CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7630 |
-0.0005 |
-0.1% |
0.7770 |
| High |
0.7646 |
0.7645 |
-0.0002 |
0.0% |
0.7795 |
| Low |
0.7608 |
0.7606 |
-0.0002 |
0.0% |
0.7686 |
| Close |
0.7624 |
0.7635 |
0.0011 |
0.1% |
0.7688 |
| Range |
0.0038 |
0.0039 |
0.0001 |
1.3% |
0.0110 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
72,250 |
73,185 |
935 |
1.3% |
275,389 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7744 |
0.7728 |
0.7656 |
|
| R3 |
0.7706 |
0.7690 |
0.7646 |
|
| R2 |
0.7667 |
0.7667 |
0.7642 |
|
| R1 |
0.7651 |
0.7651 |
0.7639 |
0.7659 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7633 |
| S1 |
0.7613 |
0.7613 |
0.7631 |
0.7621 |
| S2 |
0.7590 |
0.7590 |
0.7628 |
|
| S3 |
0.7552 |
0.7574 |
0.7624 |
|
| S4 |
0.7513 |
0.7536 |
0.7614 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.7979 |
0.7748 |
|
| R3 |
0.7942 |
0.7869 |
0.7718 |
|
| R2 |
0.7832 |
0.7832 |
0.7708 |
|
| R1 |
0.7760 |
0.7760 |
0.7698 |
0.7741 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7713 |
| S1 |
0.7650 |
0.7650 |
0.7677 |
0.7632 |
| S2 |
0.7613 |
0.7613 |
0.7667 |
|
| S3 |
0.7504 |
0.7541 |
0.7657 |
|
| S4 |
0.7394 |
0.7431 |
0.7627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7795 |
0.7606 |
0.0189 |
2.5% |
0.0054 |
0.7% |
15% |
False |
True |
66,564 |
| 10 |
0.7830 |
0.7606 |
0.0224 |
2.9% |
0.0051 |
0.7% |
13% |
False |
True |
58,412 |
| 20 |
0.7836 |
0.7577 |
0.0259 |
3.4% |
0.0057 |
0.7% |
22% |
False |
False |
61,516 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0062 |
0.8% |
31% |
False |
False |
61,733 |
| 60 |
0.7899 |
0.7546 |
0.0353 |
4.6% |
0.0068 |
0.9% |
25% |
False |
False |
61,954 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0067 |
0.9% |
25% |
False |
False |
47,690 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0067 |
0.9% |
19% |
False |
False |
38,211 |
| 120 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0068 |
0.9% |
31% |
False |
False |
31,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7808 |
|
2.618 |
0.7745 |
|
1.618 |
0.7707 |
|
1.000 |
0.7683 |
|
0.618 |
0.7668 |
|
HIGH |
0.7645 |
|
0.618 |
0.7630 |
|
0.500 |
0.7625 |
|
0.382 |
0.7621 |
|
LOW |
0.7606 |
|
0.618 |
0.7582 |
|
1.000 |
0.7568 |
|
1.618 |
0.7544 |
|
2.618 |
0.7505 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7647 |
| PP |
0.7629 |
0.7643 |
| S1 |
0.7625 |
0.7639 |
|