CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7561 |
0.7499 |
-0.0063 |
-0.8% |
0.7615 |
High |
0.7565 |
0.7530 |
-0.0035 |
-0.5% |
0.7704 |
Low |
0.7491 |
0.7467 |
-0.0024 |
-0.3% |
0.7491 |
Close |
0.7500 |
0.7479 |
-0.0021 |
-0.3% |
0.7500 |
Range |
0.0074 |
0.0063 |
-0.0011 |
-14.9% |
0.0213 |
ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
Volume |
99,229 |
72,833 |
-26,396 |
-26.6% |
391,098 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7681 |
0.7643 |
0.7514 |
|
R3 |
0.7618 |
0.7580 |
0.7496 |
|
R2 |
0.7555 |
0.7555 |
0.7491 |
|
R1 |
0.7517 |
0.7517 |
0.7485 |
0.7504 |
PP |
0.7492 |
0.7492 |
0.7492 |
0.7485 |
S1 |
0.7454 |
0.7454 |
0.7473 |
0.7441 |
S2 |
0.7429 |
0.7429 |
0.7467 |
|
S3 |
0.7366 |
0.7391 |
0.7462 |
|
S4 |
0.7303 |
0.7328 |
0.7444 |
|
|
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 |
0.7467 |
0.0237 |
3.2% |
0.0075 |
1.0% |
5% |
False |
True |
82,372 |
10 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0066 |
0.9% |
5% |
False |
True |
74,830 |
20 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0066 |
0.9% |
5% |
False |
True |
73,703 |
40 |
0.7804 |
0.7467 |
0.0337 |
4.5% |
0.0064 |
0.9% |
4% |
False |
True |
53,113 |
60 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0062 |
0.8% |
3% |
False |
True |
35,544 |
80 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0062 |
0.8% |
3% |
False |
True |
26,707 |
100 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0063 |
0.8% |
3% |
False |
True |
21,438 |
120 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0060 |
0.8% |
3% |
False |
True |
17,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7797 |
2.618 |
0.7694 |
1.618 |
0.7631 |
1.000 |
0.7593 |
0.618 |
0.7568 |
HIGH |
0.7530 |
0.618 |
0.7505 |
0.500 |
0.7498 |
0.382 |
0.7491 |
LOW |
0.7467 |
0.618 |
0.7428 |
1.000 |
0.7403 |
1.618 |
0.7365 |
2.618 |
0.7302 |
4.250 |
0.7199 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7498 |
0.7546 |
PP |
0.7492 |
0.7524 |
S1 |
0.7485 |
0.7501 |
|