CME Canadian Dollar Future March 2017
| Trading Metrics calculated at close of trading on 18-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7636 |
0.0025 |
0.3% |
0.7554 |
| High |
0.7629 |
0.7700 |
0.0071 |
0.9% |
0.7640 |
| Low |
0.7598 |
0.7619 |
0.0021 |
0.3% |
0.7523 |
| Close |
0.7624 |
0.7633 |
0.0010 |
0.1% |
0.7627 |
| Range |
0.0031 |
0.0081 |
0.0050 |
161.3% |
0.0117 |
| ATR |
0.0059 |
0.0060 |
0.0002 |
2.7% |
0.0000 |
| Volume |
146 |
173 |
27 |
18.5% |
925 |
|
| Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7844 |
0.7678 |
|
| R3 |
0.7813 |
0.7763 |
0.7655 |
|
| R2 |
0.7732 |
0.7732 |
0.7648 |
|
| R1 |
0.7682 |
0.7682 |
0.7640 |
0.7667 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7643 |
| S1 |
0.7601 |
0.7601 |
0.7626 |
0.7586 |
| S2 |
0.7570 |
0.7570 |
0.7618 |
|
| S3 |
0.7489 |
0.7520 |
0.7611 |
|
| S4 |
0.7408 |
0.7439 |
0.7588 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7904 |
0.7691 |
|
| R3 |
0.7831 |
0.7787 |
0.7659 |
|
| R2 |
0.7714 |
0.7714 |
0.7648 |
|
| R1 |
0.7670 |
0.7670 |
0.7637 |
0.7692 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7607 |
| S1 |
0.7553 |
0.7553 |
0.7616 |
0.7575 |
| S2 |
0.7479 |
0.7479 |
0.7605 |
|
| S3 |
0.7362 |
0.7436 |
0.7594 |
|
| S4 |
0.7245 |
0.7319 |
0.7562 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8044 |
|
2.618 |
0.7912 |
|
1.618 |
0.7831 |
|
1.000 |
0.7781 |
|
0.618 |
0.7750 |
|
HIGH |
0.7700 |
|
0.618 |
0.7669 |
|
0.500 |
0.7660 |
|
0.382 |
0.7650 |
|
LOW |
0.7619 |
|
0.618 |
0.7569 |
|
1.000 |
0.7538 |
|
1.618 |
0.7488 |
|
2.618 |
0.7407 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 18-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7637 |
| PP |
0.7651 |
0.7635 |
| S1 |
0.7642 |
0.7634 |
|