CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7546 |
0.7538 |
-0.0008 |
-0.1% |
0.7626 |
| High |
0.7573 |
0.7587 |
0.0014 |
0.2% |
0.7657 |
| Low |
0.7529 |
0.7518 |
-0.0011 |
-0.1% |
0.7511 |
| Close |
0.7549 |
0.7585 |
0.0036 |
0.5% |
0.7534 |
| Range |
0.0045 |
0.0070 |
0.0025 |
56.2% |
0.0146 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.6% |
0.0000 |
| Volume |
64,935 |
71,074 |
6,139 |
9.5% |
341,687 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7748 |
0.7623 |
|
| R3 |
0.7702 |
0.7678 |
0.7604 |
|
| R2 |
0.7633 |
0.7633 |
0.7597 |
|
| R1 |
0.7609 |
0.7609 |
0.7591 |
0.7621 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7569 |
| S1 |
0.7539 |
0.7539 |
0.7578 |
0.7551 |
| S2 |
0.7494 |
0.7494 |
0.7572 |
|
| S3 |
0.7424 |
0.7470 |
0.7565 |
|
| S4 |
0.7355 |
0.7400 |
0.7546 |
|
|
| 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% |
0.0067 |
0.9% |
72% |
False |
False |
74,559 |
| 10 |
0.7657 |
0.7511 |
0.0146 |
1.9% |
0.0059 |
0.8% |
51% |
False |
False |
67,997 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.4% |
0.0064 |
0.8% |
40% |
False |
False |
69,944 |
| 40 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
23% |
False |
False |
39,631 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
23% |
False |
False |
26,513 |
| 80 |
0.7868 |
0.7511 |
0.0358 |
4.7% |
0.0063 |
0.8% |
21% |
False |
False |
19,960 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
19% |
False |
False |
16,010 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.5% |
0.0060 |
0.8% |
15% |
False |
False |
13,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7769 |
|
1.618 |
0.7699 |
|
1.000 |
0.7657 |
|
0.618 |
0.7630 |
|
HIGH |
0.7587 |
|
0.618 |
0.7560 |
|
0.500 |
0.7552 |
|
0.382 |
0.7544 |
|
LOW |
0.7518 |
|
0.618 |
0.7475 |
|
1.000 |
0.7448 |
|
1.618 |
0.7405 |
|
2.618 |
0.7336 |
|
4.250 |
0.7222 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7574 |
0.7576 |
| PP |
0.7563 |
0.7567 |
| S1 |
0.7552 |
0.7558 |
|