CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7598 |
-0.0076 |
-1.0% |
0.7574 |
| High |
0.7682 |
0.7620 |
-0.0062 |
-0.8% |
0.7699 |
| Low |
0.7596 |
0.7561 |
-0.0035 |
-0.5% |
0.7550 |
| Close |
0.7602 |
0.7567 |
-0.0036 |
-0.5% |
0.7602 |
| Range |
0.0086 |
0.0059 |
-0.0027 |
-31.0% |
0.0149 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
85 |
85 |
0 |
0.0% |
588 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7722 |
0.7599 |
|
| R3 |
0.7701 |
0.7663 |
0.7583 |
|
| R2 |
0.7642 |
0.7642 |
0.7577 |
|
| R1 |
0.7604 |
0.7604 |
0.7572 |
0.7593 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7577 |
| S1 |
0.7545 |
0.7545 |
0.7561 |
0.7534 |
| S2 |
0.7524 |
0.7524 |
0.7556 |
|
| S3 |
0.7465 |
0.7486 |
0.7550 |
|
| S4 |
0.7406 |
0.7427 |
0.7534 |
|
|
| 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 |
0.7871 |
|
2.618 |
0.7774 |
|
1.618 |
0.7715 |
|
1.000 |
0.7679 |
|
0.618 |
0.7656 |
|
HIGH |
0.7620 |
|
0.618 |
0.7597 |
|
0.500 |
0.7591 |
|
0.382 |
0.7584 |
|
LOW |
0.7561 |
|
0.618 |
0.7525 |
|
1.000 |
0.7502 |
|
1.618 |
0.7466 |
|
2.618 |
0.7407 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7630 |
| PP |
0.7583 |
0.7609 |
| S1 |
0.7575 |
0.7588 |
|