CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7586 |
-0.0022 |
-0.3% |
0.7707 |
| High |
0.7619 |
0.7621 |
0.0002 |
0.0% |
0.7803 |
| Low |
0.7581 |
0.7570 |
-0.0012 |
-0.2% |
0.7673 |
| Close |
0.7584 |
0.7610 |
0.0025 |
0.3% |
0.7686 |
| Range |
0.0038 |
0.0052 |
0.0013 |
35.5% |
0.0130 |
| ATR |
|
|
|
|
|
| Volume |
72 |
169 |
97 |
134.7% |
643 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7734 |
0.7638 |
|
| R3 |
0.7703 |
0.7682 |
0.7624 |
|
| R2 |
0.7652 |
0.7652 |
0.7619 |
|
| R1 |
0.7631 |
0.7631 |
0.7614 |
0.7641 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7605 |
| S1 |
0.7579 |
0.7579 |
0.7605 |
0.7590 |
| S2 |
0.7549 |
0.7549 |
0.7600 |
|
| S3 |
0.7497 |
0.7528 |
0.7595 |
|
| S4 |
0.7446 |
0.7476 |
0.7581 |
|
|
| 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 |
0.7840 |
|
2.618 |
0.7756 |
|
1.618 |
0.7704 |
|
1.000 |
0.7673 |
|
0.618 |
0.7653 |
|
HIGH |
0.7621 |
|
0.618 |
0.7601 |
|
0.500 |
0.7595 |
|
0.382 |
0.7589 |
|
LOW |
0.7570 |
|
0.618 |
0.7538 |
|
1.000 |
0.7518 |
|
1.618 |
0.7486 |
|
2.618 |
0.7435 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7605 |
0.7626 |
| PP |
0.7600 |
0.7620 |
| S1 |
0.7595 |
0.7615 |
|