CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7613 |
-0.0038 |
-0.5% |
0.7598 |
| High |
0.7672 |
0.7650 |
-0.0022 |
-0.3% |
0.7672 |
| Low |
0.7595 |
0.7588 |
-0.0008 |
-0.1% |
0.7539 |
| Close |
0.7616 |
0.7633 |
0.0017 |
0.2% |
0.7633 |
| Range |
0.0077 |
0.0063 |
-0.0014 |
-18.3% |
0.0132 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
135 |
55 |
-80 |
-59.3% |
646 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7811 |
0.7785 |
0.7667 |
|
| R3 |
0.7749 |
0.7722 |
0.7650 |
|
| R2 |
0.7686 |
0.7686 |
0.7644 |
|
| R1 |
0.7660 |
0.7660 |
0.7639 |
0.7673 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7630 |
| S1 |
0.7597 |
0.7597 |
0.7627 |
0.7610 |
| S2 |
0.7561 |
0.7561 |
0.7622 |
|
| S3 |
0.7499 |
0.7535 |
0.7616 |
|
| S4 |
0.7436 |
0.7472 |
0.7599 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7955 |
0.7706 |
|
| R3 |
0.7879 |
0.7822 |
0.7669 |
|
| R2 |
0.7747 |
0.7747 |
0.7657 |
|
| R1 |
0.7690 |
0.7690 |
0.7645 |
0.7718 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7629 |
| S1 |
0.7558 |
0.7558 |
0.7621 |
0.7586 |
| S2 |
0.7482 |
0.7482 |
0.7609 |
|
| S3 |
0.7350 |
0.7425 |
0.7597 |
|
| S4 |
0.7217 |
0.7293 |
0.7560 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7916 |
|
2.618 |
0.7814 |
|
1.618 |
0.7751 |
|
1.000 |
0.7713 |
|
0.618 |
0.7689 |
|
HIGH |
0.7650 |
|
0.618 |
0.7626 |
|
0.500 |
0.7619 |
|
0.382 |
0.7611 |
|
LOW |
0.7588 |
|
0.618 |
0.7549 |
|
1.000 |
0.7525 |
|
1.618 |
0.7486 |
|
2.618 |
0.7424 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7625 |
| PP |
0.7624 |
0.7617 |
| S1 |
0.7619 |
0.7609 |
|