CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7667 |
-0.0067 |
-0.9% |
0.7700 |
| High |
0.7753 |
0.7672 |
-0.0081 |
-1.0% |
0.7799 |
| Low |
0.7661 |
0.7620 |
-0.0041 |
-0.5% |
0.7661 |
| Close |
0.7676 |
0.7667 |
-0.0010 |
-0.1% |
0.7676 |
| Range |
0.0093 |
0.0052 |
-0.0041 |
-43.8% |
0.0139 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
81,151 |
88,403 |
7,252 |
8.9% |
322,269 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7790 |
0.7695 |
|
| R3 |
0.7757 |
0.7738 |
0.7681 |
|
| R2 |
0.7705 |
0.7705 |
0.7676 |
|
| R1 |
0.7686 |
0.7686 |
0.7671 |
0.7693 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7656 |
| S1 |
0.7634 |
0.7634 |
0.7662 |
0.7641 |
| S2 |
0.7601 |
0.7601 |
0.7657 |
|
| S3 |
0.7549 |
0.7582 |
0.7652 |
|
| S4 |
0.7497 |
0.7530 |
0.7638 |
|
|
| 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 |
0.7620 |
0.0179 |
2.3% |
0.0071 |
0.9% |
26% |
False |
True |
82,134 |
| 10 |
0.7799 |
0.7606 |
0.0193 |
2.5% |
0.0060 |
0.8% |
31% |
False |
False |
74,253 |
| 20 |
0.7836 |
0.7606 |
0.0230 |
3.0% |
0.0059 |
0.8% |
26% |
False |
False |
65,712 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0062 |
0.8% |
42% |
False |
False |
63,552 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0068 |
0.9% |
35% |
False |
False |
63,356 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
34% |
False |
False |
53,808 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0067 |
0.9% |
26% |
False |
False |
43,111 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0068 |
0.9% |
28% |
False |
False |
35,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7893 |
|
2.618 |
0.7808 |
|
1.618 |
0.7756 |
|
1.000 |
0.7724 |
|
0.618 |
0.7704 |
|
HIGH |
0.7672 |
|
0.618 |
0.7652 |
|
0.500 |
0.7646 |
|
0.382 |
0.7640 |
|
LOW |
0.7620 |
|
0.618 |
0.7588 |
|
1.000 |
0.7568 |
|
1.618 |
0.7536 |
|
2.618 |
0.7484 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7701 |
| PP |
0.7653 |
0.7689 |
| S1 |
0.7646 |
0.7678 |
|