CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7624 |
0.0025 |
0.3% |
0.7670 |
| High |
0.7630 |
0.7701 |
0.0071 |
0.9% |
0.7697 |
| Low |
0.7583 |
0.7623 |
0.0040 |
0.5% |
0.7577 |
| Close |
0.7614 |
0.7661 |
0.0047 |
0.6% |
0.7600 |
| Range |
0.0048 |
0.0079 |
0.0031 |
65.3% |
0.0120 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.9% |
0.0000 |
| Volume |
61,236 |
85,743 |
24,507 |
40.0% |
326,861 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7857 |
0.7704 |
|
| R3 |
0.7818 |
0.7779 |
0.7682 |
|
| R2 |
0.7740 |
0.7740 |
0.7675 |
|
| R1 |
0.7700 |
0.7700 |
0.7668 |
0.7720 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7671 |
| S1 |
0.7622 |
0.7622 |
0.7653 |
0.7642 |
| S2 |
0.7583 |
0.7583 |
0.7646 |
|
| S3 |
0.7504 |
0.7543 |
0.7639 |
|
| S4 |
0.7426 |
0.7465 |
0.7617 |
|
|
| 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 |
0.7701 |
0.7577 |
0.0124 |
1.6% |
0.0065 |
0.9% |
67% |
True |
False |
68,932 |
| 10 |
0.7701 |
0.7577 |
0.0124 |
1.6% |
0.0068 |
0.9% |
67% |
True |
False |
66,106 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0066 |
0.9% |
50% |
False |
False |
61,063 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.5% |
0.0074 |
1.0% |
33% |
False |
False |
62,725 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
32% |
False |
False |
47,786 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0069 |
0.9% |
24% |
False |
False |
35,920 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0069 |
0.9% |
27% |
False |
False |
28,759 |
| 120 |
0.8018 |
0.7222 |
0.0796 |
10.4% |
0.0068 |
0.9% |
55% |
False |
False |
23,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7907 |
|
1.618 |
0.7828 |
|
1.000 |
0.7780 |
|
0.618 |
0.7750 |
|
HIGH |
0.7701 |
|
0.618 |
0.7671 |
|
0.500 |
0.7662 |
|
0.382 |
0.7652 |
|
LOW |
0.7623 |
|
0.618 |
0.7574 |
|
1.000 |
0.7544 |
|
1.618 |
0.7495 |
|
2.618 |
0.7417 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7662 |
0.7654 |
| PP |
0.7661 |
0.7648 |
| S1 |
0.7661 |
0.7641 |
|