CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 09-Sep-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
Open |
0.7764 |
0.7741 |
-0.0023 |
-0.3% |
0.7700 |
High |
0.7786 |
0.7765 |
-0.0021 |
-0.3% |
0.7804 |
Low |
0.7735 |
0.7666 |
-0.0069 |
-0.9% |
0.7666 |
Close |
0.7745 |
0.7681 |
-0.0065 |
-0.8% |
0.7681 |
Range |
0.0051 |
0.0099 |
0.0048 |
92.2% |
0.0138 |
ATR |
0.0059 |
0.0062 |
0.0003 |
4.8% |
0.0000 |
Volume |
6,114 |
6,460 |
346 |
5.7% |
21,108 |
|
Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8001 |
0.7940 |
0.7735 |
|
R3 |
0.7902 |
0.7841 |
0.7708 |
|
R2 |
0.7803 |
0.7803 |
0.7699 |
|
R1 |
0.7742 |
0.7742 |
0.7690 |
0.7723 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7694 |
S1 |
0.7643 |
0.7643 |
0.7671 |
0.7624 |
S2 |
0.7605 |
0.7605 |
0.7662 |
|
S3 |
0.7506 |
0.7544 |
0.7653 |
|
S4 |
0.7407 |
0.7445 |
0.7626 |
|
|
Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8129 |
0.8042 |
0.7756 |
|
R3 |
0.7992 |
0.7905 |
0.7718 |
|
R2 |
0.7854 |
0.7854 |
0.7706 |
|
R1 |
0.7767 |
0.7767 |
0.7693 |
0.7742 |
PP |
0.7717 |
0.7717 |
0.7717 |
0.7704 |
S1 |
0.7630 |
0.7630 |
0.7668 |
0.7605 |
S2 |
0.7579 |
0.7579 |
0.7655 |
|
S3 |
0.7442 |
0.7492 |
0.7643 |
|
S4 |
0.7304 |
0.7355 |
0.7605 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7804 |
0.7624 |
0.0180 |
2.3% |
0.0078 |
1.0% |
31% |
False |
False |
4,423 |
10 |
0.7804 |
0.7610 |
0.0194 |
2.5% |
0.0065 |
0.8% |
37% |
False |
False |
2,718 |
20 |
0.7838 |
0.7610 |
0.0229 |
3.0% |
0.0056 |
0.7% |
31% |
False |
False |
1,613 |
40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0059 |
0.8% |
45% |
False |
False |
930 |
60 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0062 |
0.8% |
41% |
False |
False |
727 |
80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0060 |
0.8% |
37% |
False |
False |
592 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
29% |
False |
False |
497 |
120 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0057 |
0.7% |
32% |
False |
False |
422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8186 |
2.618 |
0.8024 |
1.618 |
0.7925 |
1.000 |
0.7864 |
0.618 |
0.7826 |
HIGH |
0.7765 |
0.618 |
0.7727 |
0.500 |
0.7716 |
0.382 |
0.7704 |
LOW |
0.7666 |
0.618 |
0.7605 |
1.000 |
0.7567 |
1.618 |
0.7506 |
2.618 |
0.7407 |
4.250 |
0.7245 |
|
|
Fisher Pivots for day following 09-Sep-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7716 |
0.7735 |
PP |
0.7704 |
0.7717 |
S1 |
0.7692 |
0.7699 |
|