CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7700 |
0.0060 |
0.8% |
0.7690 |
| High |
0.7707 |
0.7800 |
0.0093 |
1.2% |
0.7707 |
| Low |
0.7624 |
0.7700 |
0.0076 |
1.0% |
0.7610 |
| Close |
0.7699 |
0.7794 |
0.0095 |
1.2% |
0.7699 |
| Range |
0.0083 |
0.0100 |
0.0017 |
21.2% |
0.0097 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.4% |
0.0000 |
| Volume |
1,011 |
4,870 |
3,859 |
381.7% |
5,568 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8029 |
0.7849 |
|
| R3 |
0.7964 |
0.7929 |
0.7822 |
|
| R2 |
0.7864 |
0.7864 |
0.7812 |
|
| R1 |
0.7829 |
0.7829 |
0.7803 |
0.7847 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7773 |
| S1 |
0.7729 |
0.7729 |
0.7785 |
0.7747 |
| S2 |
0.7664 |
0.7664 |
0.7776 |
|
| S3 |
0.7564 |
0.7629 |
0.7767 |
|
| S4 |
0.7464 |
0.7529 |
0.7739 |
|
|
| 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 |
0.7800 |
0.7610 |
0.0190 |
2.4% |
0.0062 |
0.8% |
97% |
True |
False |
2,038 |
| 10 |
0.7800 |
0.7610 |
0.0190 |
2.4% |
0.0055 |
0.7% |
97% |
True |
False |
1,197 |
| 20 |
0.7838 |
0.7589 |
0.0250 |
3.2% |
0.0056 |
0.7% |
82% |
False |
False |
850 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0059 |
0.8% |
85% |
False |
False |
536 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0061 |
0.8% |
77% |
False |
False |
468 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0059 |
0.8% |
70% |
False |
False |
392 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0059 |
0.8% |
54% |
False |
False |
337 |
| 120 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0056 |
0.7% |
56% |
False |
False |
287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8061 |
|
1.618 |
0.7961 |
|
1.000 |
0.7900 |
|
0.618 |
0.7861 |
|
HIGH |
0.7800 |
|
0.618 |
0.7761 |
|
0.500 |
0.7750 |
|
0.382 |
0.7738 |
|
LOW |
0.7700 |
|
0.618 |
0.7638 |
|
1.000 |
0.7600 |
|
1.618 |
0.7538 |
|
2.618 |
0.7438 |
|
4.250 |
0.7275 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7764 |
| PP |
0.7764 |
0.7734 |
| S1 |
0.7750 |
0.7705 |
|