CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7625 |
0.7561 |
-0.0064 |
-0.8% |
0.7615 |
High |
0.7626 |
0.7565 |
-0.0061 |
-0.8% |
0.7704 |
Low |
0.7560 |
0.7491 |
-0.0069 |
-0.9% |
0.7491 |
Close |
0.7565 |
0.7500 |
-0.0066 |
-0.9% |
0.7500 |
Range |
0.0066 |
0.0074 |
0.0008 |
12.1% |
0.0213 |
ATR |
0.0066 |
0.0066 |
0.0001 |
1.0% |
0.0000 |
Volume |
72,164 |
99,229 |
27,065 |
37.5% |
391,098 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7740 |
0.7694 |
0.7540 |
|
R3 |
0.7666 |
0.7620 |
0.7520 |
|
R2 |
0.7592 |
0.7592 |
0.7513 |
|
R1 |
0.7546 |
0.7546 |
0.7506 |
0.7532 |
PP |
0.7518 |
0.7518 |
0.7518 |
0.7511 |
S1 |
0.7472 |
0.7472 |
0.7493 |
0.7458 |
S2 |
0.7444 |
0.7444 |
0.7486 |
|
S3 |
0.7370 |
0.7398 |
0.7479 |
|
S4 |
0.7296 |
0.7324 |
0.7459 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8204 |
0.8065 |
0.7617 |
|
R3 |
0.7991 |
0.7852 |
0.7558 |
|
R2 |
0.7778 |
0.7778 |
0.7539 |
|
R1 |
0.7639 |
0.7639 |
0.7519 |
0.7602 |
PP |
0.7565 |
0.7565 |
0.7565 |
0.7546 |
S1 |
0.7426 |
0.7426 |
0.7480 |
0.7389 |
S2 |
0.7352 |
0.7352 |
0.7460 |
|
S3 |
0.7139 |
0.7213 |
0.7441 |
|
S4 |
0.6926 |
0.7000 |
0.7382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7704 |
0.7491 |
0.0213 |
2.8% |
0.0069 |
0.9% |
4% |
False |
True |
78,219 |
10 |
0.7704 |
0.7491 |
0.0213 |
2.8% |
0.0067 |
0.9% |
4% |
False |
True |
73,766 |
20 |
0.7704 |
0.7491 |
0.0213 |
2.8% |
0.0066 |
0.9% |
4% |
False |
True |
73,075 |
40 |
0.7804 |
0.7491 |
0.0313 |
4.2% |
0.0065 |
0.9% |
3% |
False |
True |
51,305 |
60 |
0.7838 |
0.7491 |
0.0348 |
4.6% |
0.0062 |
0.8% |
3% |
False |
True |
34,337 |
80 |
0.7838 |
0.7491 |
0.0348 |
4.6% |
0.0062 |
0.8% |
3% |
False |
True |
25,798 |
100 |
0.7899 |
0.7491 |
0.0409 |
5.4% |
0.0062 |
0.8% |
2% |
False |
True |
20,711 |
120 |
0.7899 |
0.7491 |
0.0409 |
5.4% |
0.0060 |
0.8% |
2% |
False |
True |
17,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7879 |
2.618 |
0.7758 |
1.618 |
0.7684 |
1.000 |
0.7639 |
0.618 |
0.7610 |
HIGH |
0.7565 |
0.618 |
0.7536 |
0.500 |
0.7528 |
0.382 |
0.7519 |
LOW |
0.7491 |
0.618 |
0.7445 |
1.000 |
0.7416 |
1.618 |
0.7371 |
2.618 |
0.7297 |
4.250 |
0.7176 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7528 |
0.7591 |
PP |
0.7518 |
0.7561 |
S1 |
0.7509 |
0.7530 |
|