CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7491 |
-0.0006 |
-0.1% |
0.7615 |
High |
0.7518 |
0.7514 |
-0.0004 |
-0.1% |
0.7704 |
Low |
0.7482 |
0.7474 |
-0.0008 |
-0.1% |
0.7491 |
Close |
0.7495 |
0.7482 |
-0.0012 |
-0.2% |
0.7500 |
Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0213 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
64,997 |
69,301 |
4,304 |
6.6% |
391,098 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7610 |
0.7586 |
0.7504 |
|
R3 |
0.7570 |
0.7546 |
0.7493 |
|
R2 |
0.7530 |
0.7530 |
0.7489 |
|
R1 |
0.7506 |
0.7506 |
0.7486 |
0.7498 |
PP |
0.7490 |
0.7490 |
0.7490 |
0.7486 |
S1 |
0.7466 |
0.7466 |
0.7478 |
0.7458 |
S2 |
0.7450 |
0.7450 |
0.7475 |
|
S3 |
0.7410 |
0.7426 |
0.7471 |
|
S4 |
0.7370 |
0.7386 |
0.7460 |
|
|
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 |
0.7626 |
0.7467 |
0.0159 |
2.1% |
0.0056 |
0.7% |
10% |
False |
False |
75,704 |
10 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0062 |
0.8% |
7% |
False |
False |
74,915 |
20 |
0.7704 |
0.7467 |
0.0237 |
3.2% |
0.0061 |
0.8% |
7% |
False |
False |
72,233 |
40 |
0.7804 |
0.7467 |
0.0337 |
4.5% |
0.0064 |
0.9% |
5% |
False |
False |
56,454 |
60 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0061 |
0.8% |
4% |
False |
False |
37,778 |
80 |
0.7838 |
0.7467 |
0.0372 |
5.0% |
0.0061 |
0.8% |
4% |
False |
False |
28,384 |
100 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0061 |
0.8% |
4% |
False |
False |
22,776 |
120 |
0.7899 |
0.7467 |
0.0433 |
5.8% |
0.0060 |
0.8% |
4% |
False |
False |
19,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7684 |
2.618 |
0.7618 |
1.618 |
0.7578 |
1.000 |
0.7554 |
0.618 |
0.7538 |
HIGH |
0.7514 |
0.618 |
0.7498 |
0.500 |
0.7494 |
0.382 |
0.7489 |
LOW |
0.7474 |
0.618 |
0.7449 |
1.000 |
0.7434 |
1.618 |
0.7409 |
2.618 |
0.7369 |
4.250 |
0.7304 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7498 |
PP |
0.7490 |
0.7493 |
S1 |
0.7486 |
0.7487 |
|