CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7741 |
0.7669 |
-0.0071 |
-0.9% |
0.7700 |
| High |
0.7765 |
0.7677 |
-0.0088 |
-1.1% |
0.7804 |
| Low |
0.7666 |
0.7624 |
-0.0042 |
-0.5% |
0.7666 |
| Close |
0.7681 |
0.7671 |
-0.0010 |
-0.1% |
0.7681 |
| Range |
0.0099 |
0.0053 |
-0.0046 |
-47.0% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
6,460 |
19,143 |
12,683 |
196.3% |
21,108 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7795 |
0.7699 |
|
| R3 |
0.7762 |
0.7743 |
0.7685 |
|
| R2 |
0.7710 |
0.7710 |
0.7680 |
|
| R1 |
0.7690 |
0.7690 |
0.7675 |
0.7700 |
| PP |
0.7657 |
0.7657 |
0.7657 |
0.7662 |
| S1 |
0.7637 |
0.7637 |
0.7666 |
0.7647 |
| S2 |
0.7604 |
0.7604 |
0.7661 |
|
| S3 |
0.7552 |
0.7585 |
0.7656 |
|
| S4 |
0.7499 |
0.7532 |
0.7642 |
|
|
| 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% |
0.0072 |
0.9% |
26% |
False |
True |
8,050 |
| 10 |
0.7804 |
0.7610 |
0.0194 |
2.5% |
0.0060 |
0.8% |
31% |
False |
False |
4,581 |
| 20 |
0.7838 |
0.7610 |
0.0229 |
3.0% |
0.0057 |
0.7% |
27% |
False |
False |
2,562 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0058 |
0.8% |
42% |
False |
False |
1,405 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0061 |
0.8% |
38% |
False |
False |
1,044 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0059 |
0.8% |
35% |
False |
False |
830 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
27% |
False |
False |
688 |
| 120 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0057 |
0.7% |
30% |
False |
False |
581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7814 |
|
1.618 |
0.7761 |
|
1.000 |
0.7729 |
|
0.618 |
0.7709 |
|
HIGH |
0.7677 |
|
0.618 |
0.7656 |
|
0.500 |
0.7650 |
|
0.382 |
0.7644 |
|
LOW |
0.7624 |
|
0.618 |
0.7592 |
|
1.000 |
0.7571 |
|
1.618 |
0.7539 |
|
2.618 |
0.7487 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7705 |
| PP |
0.7657 |
0.7694 |
| S1 |
0.7650 |
0.7682 |
|