CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
0.7470 |
0.7461 |
-0.0009 |
-0.1% |
0.7499 |
High |
0.7492 |
0.7479 |
-0.0013 |
-0.2% |
0.7530 |
Low |
0.7447 |
0.7452 |
0.0005 |
0.1% |
0.7447 |
Close |
0.7471 |
0.7453 |
-0.0018 |
-0.2% |
0.7471 |
Range |
0.0045 |
0.0028 |
-0.0017 |
-38.9% |
0.0083 |
ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
86,406 |
57,141 |
-29,265 |
-33.9% |
364,052 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7544 |
0.7526 |
0.7468 |
|
R3 |
0.7516 |
0.7498 |
0.7460 |
|
R2 |
0.7489 |
0.7489 |
0.7458 |
|
R1 |
0.7471 |
0.7471 |
0.7455 |
0.7466 |
PP |
0.7461 |
0.7461 |
0.7461 |
0.7459 |
S1 |
0.7443 |
0.7443 |
0.7450 |
0.7438 |
S2 |
0.7434 |
0.7434 |
0.7447 |
|
S3 |
0.7406 |
0.7416 |
0.7445 |
|
S4 |
0.7379 |
0.7388 |
0.7437 |
|
|
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 |
0.7518 |
0.7447 |
0.0071 |
0.9% |
0.0036 |
0.5% |
8% |
False |
False |
69,672 |
10 |
0.7704 |
0.7447 |
0.0256 |
3.4% |
0.0055 |
0.7% |
2% |
False |
False |
76,022 |
20 |
0.7704 |
0.7447 |
0.0256 |
3.4% |
0.0057 |
0.8% |
2% |
False |
False |
72,324 |
40 |
0.7804 |
0.7447 |
0.0356 |
4.8% |
0.0062 |
0.8% |
2% |
False |
False |
61,683 |
60 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0059 |
0.8% |
1% |
False |
False |
41,326 |
80 |
0.7838 |
0.7447 |
0.0391 |
5.2% |
0.0060 |
0.8% |
1% |
False |
False |
31,053 |
100 |
0.7899 |
0.7447 |
0.0452 |
6.1% |
0.0061 |
0.8% |
1% |
False |
False |
24,908 |
120 |
0.7899 |
0.7447 |
0.0452 |
6.1% |
0.0060 |
0.8% |
1% |
False |
False |
20,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7596 |
2.618 |
0.7551 |
1.618 |
0.7523 |
1.000 |
0.7507 |
0.618 |
0.7496 |
HIGH |
0.7479 |
0.618 |
0.7468 |
0.500 |
0.7465 |
0.382 |
0.7462 |
LOW |
0.7452 |
0.618 |
0.7435 |
1.000 |
0.7424 |
1.618 |
0.7407 |
2.618 |
0.7380 |
4.250 |
0.7335 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7465 |
0.7470 |
PP |
0.7461 |
0.7464 |
S1 |
0.7457 |
0.7458 |
|