CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7635 |
-0.0004 |
0.0% |
0.7760 |
| High |
0.7649 |
0.7648 |
-0.0002 |
0.0% |
0.7798 |
| Low |
0.7612 |
0.7610 |
-0.0003 |
0.0% |
0.7690 |
| Close |
0.7628 |
0.7639 |
0.0011 |
0.1% |
0.7691 |
| Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0108 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1,234 |
2,650 |
1,416 |
114.7% |
1,912 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7730 |
0.7659 |
|
| R3 |
0.7708 |
0.7692 |
0.7649 |
|
| R2 |
0.7670 |
0.7670 |
0.7645 |
|
| R1 |
0.7654 |
0.7654 |
0.7642 |
0.7662 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7636 |
| S1 |
0.7616 |
0.7616 |
0.7635 |
0.7624 |
| S2 |
0.7594 |
0.7594 |
0.7632 |
|
| S3 |
0.7556 |
0.7578 |
0.7628 |
|
| S4 |
0.7518 |
0.7540 |
0.7618 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8050 |
0.7979 |
0.7750 |
|
| R3 |
0.7942 |
0.7871 |
0.7721 |
|
| R2 |
0.7834 |
0.7834 |
0.7711 |
|
| R1 |
0.7763 |
0.7763 |
0.7701 |
0.7744 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7717 |
| S1 |
0.7655 |
0.7655 |
0.7681 |
0.7636 |
| S2 |
0.7618 |
0.7618 |
0.7671 |
|
| S3 |
0.7510 |
0.7547 |
0.7661 |
|
| S4 |
0.7402 |
0.7439 |
0.7632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7798 |
0.7610 |
0.0188 |
2.5% |
0.0053 |
0.7% |
15% |
False |
True |
1,013 |
| 10 |
0.7825 |
0.7610 |
0.0215 |
2.8% |
0.0048 |
0.6% |
13% |
False |
True |
669 |
| 20 |
0.7838 |
0.7581 |
0.0258 |
3.4% |
0.0054 |
0.7% |
23% |
False |
False |
589 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0057 |
0.8% |
31% |
False |
False |
400 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
25% |
False |
False |
379 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0058 |
0.8% |
25% |
False |
False |
324 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
20% |
False |
False |
280 |
| 120 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0056 |
0.7% |
31% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7747 |
|
1.618 |
0.7709 |
|
1.000 |
0.7686 |
|
0.618 |
0.7671 |
|
HIGH |
0.7648 |
|
0.618 |
0.7633 |
|
0.500 |
0.7629 |
|
0.382 |
0.7624 |
|
LOW |
0.7610 |
|
0.618 |
0.7586 |
|
1.000 |
0.7571 |
|
1.618 |
0.7548 |
|
2.618 |
0.7510 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7635 |
0.7649 |
| PP |
0.7632 |
0.7646 |
| S1 |
0.7629 |
0.7642 |
|