CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7632 |
0.7625 |
-0.0007 |
-0.1% |
0.7541 |
| High |
0.7692 |
0.7626 |
-0.0067 |
-0.9% |
0.7636 |
| Low |
0.7612 |
0.7560 |
-0.0053 |
-0.7% |
0.7518 |
| Close |
0.7620 |
0.7565 |
-0.0055 |
-0.7% |
0.7622 |
| Range |
0.0080 |
0.0066 |
-0.0014 |
-17.5% |
0.0118 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.0% |
0.0000 |
| Volume |
102,210 |
72,164 |
-30,046 |
-29.4% |
346,570 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7781 |
0.7739 |
0.7601 |
|
| R3 |
0.7715 |
0.7673 |
0.7583 |
|
| R2 |
0.7649 |
0.7649 |
0.7577 |
|
| R1 |
0.7607 |
0.7607 |
0.7571 |
0.7595 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7577 |
| S1 |
0.7541 |
0.7541 |
0.7559 |
0.7529 |
| S2 |
0.7517 |
0.7517 |
0.7553 |
|
| S3 |
0.7451 |
0.7475 |
0.7547 |
|
| S4 |
0.7385 |
0.7409 |
0.7529 |
|
|
| 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 |
0.7560 |
0.0144 |
1.9% |
0.0068 |
0.9% |
4% |
False |
True |
74,344 |
| 10 |
0.7704 |
0.7511 |
0.0193 |
2.6% |
0.0067 |
0.9% |
28% |
False |
False |
74,451 |
| 20 |
0.7704 |
0.7511 |
0.0193 |
2.6% |
0.0067 |
0.9% |
28% |
False |
False |
72,287 |
| 40 |
0.7804 |
0.7511 |
0.0293 |
3.9% |
0.0064 |
0.8% |
19% |
False |
False |
48,833 |
| 60 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
17% |
False |
False |
32,685 |
| 80 |
0.7838 |
0.7511 |
0.0328 |
4.3% |
0.0062 |
0.8% |
17% |
False |
False |
24,558 |
| 100 |
0.7899 |
0.7511 |
0.0389 |
5.1% |
0.0062 |
0.8% |
14% |
False |
False |
19,719 |
| 120 |
0.7980 |
0.7511 |
0.0470 |
6.2% |
0.0061 |
0.8% |
12% |
False |
False |
16,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7906 |
|
2.618 |
0.7798 |
|
1.618 |
0.7732 |
|
1.000 |
0.7692 |
|
0.618 |
0.7666 |
|
HIGH |
0.7626 |
|
0.618 |
0.7600 |
|
0.500 |
0.7593 |
|
0.382 |
0.7585 |
|
LOW |
0.7560 |
|
0.618 |
0.7519 |
|
1.000 |
0.7494 |
|
1.618 |
0.7453 |
|
2.618 |
0.7387 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7632 |
| PP |
0.7583 |
0.7609 |
| S1 |
0.7574 |
0.7587 |
|