CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7636 |
0.0006 |
0.1% |
0.7691 |
| High |
0.7645 |
0.7704 |
0.0059 |
0.8% |
0.7704 |
| Low |
0.7606 |
0.7625 |
0.0019 |
0.2% |
0.7606 |
| Close |
0.7635 |
0.7696 |
0.0061 |
0.8% |
0.7696 |
| Range |
0.0039 |
0.0079 |
0.0040 |
103.9% |
0.0098 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
| Volume |
73,185 |
81,503 |
8,318 |
11.4% |
331,860 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7910 |
0.7881 |
0.7739 |
|
| R3 |
0.7832 |
0.7803 |
0.7717 |
|
| R2 |
0.7753 |
0.7753 |
0.7710 |
|
| R1 |
0.7724 |
0.7724 |
0.7703 |
0.7739 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7682 |
| S1 |
0.7646 |
0.7646 |
0.7688 |
0.7660 |
| S2 |
0.7596 |
0.7596 |
0.7681 |
|
| S3 |
0.7518 |
0.7567 |
0.7674 |
|
| S4 |
0.7439 |
0.7489 |
0.7652 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7926 |
0.7749 |
|
| R3 |
0.7863 |
0.7828 |
0.7722 |
|
| R2 |
0.7766 |
0.7766 |
0.7713 |
|
| R1 |
0.7731 |
0.7731 |
0.7704 |
0.7748 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7677 |
| S1 |
0.7633 |
0.7633 |
0.7687 |
0.7651 |
| S2 |
0.7571 |
0.7571 |
0.7678 |
|
| S3 |
0.7473 |
0.7536 |
0.7669 |
|
| S4 |
0.7376 |
0.7438 |
0.7642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7704 |
0.7606 |
0.0098 |
1.3% |
0.0048 |
0.6% |
92% |
True |
False |
66,372 |
| 10 |
0.7795 |
0.7606 |
0.0189 |
2.5% |
0.0052 |
0.7% |
47% |
False |
False |
60,724 |
| 20 |
0.7836 |
0.7582 |
0.0255 |
3.3% |
0.0055 |
0.7% |
45% |
False |
False |
61,274 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0063 |
0.8% |
52% |
False |
False |
62,164 |
| 60 |
0.7899 |
0.7546 |
0.0353 |
4.6% |
0.0068 |
0.9% |
42% |
False |
False |
62,336 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0067 |
0.9% |
42% |
False |
False |
48,704 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0067 |
0.9% |
32% |
False |
False |
39,024 |
| 120 |
0.8018 |
0.7476 |
0.0542 |
7.0% |
0.0068 |
0.9% |
40% |
False |
False |
32,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8037 |
|
2.618 |
0.7909 |
|
1.618 |
0.7831 |
|
1.000 |
0.7782 |
|
0.618 |
0.7752 |
|
HIGH |
0.7704 |
|
0.618 |
0.7674 |
|
0.500 |
0.7664 |
|
0.382 |
0.7655 |
|
LOW |
0.7625 |
|
0.618 |
0.7576 |
|
1.000 |
0.7547 |
|
1.618 |
0.7498 |
|
2.618 |
0.7419 |
|
4.250 |
0.7291 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7682 |
| PP |
0.7675 |
0.7668 |
| S1 |
0.7664 |
0.7655 |
|