CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7607 |
0.0024 |
0.3% |
0.7669 |
| High |
0.7620 |
0.7613 |
-0.0007 |
-0.1% |
0.7679 |
| Low |
0.7560 |
0.7552 |
-0.0008 |
-0.1% |
0.7552 |
| Close |
0.7606 |
0.7572 |
-0.0033 |
-0.4% |
0.7572 |
| Range |
0.0060 |
0.0061 |
0.0001 |
1.7% |
0.0127 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
53,865 |
86,028 |
32,163 |
59.7% |
241,232 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7762 |
0.7728 |
0.7606 |
|
| R3 |
0.7701 |
0.7667 |
0.7589 |
|
| R2 |
0.7640 |
0.7640 |
0.7583 |
|
| R1 |
0.7606 |
0.7606 |
0.7578 |
0.7593 |
| PP |
0.7579 |
0.7579 |
0.7579 |
0.7572 |
| S1 |
0.7545 |
0.7545 |
0.7566 |
0.7532 |
| S2 |
0.7518 |
0.7518 |
0.7561 |
|
| S3 |
0.7457 |
0.7484 |
0.7555 |
|
| S4 |
0.7396 |
0.7423 |
0.7538 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7903 |
0.7642 |
|
| R3 |
0.7854 |
0.7776 |
0.7607 |
|
| R2 |
0.7727 |
0.7727 |
0.7595 |
|
| R1 |
0.7650 |
0.7650 |
0.7584 |
0.7625 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7589 |
| S1 |
0.7523 |
0.7523 |
0.7560 |
0.7499 |
| S2 |
0.7474 |
0.7474 |
0.7549 |
|
| S3 |
0.7348 |
0.7397 |
0.7537 |
|
| S4 |
0.7221 |
0.7270 |
0.7502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7679 |
0.7552 |
0.0127 |
1.7% |
0.0063 |
0.8% |
16% |
False |
True |
48,246 |
| 10 |
0.7804 |
0.7552 |
0.0252 |
3.3% |
0.0070 |
0.9% |
8% |
False |
True |
26,335 |
| 20 |
0.7825 |
0.7552 |
0.0273 |
3.6% |
0.0059 |
0.8% |
7% |
False |
True |
13,502 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0060 |
0.8% |
8% |
False |
False |
6,943 |
| 60 |
0.7868 |
0.7550 |
0.0318 |
4.2% |
0.0062 |
0.8% |
7% |
False |
False |
4,687 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
6% |
False |
False |
3,601 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
5% |
False |
False |
2,903 |
| 120 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
5% |
False |
False |
2,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7773 |
|
1.618 |
0.7712 |
|
1.000 |
0.7674 |
|
0.618 |
0.7651 |
|
HIGH |
0.7613 |
|
0.618 |
0.7590 |
|
0.500 |
0.7583 |
|
0.382 |
0.7575 |
|
LOW |
0.7552 |
|
0.618 |
0.7514 |
|
1.000 |
0.7491 |
|
1.618 |
0.7453 |
|
2.618 |
0.7392 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7583 |
0.7587 |
| PP |
0.7579 |
0.7582 |
| S1 |
0.7576 |
0.7577 |
|