CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7613 |
0.0027 |
0.3% |
0.7670 |
| High |
0.7621 |
0.7616 |
-0.0006 |
-0.1% |
0.7682 |
| Low |
0.7570 |
0.7559 |
-0.0011 |
-0.1% |
0.7559 |
| Close |
0.7610 |
0.7577 |
-0.0033 |
-0.4% |
0.7577 |
| Range |
0.0052 |
0.0057 |
0.0006 |
10.7% |
0.0124 |
| ATR |
0.0000 |
0.0054 |
0.0054 |
|
0.0000 |
| Volume |
169 |
194 |
25 |
14.8% |
963 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7755 |
0.7723 |
0.7608 |
|
| R3 |
0.7698 |
0.7666 |
0.7592 |
|
| R2 |
0.7641 |
0.7641 |
0.7587 |
|
| R1 |
0.7609 |
0.7609 |
0.7582 |
0.7596 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7577 |
| S1 |
0.7552 |
0.7552 |
0.7571 |
0.7539 |
| S2 |
0.7527 |
0.7527 |
0.7566 |
|
| S3 |
0.7470 |
0.7495 |
0.7561 |
|
| S4 |
0.7413 |
0.7438 |
0.7545 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7900 |
0.7644 |
|
| R3 |
0.7853 |
0.7776 |
0.7610 |
|
| R2 |
0.7729 |
0.7729 |
0.7599 |
|
| R1 |
0.7653 |
0.7653 |
0.7588 |
0.7629 |
| PP |
0.7606 |
0.7606 |
0.7606 |
0.7594 |
| S1 |
0.7529 |
0.7529 |
0.7565 |
0.7506 |
| S2 |
0.7482 |
0.7482 |
0.7554 |
|
| S3 |
0.7359 |
0.7406 |
0.7543 |
|
| S4 |
0.7235 |
0.7282 |
0.7509 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7858 |
|
2.618 |
0.7765 |
|
1.618 |
0.7708 |
|
1.000 |
0.7673 |
|
0.618 |
0.7651 |
|
HIGH |
0.7616 |
|
0.618 |
0.7594 |
|
0.500 |
0.7587 |
|
0.382 |
0.7580 |
|
LOW |
0.7559 |
|
0.618 |
0.7523 |
|
1.000 |
0.7502 |
|
1.618 |
0.7466 |
|
2.618 |
0.7409 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7590 |
| PP |
0.7584 |
0.7585 |
| S1 |
0.7580 |
0.7581 |
|