CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7668 |
0.0001 |
0.0% |
0.7700 |
| High |
0.7672 |
0.7675 |
0.0003 |
0.0% |
0.7799 |
| Low |
0.7620 |
0.7581 |
-0.0039 |
-0.5% |
0.7661 |
| Close |
0.7667 |
0.7590 |
-0.0077 |
-1.0% |
0.7676 |
| Range |
0.0052 |
0.0094 |
0.0042 |
79.8% |
0.0139 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
3.5% |
0.0000 |
| Volume |
88,403 |
91,570 |
3,167 |
3.6% |
322,269 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7836 |
0.7641 |
|
| R3 |
0.7802 |
0.7743 |
0.7615 |
|
| R2 |
0.7709 |
0.7709 |
0.7607 |
|
| R1 |
0.7649 |
0.7649 |
0.7598 |
0.7632 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7607 |
| S1 |
0.7556 |
0.7556 |
0.7581 |
0.7539 |
| S2 |
0.7522 |
0.7522 |
0.7572 |
|
| S3 |
0.7428 |
0.7462 |
0.7564 |
|
| S4 |
0.7335 |
0.7369 |
0.7538 |
|
|
| 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 |
0.7581 |
0.0218 |
2.9% |
0.0069 |
0.9% |
4% |
False |
True |
79,753 |
| 10 |
0.7799 |
0.7581 |
0.0218 |
2.9% |
0.0066 |
0.9% |
4% |
False |
True |
78,836 |
| 20 |
0.7836 |
0.7581 |
0.0255 |
3.4% |
0.0062 |
0.8% |
3% |
False |
True |
68,239 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0063 |
0.8% |
15% |
False |
False |
64,668 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0068 |
0.9% |
13% |
False |
False |
63,947 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0068 |
0.9% |
12% |
False |
False |
54,943 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0067 |
0.9% |
9% |
False |
False |
44,022 |
| 120 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0068 |
0.9% |
12% |
False |
False |
36,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8072 |
|
2.618 |
0.7919 |
|
1.618 |
0.7826 |
|
1.000 |
0.7768 |
|
0.618 |
0.7732 |
|
HIGH |
0.7675 |
|
0.618 |
0.7639 |
|
0.500 |
0.7628 |
|
0.382 |
0.7617 |
|
LOW |
0.7581 |
|
0.618 |
0.7523 |
|
1.000 |
0.7488 |
|
1.618 |
0.7430 |
|
2.618 |
0.7336 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7667 |
| PP |
0.7615 |
0.7641 |
| S1 |
0.7602 |
0.7615 |
|