CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7608 |
-0.0065 |
-0.8% |
0.7707 |
| High |
0.7682 |
0.7619 |
-0.0063 |
-0.8% |
0.7803 |
| Low |
0.7598 |
0.7581 |
-0.0017 |
-0.2% |
0.7673 |
| Close |
0.7599 |
0.7584 |
-0.0014 |
-0.2% |
0.7686 |
| Range |
0.0084 |
0.0038 |
-0.0046 |
-54.8% |
0.0130 |
| ATR |
|
|
|
|
|
| Volume |
194 |
72 |
-122 |
-62.9% |
643 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7684 |
0.7605 |
|
| R3 |
0.7671 |
0.7646 |
0.7594 |
|
| R2 |
0.7633 |
0.7633 |
0.7591 |
|
| R1 |
0.7608 |
0.7608 |
0.7587 |
0.7602 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7591 |
| S1 |
0.7570 |
0.7570 |
0.7581 |
0.7564 |
| S2 |
0.7557 |
0.7557 |
0.7577 |
|
| S3 |
0.7519 |
0.7532 |
0.7574 |
|
| S4 |
0.7481 |
0.7494 |
0.7563 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8027 |
0.7757 |
|
| R3 |
0.7979 |
0.7897 |
0.7721 |
|
| R2 |
0.7850 |
0.7850 |
0.7709 |
|
| R1 |
0.7768 |
0.7768 |
0.7697 |
0.7744 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7709 |
| S1 |
0.7638 |
0.7638 |
0.7674 |
0.7615 |
| S2 |
0.7591 |
0.7591 |
0.7662 |
|
| S3 |
0.7461 |
0.7509 |
0.7650 |
|
| S4 |
0.7332 |
0.7379 |
0.7614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7718 |
|
1.618 |
0.7680 |
|
1.000 |
0.7657 |
|
0.618 |
0.7642 |
|
HIGH |
0.7619 |
|
0.618 |
0.7604 |
|
0.500 |
0.7600 |
|
0.382 |
0.7596 |
|
LOW |
0.7581 |
|
0.618 |
0.7558 |
|
1.000 |
0.7543 |
|
1.618 |
0.7520 |
|
2.618 |
0.7482 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7632 |
| PP |
0.7595 |
0.7616 |
| S1 |
0.7589 |
0.7600 |
|