CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7674 |
0.0024 |
0.3% |
0.7574 |
| High |
0.7699 |
0.7682 |
-0.0018 |
-0.2% |
0.7699 |
| Low |
0.7650 |
0.7596 |
-0.0054 |
-0.7% |
0.7550 |
| Close |
0.7664 |
0.7602 |
-0.0062 |
-0.8% |
0.7602 |
| Range |
0.0049 |
0.0086 |
0.0036 |
74.5% |
0.0149 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.7% |
0.0000 |
| Volume |
65 |
85 |
20 |
30.8% |
588 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7828 |
0.7649 |
|
| R3 |
0.7798 |
0.7743 |
0.7626 |
|
| R2 |
0.7712 |
0.7712 |
0.7618 |
|
| R1 |
0.7657 |
0.7657 |
0.7610 |
0.7642 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7619 |
| S1 |
0.7572 |
0.7572 |
0.7594 |
0.7556 |
| S2 |
0.7541 |
0.7541 |
0.7586 |
|
| S3 |
0.7456 |
0.7486 |
0.7578 |
|
| S4 |
0.7370 |
0.7401 |
0.7555 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.7982 |
0.7684 |
|
| R3 |
0.7915 |
0.7833 |
0.7643 |
|
| R2 |
0.7766 |
0.7766 |
0.7629 |
|
| R1 |
0.7684 |
0.7684 |
0.7616 |
0.7725 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7638 |
| S1 |
0.7535 |
0.7535 |
0.7588 |
0.7576 |
| S2 |
0.7468 |
0.7468 |
0.7575 |
|
| S3 |
0.7319 |
0.7386 |
0.7561 |
|
| S4 |
0.7170 |
0.7237 |
0.7520 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7905 |
|
1.618 |
0.7820 |
|
1.000 |
0.7767 |
|
0.618 |
0.7734 |
|
HIGH |
0.7682 |
|
0.618 |
0.7649 |
|
0.500 |
0.7639 |
|
0.382 |
0.7629 |
|
LOW |
0.7596 |
|
0.618 |
0.7543 |
|
1.000 |
0.7511 |
|
1.618 |
0.7458 |
|
2.618 |
0.7372 |
|
4.250 |
0.7233 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7625 |
| PP |
0.7627 |
0.7617 |
| S1 |
0.7614 |
0.7610 |
|