CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7761 |
0.7734 |
-0.0028 |
-0.4% |
0.7700 |
| High |
0.7782 |
0.7753 |
-0.0029 |
-0.4% |
0.7799 |
| Low |
0.7728 |
0.7661 |
-0.0068 |
-0.9% |
0.7661 |
| Close |
0.7741 |
0.7676 |
-0.0065 |
-0.8% |
0.7676 |
| Range |
0.0054 |
0.0093 |
0.0039 |
72.9% |
0.0139 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
70,088 |
81,151 |
11,063 |
15.8% |
322,269 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7918 |
0.7727 |
|
| R3 |
0.7882 |
0.7825 |
0.7701 |
|
| R2 |
0.7789 |
0.7789 |
0.7693 |
|
| R1 |
0.7733 |
0.7733 |
0.7684 |
0.7715 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7688 |
| S1 |
0.7640 |
0.7640 |
0.7668 |
0.7622 |
| S2 |
0.7604 |
0.7604 |
0.7659 |
|
| S3 |
0.7512 |
0.7548 |
0.7651 |
|
| S4 |
0.7419 |
0.7455 |
0.7625 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8127 |
0.8040 |
0.7752 |
|
| R3 |
0.7989 |
0.7902 |
0.7714 |
|
| R2 |
0.7850 |
0.7850 |
0.7701 |
|
| R1 |
0.7763 |
0.7763 |
0.7689 |
0.7738 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7699 |
| S1 |
0.7625 |
0.7625 |
0.7663 |
0.7599 |
| S2 |
0.7573 |
0.7573 |
0.7651 |
|
| S3 |
0.7435 |
0.7486 |
0.7638 |
|
| S4 |
0.7296 |
0.7348 |
0.7600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7799 |
0.7625 |
0.0174 |
2.3% |
0.0076 |
1.0% |
29% |
False |
False |
80,754 |
| 10 |
0.7799 |
0.7606 |
0.0193 |
2.5% |
0.0065 |
0.9% |
36% |
False |
False |
73,659 |
| 20 |
0.7836 |
0.7606 |
0.0230 |
3.0% |
0.0059 |
0.8% |
30% |
False |
False |
64,333 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0062 |
0.8% |
45% |
False |
False |
62,781 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0069 |
0.9% |
38% |
False |
False |
63,254 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
37% |
False |
False |
52,714 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0067 |
0.9% |
28% |
False |
False |
42,235 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0068 |
0.9% |
30% |
False |
False |
35,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8146 |
|
2.618 |
0.7995 |
|
1.618 |
0.7903 |
|
1.000 |
0.7846 |
|
0.618 |
0.7810 |
|
HIGH |
0.7753 |
|
0.618 |
0.7718 |
|
0.500 |
0.7707 |
|
0.382 |
0.7696 |
|
LOW |
0.7661 |
|
0.618 |
0.7603 |
|
1.000 |
0.7568 |
|
1.618 |
0.7511 |
|
2.618 |
0.7418 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7730 |
| PP |
0.7697 |
0.7712 |
| S1 |
0.7686 |
0.7694 |
|