CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7480 |
0.7470 |
-0.0010 |
-0.1% |
0.7499 |
High |
0.7492 |
0.7492 |
0.0000 |
0.0% |
0.7530 |
Low |
0.7461 |
0.7447 |
-0.0014 |
-0.2% |
0.7447 |
Close |
0.7464 |
0.7471 |
0.0006 |
0.1% |
0.7471 |
Range |
0.0031 |
0.0045 |
0.0014 |
45.2% |
0.0083 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
70,515 |
86,406 |
15,891 |
22.5% |
364,052 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7605 |
0.7583 |
0.7495 |
|
R3 |
0.7560 |
0.7538 |
0.7483 |
|
R2 |
0.7515 |
0.7515 |
0.7479 |
|
R1 |
0.7493 |
0.7493 |
0.7475 |
0.7504 |
PP |
0.7470 |
0.7470 |
0.7470 |
0.7475 |
S1 |
0.7448 |
0.7448 |
0.7466 |
0.7459 |
S2 |
0.7425 |
0.7425 |
0.7462 |
|
S3 |
0.7380 |
0.7403 |
0.7458 |
|
S4 |
0.7335 |
0.7358 |
0.7446 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7730 |
0.7683 |
0.7516 |
|
R3 |
0.7647 |
0.7600 |
0.7493 |
|
R2 |
0.7565 |
0.7565 |
0.7486 |
|
R1 |
0.7518 |
0.7518 |
0.7478 |
0.7500 |
PP |
0.7482 |
0.7482 |
0.7482 |
0.7474 |
S1 |
0.7435 |
0.7435 |
0.7463 |
0.7418 |
S2 |
0.7400 |
0.7400 |
0.7455 |
|
S3 |
0.7317 |
0.7353 |
0.7448 |
|
S4 |
0.7235 |
0.7270 |
0.7425 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7530 |
0.7447 |
0.0083 |
1.1% |
0.0043 |
0.6% |
28% |
False |
True |
72,810 |
10 |
0.7704 |
0.7447 |
0.0256 |
3.4% |
0.0056 |
0.8% |
9% |
False |
True |
75,515 |
20 |
0.7704 |
0.7447 |
0.0256 |
3.4% |
0.0058 |
0.8% |
9% |
False |
True |
72,170 |
40 |
0.7804 |
0.7447 |
0.0356 |
4.8% |
0.0064 |
0.9% |
7% |
False |
True |
60,280 |
60 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0060 |
0.8% |
6% |
False |
True |
40,383 |
80 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0061 |
0.8% |
6% |
False |
True |
30,340 |
100 |
0.7899 |
0.7447 |
0.0452 |
6.1% |
0.0061 |
0.8% |
5% |
False |
True |
24,339 |
120 |
0.7899 |
0.7447 |
0.0452 |
6.1% |
0.0060 |
0.8% |
5% |
False |
True |
20,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7683 |
2.618 |
0.7610 |
1.618 |
0.7565 |
1.000 |
0.7537 |
0.618 |
0.7520 |
HIGH |
0.7492 |
0.618 |
0.7475 |
0.500 |
0.7470 |
0.382 |
0.7464 |
LOW |
0.7447 |
0.618 |
0.7419 |
1.000 |
0.7402 |
1.618 |
0.7374 |
2.618 |
0.7329 |
4.250 |
0.7256 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7470 |
0.7480 |
PP |
0.7470 |
0.7477 |
S1 |
0.7470 |
0.7474 |
|