CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7671 |
0.7601 |
-0.0070 |
-0.9% |
0.7700 |
| High |
0.7679 |
0.7621 |
-0.0058 |
-0.7% |
0.7804 |
| Low |
0.7586 |
0.7575 |
-0.0010 |
-0.1% |
0.7666 |
| Close |
0.7594 |
0.7580 |
-0.0014 |
-0.2% |
0.7681 |
| Range |
0.0093 |
0.0046 |
-0.0047 |
-50.5% |
0.0138 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
29,240 |
52,956 |
23,716 |
81.1% |
21,108 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7730 |
0.7701 |
0.7605 |
|
| R3 |
0.7684 |
0.7655 |
0.7592 |
|
| R2 |
0.7638 |
0.7638 |
0.7588 |
|
| R1 |
0.7609 |
0.7609 |
0.7584 |
0.7600 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7588 |
| S1 |
0.7563 |
0.7563 |
0.7575 |
0.7554 |
| S2 |
0.7546 |
0.7546 |
0.7571 |
|
| S3 |
0.7500 |
0.7517 |
0.7567 |
|
| S4 |
0.7454 |
0.7471 |
0.7554 |
|
|
| 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 |
0.7786 |
0.7575 |
0.0211 |
2.8% |
0.0068 |
0.9% |
2% |
False |
True |
22,782 |
| 10 |
0.7804 |
0.7575 |
0.0228 |
3.0% |
0.0066 |
0.9% |
2% |
False |
True |
12,734 |
| 20 |
0.7838 |
0.7575 |
0.0263 |
3.5% |
0.0058 |
0.8% |
2% |
False |
True |
6,637 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0059 |
0.8% |
10% |
False |
False |
3,455 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.2% |
0.0062 |
0.8% |
9% |
False |
False |
2,403 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
8% |
False |
False |
1,854 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
7% |
False |
False |
1,505 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0057 |
0.8% |
7% |
False |
False |
1,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7741 |
|
1.618 |
0.7695 |
|
1.000 |
0.7667 |
|
0.618 |
0.7649 |
|
HIGH |
0.7621 |
|
0.618 |
0.7603 |
|
0.500 |
0.7598 |
|
0.382 |
0.7593 |
|
LOW |
0.7575 |
|
0.618 |
0.7547 |
|
1.000 |
0.7529 |
|
1.618 |
0.7501 |
|
2.618 |
0.7455 |
|
4.250 |
0.7380 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7627 |
| PP |
0.7592 |
0.7611 |
| S1 |
0.7586 |
0.7595 |
|