CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7632 |
0.0014 |
0.2% |
0.7541 |
| High |
0.7704 |
0.7692 |
-0.0012 |
-0.1% |
0.7636 |
| Low |
0.7614 |
0.7612 |
-0.0001 |
0.0% |
0.7518 |
| Close |
0.7629 |
0.7620 |
-0.0009 |
-0.1% |
0.7622 |
| Range |
0.0090 |
0.0080 |
-0.0010 |
-11.1% |
0.0118 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
65,426 |
102,210 |
36,784 |
56.2% |
346,570 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7881 |
0.7830 |
0.7664 |
|
| R3 |
0.7801 |
0.7750 |
0.7642 |
|
| R2 |
0.7721 |
0.7721 |
0.7634 |
|
| R1 |
0.7670 |
0.7670 |
0.7627 |
0.7656 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7634 |
| S1 |
0.7590 |
0.7590 |
0.7612 |
0.7576 |
| S2 |
0.7561 |
0.7561 |
0.7605 |
|
| S3 |
0.7481 |
0.7510 |
0.7598 |
|
| S4 |
0.7401 |
0.7430 |
0.7576 |
|
|
| 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% |
0.0069 |
0.9% |
55% |
False |
False |
74,126 |
| 10 |
0.7704 |
0.7511 |
0.0193 |
2.5% |
0.0065 |
0.9% |
56% |
False |
False |
73,535 |
| 20 |
0.7704 |
0.7511 |
0.0193 |
2.5% |
0.0066 |
0.9% |
56% |
False |
False |
71,611 |
| 40 |
0.7804 |
0.7511 |
0.0293 |
3.8% |
0.0063 |
0.8% |
37% |
False |
False |
47,040 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
33% |
False |
False |
31,485 |
| 80 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
33% |
False |
False |
23,657 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0062 |
0.8% |
28% |
False |
False |
18,999 |
| 120 |
0.7988 |
0.7511 |
0.0478 |
6.3% |
0.0060 |
0.8% |
23% |
False |
False |
15,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7901 |
|
1.618 |
0.7821 |
|
1.000 |
0.7772 |
|
0.618 |
0.7741 |
|
HIGH |
0.7692 |
|
0.618 |
0.7661 |
|
0.500 |
0.7652 |
|
0.382 |
0.7643 |
|
LOW |
0.7612 |
|
0.618 |
0.7563 |
|
1.000 |
0.7532 |
|
1.618 |
0.7483 |
|
2.618 |
0.7403 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7646 |
| PP |
0.7641 |
0.7637 |
| S1 |
0.7630 |
0.7628 |
|