CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7480 |
-0.0011 |
-0.2% |
0.7615 |
High |
0.7514 |
0.7492 |
-0.0022 |
-0.3% |
0.7704 |
Low |
0.7474 |
0.7461 |
-0.0013 |
-0.2% |
0.7491 |
Close |
0.7482 |
0.7464 |
-0.0018 |
-0.2% |
0.7500 |
Range |
0.0040 |
0.0031 |
-0.0009 |
-22.5% |
0.0213 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
69,301 |
70,515 |
1,214 |
1.8% |
391,098 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7565 |
0.7546 |
0.7481 |
|
R3 |
0.7534 |
0.7515 |
0.7473 |
|
R2 |
0.7503 |
0.7503 |
0.7470 |
|
R1 |
0.7484 |
0.7484 |
0.7467 |
0.7478 |
PP |
0.7472 |
0.7472 |
0.7472 |
0.7470 |
S1 |
0.7453 |
0.7453 |
0.7461 |
0.7447 |
S2 |
0.7441 |
0.7441 |
0.7458 |
|
S3 |
0.7410 |
0.7422 |
0.7455 |
|
S4 |
0.7379 |
0.7391 |
0.7447 |
|
|
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 |
0.7565 |
0.7461 |
0.0104 |
1.4% |
0.0049 |
0.7% |
3% |
False |
True |
75,375 |
10 |
0.7704 |
0.7461 |
0.0243 |
3.2% |
0.0059 |
0.8% |
1% |
False |
True |
74,859 |
20 |
0.7704 |
0.7461 |
0.0243 |
3.2% |
0.0059 |
0.8% |
1% |
False |
True |
71,428 |
40 |
0.7804 |
0.7461 |
0.0343 |
4.6% |
0.0064 |
0.9% |
1% |
False |
True |
58,186 |
60 |
0.7838 |
0.7461 |
0.0377 |
5.1% |
0.0061 |
0.8% |
1% |
False |
True |
38,949 |
80 |
0.7838 |
0.7461 |
0.0377 |
5.1% |
0.0061 |
0.8% |
1% |
False |
True |
29,263 |
100 |
0.7899 |
0.7461 |
0.0438 |
5.9% |
0.0061 |
0.8% |
1% |
False |
True |
23,477 |
120 |
0.7899 |
0.7461 |
0.0438 |
5.9% |
0.0060 |
0.8% |
1% |
False |
True |
19,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7624 |
2.618 |
0.7573 |
1.618 |
0.7542 |
1.000 |
0.7523 |
0.618 |
0.7511 |
HIGH |
0.7492 |
0.618 |
0.7480 |
0.500 |
0.7477 |
0.382 |
0.7473 |
LOW |
0.7461 |
0.618 |
0.7442 |
1.000 |
0.7430 |
1.618 |
0.7411 |
2.618 |
0.7380 |
4.250 |
0.7329 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7477 |
0.7489 |
PP |
0.7472 |
0.7481 |
S1 |
0.7468 |
0.7472 |
|