CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7681 |
0.0031 |
0.4% |
0.7670 |
| High |
0.7697 |
0.7689 |
-0.0008 |
-0.1% |
0.7697 |
| Low |
0.7642 |
0.7577 |
-0.0065 |
-0.8% |
0.7577 |
| Close |
0.7687 |
0.7600 |
-0.0087 |
-1.1% |
0.7600 |
| Range |
0.0056 |
0.0112 |
0.0057 |
101.8% |
0.0120 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.3% |
0.0000 |
| Volume |
61,050 |
86,354 |
25,304 |
41.4% |
326,861 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7891 |
0.7662 |
|
| R3 |
0.7846 |
0.7779 |
0.7631 |
|
| R2 |
0.7734 |
0.7734 |
0.7621 |
|
| R1 |
0.7667 |
0.7667 |
0.7610 |
0.7645 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7611 |
| S1 |
0.7555 |
0.7555 |
0.7590 |
0.7533 |
| S2 |
0.7510 |
0.7510 |
0.7579 |
|
| S3 |
0.7398 |
0.7443 |
0.7569 |
|
| S4 |
0.7286 |
0.7331 |
0.7538 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7912 |
0.7666 |
|
| R3 |
0.7865 |
0.7792 |
0.7633 |
|
| R2 |
0.7745 |
0.7745 |
0.7622 |
|
| R1 |
0.7672 |
0.7672 |
0.7611 |
0.7649 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7613 |
| S1 |
0.7552 |
0.7552 |
0.7589 |
0.7529 |
| S2 |
0.7505 |
0.7505 |
0.7578 |
|
| S3 |
0.7385 |
0.7432 |
0.7567 |
|
| S4 |
0.7265 |
0.7312 |
0.7534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7697 |
0.7577 |
0.0120 |
1.6% |
0.0071 |
0.9% |
19% |
False |
True |
65,372 |
| 10 |
0.7697 |
0.7546 |
0.0151 |
2.0% |
0.0071 |
0.9% |
36% |
False |
False |
63,759 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0070 |
0.9% |
24% |
False |
False |
63,055 |
| 40 |
0.7899 |
0.7546 |
0.0353 |
4.6% |
0.0074 |
1.0% |
15% |
False |
False |
62,867 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0071 |
0.9% |
15% |
False |
False |
44,515 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
11% |
False |
False |
33,462 |
| 100 |
0.8018 |
0.7476 |
0.0542 |
7.1% |
0.0071 |
0.9% |
23% |
False |
False |
26,793 |
| 120 |
0.8018 |
0.7216 |
0.0802 |
10.6% |
0.0069 |
0.9% |
48% |
False |
False |
22,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8165 |
|
2.618 |
0.7982 |
|
1.618 |
0.7870 |
|
1.000 |
0.7801 |
|
0.618 |
0.7758 |
|
HIGH |
0.7689 |
|
0.618 |
0.7646 |
|
0.500 |
0.7633 |
|
0.382 |
0.7620 |
|
LOW |
0.7577 |
|
0.618 |
0.7508 |
|
1.000 |
0.7465 |
|
1.618 |
0.7396 |
|
2.618 |
0.7284 |
|
4.250 |
0.7101 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7637 |
| PP |
0.7622 |
0.7625 |
| S1 |
0.7611 |
0.7612 |
|