CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7566 |
0.7554 |
-0.0012 |
-0.2% |
0.7633 |
| High |
0.7590 |
0.7618 |
0.0027 |
0.4% |
0.7658 |
| Low |
0.7517 |
0.7540 |
0.0023 |
0.3% |
0.7517 |
| Close |
0.7539 |
0.7599 |
0.0060 |
0.8% |
0.7539 |
| Range |
0.0073 |
0.0078 |
0.0005 |
6.8% |
0.0141 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.3% |
0.0000 |
| Volume |
226 |
115 |
-111 |
-49.1% |
1,146 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7787 |
0.7641 |
|
| R3 |
0.7741 |
0.7709 |
0.7620 |
|
| R2 |
0.7663 |
0.7663 |
0.7613 |
|
| R1 |
0.7631 |
0.7631 |
0.7606 |
0.7647 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7593 |
| S1 |
0.7553 |
0.7553 |
0.7591 |
0.7569 |
| S2 |
0.7507 |
0.7507 |
0.7584 |
|
| S3 |
0.7429 |
0.7475 |
0.7577 |
|
| S4 |
0.7351 |
0.7397 |
0.7556 |
|
|
| 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 |
0.7949 |
|
2.618 |
0.7822 |
|
1.618 |
0.7744 |
|
1.000 |
0.7695 |
|
0.618 |
0.7666 |
|
HIGH |
0.7618 |
|
0.618 |
0.7588 |
|
0.500 |
0.7579 |
|
0.382 |
0.7569 |
|
LOW |
0.7540 |
|
0.618 |
0.7491 |
|
1.000 |
0.7462 |
|
1.618 |
0.7413 |
|
2.618 |
0.7335 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7588 |
| PP |
0.7585 |
0.7578 |
| S1 |
0.7579 |
0.7567 |
|