CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7788 |
0.7764 |
-0.0025 |
-0.3% |
0.7690 |
| High |
0.7804 |
0.7786 |
-0.0018 |
-0.2% |
0.7707 |
| Low |
0.7748 |
0.7735 |
-0.0013 |
-0.2% |
0.7610 |
| Close |
0.7759 |
0.7745 |
-0.0014 |
-0.2% |
0.7699 |
| Range |
0.0056 |
0.0051 |
-0.0004 |
-7.2% |
0.0097 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3,664 |
6,114 |
2,450 |
66.9% |
5,568 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7910 |
0.7879 |
0.7773 |
|
| R3 |
0.7858 |
0.7827 |
0.7759 |
|
| R2 |
0.7807 |
0.7807 |
0.7754 |
|
| R1 |
0.7776 |
0.7776 |
0.7750 |
0.7766 |
| PP |
0.7755 |
0.7755 |
0.7755 |
0.7750 |
| S1 |
0.7724 |
0.7724 |
0.7740 |
0.7714 |
| S2 |
0.7704 |
0.7704 |
0.7736 |
|
| S3 |
0.7652 |
0.7673 |
0.7731 |
|
| S4 |
0.7601 |
0.7621 |
0.7717 |
|
|
| 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% |
0.0066 |
0.8% |
70% |
False |
False |
3,661 |
| 10 |
0.7804 |
0.7610 |
0.0194 |
2.5% |
0.0058 |
0.7% |
70% |
False |
False |
2,108 |
| 20 |
0.7838 |
0.7610 |
0.0229 |
3.0% |
0.0055 |
0.7% |
59% |
False |
False |
1,308 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0058 |
0.7% |
68% |
False |
False |
773 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0061 |
0.8% |
61% |
False |
False |
623 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0059 |
0.8% |
56% |
False |
False |
513 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0058 |
0.8% |
43% |
False |
False |
434 |
| 120 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0056 |
0.7% |
46% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8005 |
|
2.618 |
0.7921 |
|
1.618 |
0.7869 |
|
1.000 |
0.7837 |
|
0.618 |
0.7818 |
|
HIGH |
0.7786 |
|
0.618 |
0.7766 |
|
0.500 |
0.7760 |
|
0.382 |
0.7754 |
|
LOW |
0.7735 |
|
0.618 |
0.7703 |
|
1.000 |
0.7683 |
|
1.618 |
0.7651 |
|
2.618 |
0.7600 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7752 |
| PP |
0.7755 |
0.7749 |
| S1 |
0.7750 |
0.7747 |
|