CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7599 |
0.0014 |
0.2% |
0.7670 |
| High |
0.7615 |
0.7630 |
0.0016 |
0.2% |
0.7697 |
| Low |
0.7582 |
0.7583 |
0.0001 |
0.0% |
0.7577 |
| Close |
0.7596 |
0.7614 |
0.0018 |
0.2% |
0.7600 |
| Range |
0.0033 |
0.0048 |
0.0015 |
43.9% |
0.0120 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
50,281 |
61,236 |
10,955 |
21.8% |
326,861 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7730 |
0.7640 |
|
| R3 |
0.7704 |
0.7683 |
0.7627 |
|
| R2 |
0.7656 |
0.7656 |
0.7623 |
|
| R1 |
0.7635 |
0.7635 |
0.7618 |
0.7646 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7614 |
| S1 |
0.7588 |
0.7588 |
0.7610 |
0.7598 |
| S2 |
0.7561 |
0.7561 |
0.7605 |
|
| S3 |
0.7514 |
0.7540 |
0.7601 |
|
| S4 |
0.7466 |
0.7493 |
0.7588 |
|
|
| 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% |
0.0060 |
0.8% |
31% |
False |
False |
63,638 |
| 10 |
0.7697 |
0.7546 |
0.0151 |
2.0% |
0.0068 |
0.9% |
45% |
False |
False |
64,108 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0066 |
0.9% |
30% |
False |
False |
61,436 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0073 |
1.0% |
20% |
False |
False |
61,963 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0070 |
0.9% |
19% |
False |
False |
46,365 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
14% |
False |
False |
34,852 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0069 |
0.9% |
17% |
False |
False |
27,903 |
| 120 |
0.8018 |
0.7222 |
0.0796 |
10.5% |
0.0068 |
0.9% |
49% |
False |
False |
23,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7832 |
|
2.618 |
0.7754 |
|
1.618 |
0.7707 |
|
1.000 |
0.7678 |
|
0.618 |
0.7659 |
|
HIGH |
0.7630 |
|
0.618 |
0.7612 |
|
0.500 |
0.7606 |
|
0.382 |
0.7601 |
|
LOW |
0.7583 |
|
0.618 |
0.7553 |
|
1.000 |
0.7535 |
|
1.618 |
0.7506 |
|
2.618 |
0.7458 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7633 |
| PP |
0.7609 |
0.7627 |
| S1 |
0.7606 |
0.7620 |
|