CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7669 |
0.7671 |
0.0002 |
0.0% |
0.7700 |
| High |
0.7677 |
0.7679 |
0.0002 |
0.0% |
0.7804 |
| Low |
0.7624 |
0.7586 |
-0.0039 |
-0.5% |
0.7666 |
| Close |
0.7671 |
0.7594 |
-0.0077 |
-1.0% |
0.7681 |
| Range |
0.0053 |
0.0093 |
0.0040 |
77.1% |
0.0138 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
19,143 |
29,240 |
10,097 |
52.7% |
21,108 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7898 |
0.7839 |
0.7645 |
|
| R3 |
0.7805 |
0.7746 |
0.7619 |
|
| R2 |
0.7712 |
0.7712 |
0.7611 |
|
| R1 |
0.7653 |
0.7653 |
0.7602 |
0.7636 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7611 |
| S1 |
0.7560 |
0.7560 |
0.7585 |
0.7543 |
| S2 |
0.7526 |
0.7526 |
0.7576 |
|
| S3 |
0.7433 |
0.7467 |
0.7568 |
|
| S4 |
0.7340 |
0.7374 |
0.7542 |
|
|
| 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 |
0.7586 |
0.0218 |
2.9% |
0.0070 |
0.9% |
4% |
False |
True |
12,924 |
| 10 |
0.7804 |
0.7586 |
0.0218 |
2.9% |
0.0066 |
0.9% |
4% |
False |
True |
7,481 |
| 20 |
0.7838 |
0.7586 |
0.0253 |
3.3% |
0.0060 |
0.8% |
3% |
False |
True |
4,017 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0059 |
0.8% |
15% |
False |
False |
2,133 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.2% |
0.0062 |
0.8% |
14% |
False |
False |
1,529 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
12% |
False |
False |
1,193 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
10% |
False |
False |
979 |
| 120 |
0.8000 |
0.7532 |
0.0468 |
6.2% |
0.0057 |
0.8% |
13% |
False |
False |
824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.7922 |
|
1.618 |
0.7829 |
|
1.000 |
0.7772 |
|
0.618 |
0.7736 |
|
HIGH |
0.7679 |
|
0.618 |
0.7643 |
|
0.500 |
0.7632 |
|
0.382 |
0.7621 |
|
LOW |
0.7586 |
|
0.618 |
0.7528 |
|
1.000 |
0.7493 |
|
1.618 |
0.7435 |
|
2.618 |
0.7342 |
|
4.250 |
0.7190 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7675 |
| PP |
0.7619 |
0.7648 |
| S1 |
0.7606 |
0.7621 |
|