CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7601 |
0.7583 |
-0.0018 |
-0.2% |
0.7700 |
| High |
0.7621 |
0.7620 |
-0.0001 |
0.0% |
0.7804 |
| Low |
0.7575 |
0.7560 |
-0.0015 |
-0.2% |
0.7666 |
| Close |
0.7580 |
0.7606 |
0.0026 |
0.3% |
0.7681 |
| Range |
0.0046 |
0.0060 |
0.0014 |
30.4% |
0.0138 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
52,956 |
53,865 |
909 |
1.7% |
21,108 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7750 |
0.7639 |
|
| R3 |
0.7715 |
0.7690 |
0.7622 |
|
| R2 |
0.7655 |
0.7655 |
0.7617 |
|
| R1 |
0.7630 |
0.7630 |
0.7611 |
0.7643 |
| PP |
0.7595 |
0.7595 |
0.7595 |
0.7601 |
| S1 |
0.7570 |
0.7570 |
0.7600 |
0.7583 |
| S2 |
0.7535 |
0.7535 |
0.7595 |
|
| S3 |
0.7475 |
0.7510 |
0.7589 |
|
| S4 |
0.7415 |
0.7450 |
0.7573 |
|
|
| 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 |
0.7765 |
0.7560 |
0.0205 |
2.7% |
0.0070 |
0.9% |
22% |
False |
True |
32,332 |
| 10 |
0.7804 |
0.7560 |
0.0244 |
3.2% |
0.0068 |
0.9% |
19% |
False |
True |
17,997 |
| 20 |
0.7838 |
0.7560 |
0.0278 |
3.7% |
0.0058 |
0.8% |
16% |
False |
True |
9,318 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0059 |
0.8% |
19% |
False |
False |
4,798 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.2% |
0.0062 |
0.8% |
17% |
False |
False |
3,299 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
16% |
False |
False |
2,527 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
12% |
False |
False |
2,043 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
12% |
False |
False |
1,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7875 |
|
2.618 |
0.7777 |
|
1.618 |
0.7717 |
|
1.000 |
0.7680 |
|
0.618 |
0.7657 |
|
HIGH |
0.7620 |
|
0.618 |
0.7597 |
|
0.500 |
0.7590 |
|
0.382 |
0.7583 |
|
LOW |
0.7560 |
|
0.618 |
0.7523 |
|
1.000 |
0.7500 |
|
1.618 |
0.7463 |
|
2.618 |
0.7403 |
|
4.250 |
0.7305 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7619 |
| PP |
0.7595 |
0.7615 |
| S1 |
0.7590 |
0.7610 |
|