CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7670 |
0.0068 |
0.9% |
0.7611 |
| High |
0.7694 |
0.7678 |
-0.0016 |
-0.2% |
0.7694 |
| Low |
0.7586 |
0.7619 |
0.0034 |
0.4% |
0.7546 |
| Close |
0.7669 |
0.7636 |
-0.0033 |
-0.4% |
0.7669 |
| Range |
0.0109 |
0.0059 |
-0.0050 |
-45.6% |
0.0148 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,760 |
40,005 |
-40,755 |
-50.5% |
310,730 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7788 |
0.7668 |
|
| R3 |
0.7762 |
0.7729 |
0.7652 |
|
| R2 |
0.7703 |
0.7703 |
0.7647 |
|
| R1 |
0.7670 |
0.7670 |
0.7641 |
0.7657 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7638 |
| S1 |
0.7611 |
0.7611 |
0.7631 |
0.7598 |
| S2 |
0.7585 |
0.7585 |
0.7625 |
|
| S3 |
0.7526 |
0.7552 |
0.7620 |
|
| S4 |
0.7467 |
0.7493 |
0.7604 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8022 |
0.7750 |
|
| R3 |
0.7932 |
0.7874 |
0.7709 |
|
| R2 |
0.7784 |
0.7784 |
0.7696 |
|
| R1 |
0.7726 |
0.7726 |
0.7682 |
0.7755 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7651 |
| S1 |
0.7578 |
0.7578 |
0.7655 |
0.7607 |
| S2 |
0.7488 |
0.7488 |
0.7641 |
|
| S3 |
0.7340 |
0.7430 |
0.7628 |
|
| S4 |
0.7192 |
0.7282 |
0.7587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7694 |
0.7546 |
0.0148 |
1.9% |
0.0070 |
0.9% |
61% |
False |
False |
60,517 |
| 10 |
0.7731 |
0.7546 |
0.0185 |
2.4% |
0.0066 |
0.9% |
49% |
False |
False |
57,214 |
| 20 |
0.7795 |
0.7546 |
0.0249 |
3.3% |
0.0072 |
0.9% |
36% |
False |
False |
61,792 |
| 40 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0074 |
1.0% |
25% |
False |
False |
59,027 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0070 |
0.9% |
25% |
False |
False |
39,759 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
19% |
False |
False |
29,882 |
| 100 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0070 |
0.9% |
31% |
False |
False |
23,928 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0069 |
0.9% |
56% |
False |
False |
19,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7832 |
|
1.618 |
0.7773 |
|
1.000 |
0.7737 |
|
0.618 |
0.7714 |
|
HIGH |
0.7678 |
|
0.618 |
0.7655 |
|
0.500 |
0.7649 |
|
0.382 |
0.7642 |
|
LOW |
0.7619 |
|
0.618 |
0.7583 |
|
1.000 |
0.7560 |
|
1.618 |
0.7524 |
|
2.618 |
0.7465 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7638 |
| PP |
0.7644 |
0.7637 |
| S1 |
0.7640 |
0.7637 |
|