CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7700 |
0.0064 |
0.8% |
0.7691 |
| High |
0.7704 |
0.7797 |
0.0094 |
1.2% |
0.7704 |
| Low |
0.7625 |
0.7696 |
0.0071 |
0.9% |
0.7606 |
| Close |
0.7696 |
0.7791 |
0.0095 |
1.2% |
0.7696 |
| Range |
0.0079 |
0.0102 |
0.0023 |
29.3% |
0.0098 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0000 |
| Volume |
81,503 |
103,473 |
21,970 |
27.0% |
331,860 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8030 |
0.7846 |
|
| R3 |
0.7964 |
0.7928 |
0.7818 |
|
| R2 |
0.7863 |
0.7863 |
0.7809 |
|
| R1 |
0.7827 |
0.7827 |
0.7800 |
0.7845 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7770 |
| S1 |
0.7725 |
0.7725 |
0.7781 |
0.7743 |
| S2 |
0.7660 |
0.7660 |
0.7772 |
|
| S3 |
0.7558 |
0.7624 |
0.7763 |
|
| S4 |
0.7457 |
0.7522 |
0.7735 |
|
|
| 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 |
0.7797 |
0.7606 |
0.0191 |
2.5% |
0.0062 |
0.8% |
97% |
True |
False |
77,919 |
| 10 |
0.7797 |
0.7606 |
0.0191 |
2.5% |
0.0056 |
0.7% |
97% |
True |
False |
65,287 |
| 20 |
0.7836 |
0.7583 |
0.0254 |
3.3% |
0.0058 |
0.7% |
82% |
False |
False |
63,933 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0064 |
0.8% |
84% |
False |
False |
62,977 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0068 |
0.9% |
71% |
False |
False |
62,600 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
69% |
False |
False |
49,996 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0068 |
0.9% |
52% |
False |
False |
40,058 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0068 |
0.9% |
53% |
False |
False |
33,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8228 |
|
2.618 |
0.8063 |
|
1.618 |
0.7961 |
|
1.000 |
0.7899 |
|
0.618 |
0.7860 |
|
HIGH |
0.7797 |
|
0.618 |
0.7758 |
|
0.500 |
0.7746 |
|
0.382 |
0.7734 |
|
LOW |
0.7696 |
|
0.618 |
0.7633 |
|
1.000 |
0.7594 |
|
1.618 |
0.7531 |
|
2.618 |
0.7430 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7761 |
| PP |
0.7761 |
0.7731 |
| S1 |
0.7746 |
0.7702 |
|