CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7499 |
0.7497 |
-0.0002 |
0.0% |
0.7615 |
High |
0.7530 |
0.7518 |
-0.0012 |
-0.2% |
0.7704 |
Low |
0.7467 |
0.7482 |
0.0015 |
0.2% |
0.7491 |
Close |
0.7479 |
0.7495 |
0.0015 |
0.2% |
0.7500 |
Range |
0.0063 |
0.0036 |
-0.0027 |
-42.9% |
0.0213 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
72,833 |
64,997 |
-7,836 |
-10.8% |
391,098 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7606 |
0.7586 |
0.7514 |
|
R3 |
0.7570 |
0.7550 |
0.7504 |
|
R2 |
0.7534 |
0.7534 |
0.7501 |
|
R1 |
0.7514 |
0.7514 |
0.7498 |
0.7506 |
PP |
0.7498 |
0.7498 |
0.7498 |
0.7494 |
S1 |
0.7478 |
0.7478 |
0.7491 |
0.7470 |
S2 |
0.7462 |
0.7462 |
0.7488 |
|
S3 |
0.7426 |
0.7442 |
0.7485 |
|
S4 |
0.7390 |
0.7406 |
0.7475 |
|
|
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 |
0.7692 |
0.7467 |
0.0226 |
3.0% |
0.0064 |
0.9% |
12% |
False |
False |
82,286 |
10 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0063 |
0.8% |
12% |
False |
False |
74,478 |
20 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0065 |
0.9% |
12% |
False |
False |
73,030 |
40 |
0.7804 |
0.7467 |
0.0337 |
4.5% |
0.0064 |
0.9% |
8% |
False |
False |
54,732 |
60 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0061 |
0.8% |
8% |
False |
False |
36,626 |
80 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0062 |
0.8% |
8% |
False |
False |
27,519 |
100 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0062 |
0.8% |
6% |
False |
False |
22,084 |
120 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0060 |
0.8% |
6% |
False |
False |
18,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7671 |
2.618 |
0.7612 |
1.618 |
0.7576 |
1.000 |
0.7554 |
0.618 |
0.7540 |
HIGH |
0.7518 |
0.618 |
0.7504 |
0.500 |
0.7500 |
0.382 |
0.7495 |
LOW |
0.7482 |
0.618 |
0.7459 |
1.000 |
0.7446 |
1.618 |
0.7423 |
2.618 |
0.7387 |
4.250 |
0.7329 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7500 |
0.7516 |
PP |
0.7498 |
0.7509 |
S1 |
0.7496 |
0.7502 |
|