CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7598 |
0.7650 |
0.0052 |
0.7% |
0.7670 |
| High |
0.7641 |
0.7699 |
0.0059 |
0.8% |
0.7682 |
| Low |
0.7550 |
0.7650 |
0.0100 |
1.3% |
0.7559 |
| Close |
0.7612 |
0.7664 |
0.0052 |
0.7% |
0.7577 |
| Range |
0.0090 |
0.0049 |
-0.0041 |
-45.9% |
0.0124 |
| ATR |
0.0054 |
0.0057 |
0.0002 |
4.4% |
0.0000 |
| Volume |
88 |
65 |
-23 |
-26.1% |
963 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7790 |
0.7690 |
|
| R3 |
0.7769 |
0.7741 |
0.7677 |
|
| R2 |
0.7720 |
0.7720 |
0.7672 |
|
| R1 |
0.7692 |
0.7692 |
0.7668 |
0.7706 |
| PP |
0.7671 |
0.7671 |
0.7671 |
0.7678 |
| S1 |
0.7643 |
0.7643 |
0.7659 |
0.7657 |
| S2 |
0.7622 |
0.7622 |
0.7655 |
|
| S3 |
0.7573 |
0.7594 |
0.7650 |
|
| S4 |
0.7524 |
0.7545 |
0.7637 |
|
|
| 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 |
0.7907 |
|
2.618 |
0.7827 |
|
1.618 |
0.7778 |
|
1.000 |
0.7748 |
|
0.618 |
0.7729 |
|
HIGH |
0.7699 |
|
0.618 |
0.7680 |
|
0.500 |
0.7675 |
|
0.382 |
0.7669 |
|
LOW |
0.7650 |
|
0.618 |
0.7620 |
|
1.000 |
0.7601 |
|
1.618 |
0.7571 |
|
2.618 |
0.7522 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7675 |
0.7651 |
| PP |
0.7671 |
0.7638 |
| S1 |
0.7667 |
0.7625 |
|