CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7574 |
-0.0039 |
-0.5% |
0.7670 |
| High |
0.7616 |
0.7613 |
-0.0003 |
0.0% |
0.7682 |
| Low |
0.7559 |
0.7572 |
0.0013 |
0.2% |
0.7559 |
| Close |
0.7577 |
0.7584 |
0.0008 |
0.1% |
0.7577 |
| Range |
0.0057 |
0.0041 |
-0.0016 |
-28.1% |
0.0124 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
194 |
43 |
-151 |
-77.8% |
963 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7689 |
0.7607 |
|
| R3 |
0.7671 |
0.7648 |
0.7595 |
|
| R2 |
0.7630 |
0.7630 |
0.7592 |
|
| R1 |
0.7607 |
0.7607 |
0.7588 |
0.7619 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7595 |
| S1 |
0.7566 |
0.7566 |
0.7580 |
0.7578 |
| S2 |
0.7548 |
0.7548 |
0.7576 |
|
| S3 |
0.7507 |
0.7525 |
0.7573 |
|
| S4 |
0.7466 |
0.7484 |
0.7561 |
|
|
| 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 |
0.7787 |
|
2.618 |
0.7720 |
|
1.618 |
0.7679 |
|
1.000 |
0.7653 |
|
0.618 |
0.7638 |
|
HIGH |
0.7613 |
|
0.618 |
0.7597 |
|
0.500 |
0.7592 |
|
0.382 |
0.7587 |
|
LOW |
0.7572 |
|
0.618 |
0.7546 |
|
1.000 |
0.7531 |
|
1.618 |
0.7505 |
|
2.618 |
0.7464 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7590 |
| PP |
0.7589 |
0.7588 |
| S1 |
0.7587 |
0.7586 |
|