CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7619 |
0.0003 |
0.0% |
0.7541 |
| High |
0.7625 |
0.7704 |
0.0079 |
1.0% |
0.7636 |
| Low |
0.7588 |
0.7614 |
0.0026 |
0.3% |
0.7518 |
| Close |
0.7619 |
0.7629 |
0.0009 |
0.1% |
0.7622 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0118 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
3.1% |
0.0000 |
| Volume |
52,069 |
65,426 |
13,357 |
25.7% |
346,570 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7864 |
0.7678 |
|
| R3 |
0.7829 |
0.7774 |
0.7653 |
|
| R2 |
0.7739 |
0.7739 |
0.7645 |
|
| R1 |
0.7684 |
0.7684 |
0.7637 |
0.7711 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7662 |
| S1 |
0.7594 |
0.7594 |
0.7620 |
0.7621 |
| S2 |
0.7559 |
0.7559 |
0.7612 |
|
| S3 |
0.7469 |
0.7504 |
0.7604 |
|
| S4 |
0.7379 |
0.7414 |
0.7579 |
|
|
| 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 |
0.7704 |
0.7518 |
0.0186 |
2.4% |
0.0062 |
0.8% |
60% |
True |
False |
66,671 |
| 10 |
0.7704 |
0.7511 |
0.0193 |
2.5% |
0.0061 |
0.8% |
61% |
True |
False |
69,375 |
| 20 |
0.7704 |
0.7511 |
0.0193 |
2.5% |
0.0067 |
0.9% |
61% |
True |
False |
70,054 |
| 40 |
0.7804 |
0.7511 |
0.0293 |
3.8% |
0.0062 |
0.8% |
40% |
False |
False |
44,491 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0061 |
0.8% |
36% |
False |
False |
29,783 |
| 80 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
36% |
False |
False |
22,382 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0061 |
0.8% |
30% |
False |
False |
17,977 |
| 120 |
0.8000 |
0.7511 |
0.0490 |
6.4% |
0.0060 |
0.8% |
24% |
False |
False |
15,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8086 |
|
2.618 |
0.7939 |
|
1.618 |
0.7849 |
|
1.000 |
0.7794 |
|
0.618 |
0.7759 |
|
HIGH |
0.7704 |
|
0.618 |
0.7669 |
|
0.500 |
0.7659 |
|
0.382 |
0.7648 |
|
LOW |
0.7614 |
|
0.618 |
0.7558 |
|
1.000 |
0.7524 |
|
1.618 |
0.7468 |
|
2.618 |
0.7378 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7635 |
| PP |
0.7649 |
0.7633 |
| S1 |
0.7639 |
0.7631 |
|