CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7596 |
-0.0072 |
-0.9% |
0.7700 |
| High |
0.7675 |
0.7617 |
-0.0058 |
-0.7% |
0.7799 |
| Low |
0.7581 |
0.7571 |
-0.0011 |
-0.1% |
0.7661 |
| Close |
0.7590 |
0.7575 |
-0.0015 |
-0.2% |
0.7676 |
| Range |
0.0094 |
0.0047 |
-0.0047 |
-50.3% |
0.0139 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
91,570 |
100,221 |
8,651 |
9.4% |
322,269 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7698 |
0.7601 |
|
| R3 |
0.7681 |
0.7651 |
0.7588 |
|
| R2 |
0.7634 |
0.7634 |
0.7584 |
|
| R1 |
0.7605 |
0.7605 |
0.7579 |
0.7596 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7583 |
| S1 |
0.7558 |
0.7558 |
0.7571 |
0.7550 |
| S2 |
0.7541 |
0.7541 |
0.7566 |
|
| S3 |
0.7495 |
0.7512 |
0.7562 |
|
| S4 |
0.7448 |
0.7465 |
0.7549 |
|
|
| 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 |
0.7782 |
0.7571 |
0.0211 |
2.8% |
0.0068 |
0.9% |
2% |
False |
True |
86,286 |
| 10 |
0.7799 |
0.7571 |
0.0229 |
3.0% |
0.0065 |
0.9% |
2% |
False |
True |
82,940 |
| 20 |
0.7836 |
0.7571 |
0.0266 |
3.5% |
0.0060 |
0.8% |
2% |
False |
True |
69,459 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0062 |
0.8% |
10% |
False |
False |
65,922 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0068 |
0.9% |
8% |
False |
False |
64,776 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0068 |
0.9% |
8% |
False |
False |
56,188 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0067 |
0.9% |
6% |
False |
False |
45,022 |
| 120 |
0.8018 |
0.7542 |
0.0476 |
6.3% |
0.0068 |
0.9% |
7% |
False |
False |
37,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7815 |
|
2.618 |
0.7739 |
|
1.618 |
0.7692 |
|
1.000 |
0.7664 |
|
0.618 |
0.7646 |
|
HIGH |
0.7617 |
|
0.618 |
0.7599 |
|
0.500 |
0.7594 |
|
0.382 |
0.7588 |
|
LOW |
0.7571 |
|
0.618 |
0.7542 |
|
1.000 |
0.7524 |
|
1.618 |
0.7495 |
|
2.618 |
0.7449 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7594 |
0.7623 |
| PP |
0.7588 |
0.7607 |
| S1 |
0.7581 |
0.7591 |
|