CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7782 |
0.0082 |
1.1% |
0.7691 |
| High |
0.7797 |
0.7799 |
0.0002 |
0.0% |
0.7704 |
| Low |
0.7696 |
0.7744 |
0.0048 |
0.6% |
0.7606 |
| Close |
0.7791 |
0.7755 |
-0.0036 |
-0.5% |
0.7696 |
| Range |
0.0102 |
0.0056 |
-0.0046 |
-45.3% |
0.0098 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
103,473 |
67,557 |
-35,916 |
-34.7% |
331,860 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7932 |
0.7899 |
0.7785 |
|
| R3 |
0.7877 |
0.7843 |
0.7770 |
|
| R2 |
0.7821 |
0.7821 |
0.7765 |
|
| R1 |
0.7788 |
0.7788 |
0.7760 |
0.7777 |
| PP |
0.7766 |
0.7766 |
0.7766 |
0.7760 |
| S1 |
0.7732 |
0.7732 |
0.7749 |
0.7721 |
| S2 |
0.7710 |
0.7710 |
0.7744 |
|
| S3 |
0.7655 |
0.7677 |
0.7739 |
|
| S4 |
0.7599 |
0.7621 |
0.7724 |
|
|
| 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 |
0.7799 |
0.7606 |
0.0193 |
2.5% |
0.0062 |
0.8% |
77% |
True |
False |
79,593 |
| 10 |
0.7799 |
0.7606 |
0.0193 |
2.5% |
0.0056 |
0.7% |
77% |
True |
False |
67,052 |
| 20 |
0.7836 |
0.7606 |
0.0230 |
3.0% |
0.0059 |
0.8% |
65% |
False |
False |
64,249 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0063 |
0.8% |
72% |
False |
False |
62,843 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0068 |
0.9% |
61% |
False |
False |
62,725 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
59% |
False |
False |
50,836 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0068 |
0.9% |
44% |
False |
False |
40,731 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
46% |
False |
False |
33,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7944 |
|
1.618 |
0.7889 |
|
1.000 |
0.7855 |
|
0.618 |
0.7833 |
|
HIGH |
0.7799 |
|
0.618 |
0.7778 |
|
0.500 |
0.7771 |
|
0.382 |
0.7765 |
|
LOW |
0.7744 |
|
0.618 |
0.7709 |
|
1.000 |
0.7688 |
|
1.618 |
0.7654 |
|
2.618 |
0.7598 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7740 |
| PP |
0.7766 |
0.7726 |
| S1 |
0.7760 |
0.7712 |
|