CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 02-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7635 |
0.7641 |
0.0006 |
0.1% |
0.7690 |
High |
0.7648 |
0.7707 |
0.0059 |
0.8% |
0.7707 |
Low |
0.7610 |
0.7624 |
0.0015 |
0.2% |
0.7610 |
Close |
0.7639 |
0.7699 |
0.0061 |
0.8% |
0.7699 |
Range |
0.0038 |
0.0083 |
0.0045 |
117.1% |
0.0097 |
ATR |
0.0055 |
0.0057 |
0.0002 |
3.5% |
0.0000 |
Volume |
2,650 |
1,011 |
-1,639 |
-61.8% |
5,568 |
|
Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7924 |
0.7894 |
0.7744 |
|
R3 |
0.7842 |
0.7812 |
0.7722 |
|
R2 |
0.7759 |
0.7759 |
0.7714 |
|
R1 |
0.7729 |
0.7729 |
0.7707 |
0.7744 |
PP |
0.7677 |
0.7677 |
0.7677 |
0.7684 |
S1 |
0.7647 |
0.7647 |
0.7691 |
0.7662 |
S2 |
0.7594 |
0.7594 |
0.7684 |
|
S3 |
0.7511 |
0.7564 |
0.7676 |
|
S4 |
0.7429 |
0.7481 |
0.7654 |
|
|
Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7963 |
0.7928 |
0.7752 |
|
R3 |
0.7866 |
0.7831 |
0.7726 |
|
R2 |
0.7769 |
0.7769 |
0.7717 |
|
R1 |
0.7734 |
0.7734 |
0.7708 |
0.7751 |
PP |
0.7672 |
0.7672 |
0.7672 |
0.7680 |
S1 |
0.7637 |
0.7637 |
0.7690 |
0.7654 |
S2 |
0.7575 |
0.7575 |
0.7681 |
|
S3 |
0.7478 |
0.7540 |
0.7672 |
|
S4 |
0.7381 |
0.7443 |
0.7646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7707 |
0.7610 |
0.0097 |
1.3% |
0.0048 |
0.6% |
92% |
True |
False |
1,113 |
10 |
0.7798 |
0.7610 |
0.0188 |
2.4% |
0.0050 |
0.6% |
48% |
False |
False |
748 |
20 |
0.7838 |
0.7587 |
0.0251 |
3.3% |
0.0052 |
0.7% |
45% |
False |
False |
613 |
40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0058 |
0.8% |
52% |
False |
False |
422 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0060 |
0.8% |
43% |
False |
False |
392 |
80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0058 |
0.8% |
43% |
False |
False |
334 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0058 |
0.8% |
33% |
False |
False |
289 |
120 |
0.8000 |
0.7488 |
0.0512 |
6.7% |
0.0056 |
0.7% |
41% |
False |
False |
247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8057 |
2.618 |
0.7922 |
1.618 |
0.7840 |
1.000 |
0.7789 |
0.618 |
0.7757 |
HIGH |
0.7707 |
0.618 |
0.7675 |
0.500 |
0.7665 |
0.382 |
0.7656 |
LOW |
0.7624 |
0.618 |
0.7573 |
1.000 |
0.7541 |
1.618 |
0.7491 |
2.618 |
0.7408 |
4.250 |
0.7273 |
|
|
Fisher Pivots for day following 02-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7688 |
0.7685 |
PP |
0.7677 |
0.7672 |
S1 |
0.7665 |
0.7658 |
|