
0.7474 |
|
1.618 |
0.7435 |
|
2.618 |
0.7373 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7562 |
| PP |
0.7563 |
0.7559 |
| S1 |
0.7558 |
0.7556 |
|