CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7788 |
0.0088 |
1.1% |
0.7690 |
| High |
0.7800 |
0.7804 |
0.0004 |
0.1% |
0.7707 |
| Low |
0.7700 |
0.7748 |
0.0049 |
0.6% |
0.7610 |
| Close |
0.7794 |
0.7759 |
-0.0036 |
-0.5% |
0.7699 |
| Range |
0.0100 |
0.0056 |
-0.0045 |
-44.5% |
0.0097 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
4,870 |
3,664 |
-1,206 |
-24.8% |
5,568 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7903 |
0.7789 |
|
| R3 |
0.7881 |
0.7848 |
0.7774 |
|
| R2 |
0.7826 |
0.7826 |
0.7769 |
|
| R1 |
0.7792 |
0.7792 |
0.7764 |
0.7781 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7765 |
| S1 |
0.7737 |
0.7737 |
0.7753 |
0.7726 |
| S2 |
0.7715 |
0.7715 |
0.7748 |
|
| S3 |
0.7659 |
0.7681 |
0.7743 |
|
| S4 |
0.7604 |
0.7626 |
0.7728 |
|
|
| 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 |
0.7804 |
0.7610 |
0.0194 |
2.5% |
0.0063 |
0.8% |
77% |
True |
False |
2,685 |
| 10 |
0.7804 |
0.7610 |
0.0194 |
2.5% |
0.0056 |
0.7% |
77% |
True |
False |
1,539 |
| 20 |
0.7838 |
0.7610 |
0.0229 |
2.9% |
0.0056 |
0.7% |
65% |
False |
False |
1,019 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0059 |
0.8% |
72% |
False |
False |
625 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0061 |
0.8% |
66% |
False |
False |
525 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0059 |
0.8% |
60% |
False |
False |
436 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0059 |
0.8% |
46% |
False |
False |
373 |
| 120 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0056 |
0.7% |
48% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8039 |
|
2.618 |
0.7949 |
|
1.618 |
0.7893 |
|
1.000 |
0.7859 |
|
0.618 |
0.7838 |
|
HIGH |
0.7804 |
|
0.618 |
0.7782 |
|
0.500 |
0.7776 |
|
0.382 |
0.7769 |
|
LOW |
0.7748 |
|
0.618 |
0.7714 |
|
1.000 |
0.7693 |
|
1.618 |
0.7658 |
|
2.618 |
0.7603 |
|
4.250 |
0.7512 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7776 |
0.7744 |
| PP |
0.7770 |
0.7729 |
| S1 |
0.7764 |
0.7714 |
|