CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7673 |
0.0003 |
0.0% |
0.7707 |
| High |
0.7679 |
0.7682 |
0.0003 |
0.0% |
0.7803 |
| Low |
0.7630 |
0.7598 |
-0.0032 |
-0.4% |
0.7673 |
| Close |
0.7675 |
0.7599 |
-0.0077 |
-1.0% |
0.7686 |
| Range |
0.0049 |
0.0084 |
0.0035 |
71.4% |
0.0130 |
| ATR |
|
|
|
|
|
| Volume |
334 |
194 |
-140 |
-41.9% |
643 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7822 |
0.7645 |
|
| R3 |
0.7794 |
0.7738 |
0.7622 |
|
| R2 |
0.7710 |
0.7710 |
0.7614 |
|
| R1 |
0.7654 |
0.7654 |
0.7606 |
0.7640 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7619 |
| S1 |
0.7570 |
0.7570 |
0.7591 |
0.7556 |
| S2 |
0.7542 |
0.7542 |
0.7583 |
|
| S3 |
0.7458 |
0.7486 |
0.7575 |
|
| S4 |
0.7374 |
0.7402 |
0.7552 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8027 |
0.7757 |
|
| R3 |
0.7979 |
0.7897 |
0.7721 |
|
| R2 |
0.7850 |
0.7850 |
0.7709 |
|
| R1 |
0.7768 |
0.7768 |
0.7697 |
0.7744 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7709 |
| S1 |
0.7638 |
0.7638 |
0.7674 |
0.7615 |
| S2 |
0.7591 |
0.7591 |
0.7662 |
|
| S3 |
0.7461 |
0.7509 |
0.7650 |
|
| S4 |
0.7332 |
0.7379 |
0.7614 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8039 |
|
2.618 |
0.7902 |
|
1.618 |
0.7818 |
|
1.000 |
0.7766 |
|
0.618 |
0.7734 |
|
HIGH |
0.7682 |
|
0.618 |
0.7650 |
|
0.500 |
0.7640 |
|
0.382 |
0.7630 |
|
LOW |
0.7598 |
|
0.618 |
0.7546 |
|
1.000 |
0.7514 |
|
1.618 |
0.7462 |
|
2.618 |
0.7378 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7640 |
0.7675 |
| PP |
0.7626 |
0.7649 |
| S1 |
0.7612 |
0.7624 |
|