CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7591 |
0.7566 |
-0.0025 |
-0.3% |
0.7633 |
| High |
0.7596 |
0.7590 |
-0.0006 |
-0.1% |
0.7658 |
| Low |
0.7557 |
0.7517 |
-0.0040 |
-0.5% |
0.7517 |
| Close |
0.7567 |
0.7539 |
-0.0028 |
-0.4% |
0.7539 |
| Range |
0.0039 |
0.0073 |
0.0034 |
87.2% |
0.0141 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
111 |
226 |
115 |
103.6% |
1,146 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7726 |
0.7579 |
|
| R3 |
0.7695 |
0.7653 |
0.7559 |
|
| R2 |
0.7622 |
0.7622 |
0.7552 |
|
| R1 |
0.7580 |
0.7580 |
0.7545 |
0.7564 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7541 |
| S1 |
0.7507 |
0.7507 |
0.7532 |
0.7491 |
| S2 |
0.7475 |
0.7475 |
0.7525 |
|
| S3 |
0.7402 |
0.7434 |
0.7518 |
|
| S4 |
0.7329 |
0.7361 |
0.7498 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7994 |
0.7907 |
0.7616 |
|
| R3 |
0.7853 |
0.7766 |
0.7577 |
|
| R2 |
0.7712 |
0.7712 |
0.7564 |
|
| R1 |
0.7625 |
0.7625 |
0.7551 |
0.7598 |
| PP |
0.7571 |
0.7571 |
0.7571 |
0.7558 |
| S1 |
0.7484 |
0.7484 |
0.7526 |
0.7457 |
| S2 |
0.7430 |
0.7430 |
0.7513 |
|
| S3 |
0.7289 |
0.7343 |
0.7500 |
|
| S4 |
0.7148 |
0.7202 |
0.7461 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7781 |
|
1.618 |
0.7708 |
|
1.000 |
0.7663 |
|
0.618 |
0.7635 |
|
HIGH |
0.7590 |
|
0.618 |
0.7562 |
|
0.500 |
0.7554 |
|
0.382 |
0.7545 |
|
LOW |
0.7517 |
|
0.618 |
0.7472 |
|
1.000 |
0.7444 |
|
1.618 |
0.7399 |
|
2.618 |
0.7326 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7554 |
0.7562 |
| PP |
0.7549 |
0.7554 |
| S1 |
0.7544 |
0.7546 |
|