CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7585 |
-0.0096 |
-1.2% |
0.7670 |
| High |
0.7689 |
0.7615 |
-0.0075 |
-1.0% |
0.7697 |
| Low |
0.7577 |
0.7582 |
0.0005 |
0.1% |
0.7577 |
| Close |
0.7600 |
0.7596 |
-0.0004 |
-0.1% |
0.7600 |
| Range |
0.0112 |
0.0033 |
-0.0079 |
-70.5% |
0.0120 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
86,354 |
50,281 |
-36,073 |
-41.8% |
326,861 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7696 |
0.7679 |
0.7614 |
|
| R3 |
0.7663 |
0.7646 |
0.7605 |
|
| R2 |
0.7630 |
0.7630 |
0.7602 |
|
| R1 |
0.7613 |
0.7613 |
0.7599 |
0.7622 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7602 |
| S1 |
0.7580 |
0.7580 |
0.7593 |
0.7589 |
| S2 |
0.7564 |
0.7564 |
0.7590 |
|
| S3 |
0.7531 |
0.7547 |
0.7587 |
|
| S4 |
0.7498 |
0.7514 |
0.7578 |
|
|
| 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% |
0.0066 |
0.9% |
16% |
False |
False |
67,427 |
| 10 |
0.7697 |
0.7546 |
0.0151 |
2.0% |
0.0068 |
0.9% |
33% |
False |
False |
63,972 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0069 |
0.9% |
22% |
False |
False |
62,021 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0073 |
1.0% |
15% |
False |
False |
61,933 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0071 |
0.9% |
14% |
False |
False |
45,350 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
11% |
False |
False |
34,089 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0069 |
0.9% |
14% |
False |
False |
27,294 |
| 120 |
0.8018 |
0.7222 |
0.0796 |
10.5% |
0.0068 |
0.9% |
47% |
False |
False |
22,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7701 |
|
1.618 |
0.7668 |
|
1.000 |
0.7648 |
|
0.618 |
0.7635 |
|
HIGH |
0.7615 |
|
0.618 |
0.7602 |
|
0.500 |
0.7598 |
|
0.382 |
0.7594 |
|
LOW |
0.7582 |
|
0.618 |
0.7561 |
|
1.000 |
0.7549 |
|
1.618 |
0.7528 |
|
2.618 |
0.7495 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7637 |
| PP |
0.7597 |
0.7623 |
| S1 |
0.7597 |
0.7610 |
|