CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7578 |
-0.0018 |
-0.2% |
0.7700 |
| High |
0.7617 |
0.7616 |
-0.0001 |
0.0% |
0.7799 |
| Low |
0.7571 |
0.7556 |
-0.0015 |
-0.2% |
0.7661 |
| Close |
0.7575 |
0.7601 |
0.0026 |
0.3% |
0.7676 |
| Range |
0.0047 |
0.0061 |
0.0014 |
30.1% |
0.0139 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
100,221 |
91,125 |
-9,096 |
-9.1% |
322,269 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7747 |
0.7634 |
|
| R3 |
0.7712 |
0.7687 |
0.7618 |
|
| R2 |
0.7651 |
0.7651 |
0.7612 |
|
| R1 |
0.7626 |
0.7626 |
0.7607 |
0.7639 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7597 |
| S1 |
0.7566 |
0.7566 |
0.7595 |
0.7578 |
| S2 |
0.7530 |
0.7530 |
0.7590 |
|
| S3 |
0.7470 |
0.7505 |
0.7584 |
|
| S4 |
0.7409 |
0.7445 |
0.7568 |
|
|
| 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 |
0.7753 |
0.7556 |
0.0198 |
2.6% |
0.0069 |
0.9% |
23% |
False |
True |
90,494 |
| 10 |
0.7799 |
0.7556 |
0.0244 |
3.2% |
0.0067 |
0.9% |
19% |
False |
True |
84,827 |
| 20 |
0.7836 |
0.7556 |
0.0281 |
3.7% |
0.0060 |
0.8% |
16% |
False |
True |
70,770 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0062 |
0.8% |
19% |
False |
False |
66,931 |
| 60 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0068 |
0.9% |
16% |
False |
False |
65,565 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0068 |
0.9% |
15% |
False |
False |
57,325 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0067 |
0.9% |
12% |
False |
False |
45,932 |
| 120 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0068 |
0.9% |
12% |
False |
False |
38,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7873 |
|
2.618 |
0.7774 |
|
1.618 |
0.7714 |
|
1.000 |
0.7677 |
|
0.618 |
0.7653 |
|
HIGH |
0.7616 |
|
0.618 |
0.7593 |
|
0.500 |
0.7586 |
|
0.382 |
0.7579 |
|
LOW |
0.7556 |
|
0.618 |
0.7518 |
|
1.000 |
0.7495 |
|
1.618 |
0.7458 |
|
2.618 |
0.7397 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7596 |
0.7615 |
| PP |
0.7591 |
0.7610 |
| S1 |
0.7586 |
0.7606 |
|