CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7583 |
0.0045 |
0.6% |
0.7541 |
| High |
0.7587 |
0.7636 |
0.0049 |
0.6% |
0.7636 |
| Low |
0.7518 |
0.7567 |
0.0049 |
0.7% |
0.7518 |
| Close |
0.7585 |
0.7622 |
0.0038 |
0.5% |
0.7622 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-0.7% |
0.0118 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.5% |
0.0000 |
| Volume |
71,074 |
79,851 |
8,777 |
12.3% |
346,570 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7788 |
0.7660 |
|
| R3 |
0.7746 |
0.7719 |
0.7641 |
|
| R2 |
0.7677 |
0.7677 |
0.7635 |
|
| R1 |
0.7650 |
0.7650 |
0.7628 |
0.7664 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7615 |
| S1 |
0.7581 |
0.7581 |
0.7616 |
0.7595 |
| S2 |
0.7539 |
0.7539 |
0.7609 |
|
| S3 |
0.7470 |
0.7512 |
0.7603 |
|
| S4 |
0.7401 |
0.7443 |
0.7584 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7903 |
0.7687 |
|
| R3 |
0.7829 |
0.7785 |
0.7655 |
|
| R2 |
0.7710 |
0.7710 |
0.7644 |
|
| R1 |
0.7666 |
0.7666 |
0.7633 |
0.7688 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7603 |
| S1 |
0.7548 |
0.7548 |
0.7611 |
0.7570 |
| S2 |
0.7473 |
0.7473 |
0.7600 |
|
| S3 |
0.7355 |
0.7429 |
0.7589 |
|
| S4 |
0.7236 |
0.7311 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7636 |
0.7518 |
0.0118 |
1.6% |
0.0065 |
0.9% |
88% |
True |
False |
69,314 |
| 10 |
0.7657 |
0.7511 |
0.0146 |
1.9% |
0.0059 |
0.8% |
76% |
False |
False |
68,825 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.4% |
0.0064 |
0.8% |
60% |
False |
False |
69,635 |
| 40 |
0.7825 |
0.7511 |
0.0314 |
4.1% |
0.0062 |
0.8% |
36% |
False |
False |
41,568 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
34% |
False |
False |
27,841 |
| 80 |
0.7868 |
0.7511 |
0.0358 |
4.7% |
0.0063 |
0.8% |
31% |
False |
False |
20,924 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
29% |
False |
False |
16,808 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.4% |
0.0060 |
0.8% |
23% |
False |
False |
14,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7817 |
|
1.618 |
0.7748 |
|
1.000 |
0.7705 |
|
0.618 |
0.7679 |
|
HIGH |
0.7636 |
|
0.618 |
0.7610 |
|
0.500 |
0.7602 |
|
0.382 |
0.7593 |
|
LOW |
0.7567 |
|
0.618 |
0.7524 |
|
1.000 |
0.7498 |
|
1.618 |
0.7455 |
|
2.618 |
0.7386 |
|
4.250 |
0.7274 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7607 |
| PP |
0.7608 |
0.7592 |
| S1 |
0.7602 |
0.7577 |
|