CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7615 |
0.0033 |
0.4% |
0.7541 |
| High |
0.7636 |
0.7625 |
-0.0011 |
-0.1% |
0.7636 |
| Low |
0.7567 |
0.7588 |
0.0021 |
0.3% |
0.7518 |
| Close |
0.7622 |
0.7619 |
-0.0003 |
0.0% |
0.7622 |
| Range |
0.0069 |
0.0037 |
-0.0032 |
-46.4% |
0.0118 |
| ATR |
0.0064 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
79,851 |
52,069 |
-27,782 |
-34.8% |
346,570 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7707 |
0.7639 |
|
| R3 |
0.7685 |
0.7670 |
0.7629 |
|
| R2 |
0.7648 |
0.7648 |
0.7626 |
|
| R1 |
0.7633 |
0.7633 |
0.7622 |
0.7641 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7614 |
| S1 |
0.7596 |
0.7596 |
0.7616 |
0.7604 |
| S2 |
0.7574 |
0.7574 |
0.7612 |
|
| S3 |
0.7537 |
0.7559 |
0.7609 |
|
| S4 |
0.7500 |
0.7522 |
0.7599 |
|
|
| 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% |
0.0056 |
0.7% |
86% |
False |
False |
67,289 |
| 10 |
0.7636 |
0.7511 |
0.0126 |
1.6% |
0.0058 |
0.8% |
86% |
False |
False |
68,626 |
| 20 |
0.7696 |
0.7511 |
0.0186 |
2.4% |
0.0064 |
0.8% |
58% |
False |
False |
69,516 |
| 40 |
0.7804 |
0.7511 |
0.0293 |
3.8% |
0.0061 |
0.8% |
37% |
False |
False |
42,865 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
33% |
False |
False |
28,699 |
| 80 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0063 |
0.8% |
33% |
False |
False |
21,571 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
28% |
False |
False |
17,328 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.4% |
0.0060 |
0.8% |
22% |
False |
False |
14,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7722 |
|
1.618 |
0.7685 |
|
1.000 |
0.7662 |
|
0.618 |
0.7648 |
|
HIGH |
0.7625 |
|
0.618 |
0.7611 |
|
0.500 |
0.7607 |
|
0.382 |
0.7602 |
|
LOW |
0.7588 |
|
0.618 |
0.7565 |
|
1.000 |
0.7551 |
|
1.618 |
0.7528 |
|
2.618 |
0.7491 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7605 |
| PP |
0.7611 |
0.7591 |
| S1 |
0.7607 |
0.7577 |
|