CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7761 |
-0.0021 |
-0.3% |
0.7691 |
| High |
0.7799 |
0.7782 |
-0.0018 |
-0.2% |
0.7704 |
| Low |
0.7744 |
0.7728 |
-0.0016 |
-0.2% |
0.7606 |
| Close |
0.7755 |
0.7741 |
-0.0014 |
-0.2% |
0.7696 |
| Range |
0.0056 |
0.0054 |
-0.0002 |
-3.6% |
0.0098 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
67,557 |
70,088 |
2,531 |
3.7% |
331,860 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7911 |
0.7879 |
0.7770 |
|
| R3 |
0.7857 |
0.7826 |
0.7756 |
|
| R2 |
0.7804 |
0.7804 |
0.7751 |
|
| R1 |
0.7772 |
0.7772 |
0.7746 |
0.7761 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7745 |
| S1 |
0.7719 |
0.7719 |
0.7736 |
0.7708 |
| S2 |
0.7697 |
0.7697 |
0.7731 |
|
| S3 |
0.7643 |
0.7665 |
0.7726 |
|
| S4 |
0.7590 |
0.7612 |
0.7712 |
|
|
| 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% |
0.0066 |
0.8% |
70% |
False |
False |
79,161 |
| 10 |
0.7799 |
0.7606 |
0.0193 |
2.5% |
0.0058 |
0.8% |
70% |
False |
False |
69,249 |
| 20 |
0.7836 |
0.7606 |
0.0230 |
3.0% |
0.0058 |
0.7% |
59% |
False |
False |
63,467 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0062 |
0.8% |
67% |
False |
False |
62,265 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0069 |
0.9% |
57% |
False |
False |
62,972 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
55% |
False |
False |
51,706 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0067 |
0.9% |
41% |
False |
False |
41,429 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
43% |
False |
False |
34,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7922 |
|
1.618 |
0.7868 |
|
1.000 |
0.7835 |
|
0.618 |
0.7815 |
|
HIGH |
0.7782 |
|
0.618 |
0.7761 |
|
0.500 |
0.7755 |
|
0.382 |
0.7748 |
|
LOW |
0.7728 |
|
0.618 |
0.7695 |
|
1.000 |
0.7675 |
|
1.618 |
0.7641 |
|
2.618 |
0.7588 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7747 |
| PP |
0.7750 |
0.7745 |
| S1 |
0.7746 |
0.7743 |
|