CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7598 |
0.0018 |
0.2% |
0.7670 |
| High |
0.7593 |
0.7641 |
0.0048 |
0.6% |
0.7682 |
| Low |
0.7563 |
0.7550 |
-0.0012 |
-0.2% |
0.7559 |
| Close |
0.7577 |
0.7612 |
0.0035 |
0.5% |
0.7577 |
| Range |
0.0030 |
0.0090 |
0.0060 |
201.7% |
0.0124 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.4% |
0.0000 |
| Volume |
307 |
88 |
-219 |
-71.3% |
963 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7832 |
0.7661 |
|
| R3 |
0.7782 |
0.7742 |
0.7636 |
|
| R2 |
0.7691 |
0.7691 |
0.7628 |
|
| R1 |
0.7651 |
0.7651 |
0.7620 |
0.7671 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7611 |
| S1 |
0.7561 |
0.7561 |
0.7603 |
0.7581 |
| S2 |
0.7510 |
0.7510 |
0.7595 |
|
| S3 |
0.7420 |
0.7470 |
0.7587 |
|
| S4 |
0.7329 |
0.7380 |
0.7562 |
|
|
| 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 |
0.8025 |
|
2.618 |
0.7877 |
|
1.618 |
0.7787 |
|
1.000 |
0.7731 |
|
0.618 |
0.7696 |
|
HIGH |
0.7641 |
|
0.618 |
0.7606 |
|
0.500 |
0.7595 |
|
0.382 |
0.7585 |
|
LOW |
0.7550 |
|
0.618 |
0.7494 |
|
1.000 |
0.7460 |
|
1.618 |
0.7404 |
|
2.618 |
0.7313 |
|
4.250 |
0.7165 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7606 |
| PP |
0.7601 |
0.7601 |
| S1 |
0.7595 |
0.7595 |
|