CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7624 |
0.7667 |
0.0043 |
0.6% |
0.7670 |
| High |
0.7701 |
0.7720 |
0.0019 |
0.2% |
0.7697 |
| Low |
0.7623 |
0.7648 |
0.0025 |
0.3% |
0.7577 |
| Close |
0.7661 |
0.7712 |
0.0052 |
0.7% |
0.7600 |
| Range |
0.0079 |
0.0072 |
-0.0007 |
-8.3% |
0.0120 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
85,743 |
63,814 |
-21,929 |
-25.6% |
326,861 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7883 |
0.7752 |
|
| R3 |
0.7837 |
0.7811 |
0.7732 |
|
| R2 |
0.7765 |
0.7765 |
0.7725 |
|
| R1 |
0.7739 |
0.7739 |
0.7719 |
0.7752 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7700 |
| S1 |
0.7667 |
0.7667 |
0.7705 |
0.7680 |
| S2 |
0.7621 |
0.7621 |
0.7699 |
|
| S3 |
0.7549 |
0.7595 |
0.7692 |
|
| S4 |
0.7477 |
0.7523 |
0.7672 |
|
|
| 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 |
0.7720 |
0.7577 |
0.0143 |
1.8% |
0.0069 |
0.9% |
95% |
True |
False |
69,485 |
| 10 |
0.7720 |
0.7577 |
0.0143 |
1.8% |
0.0070 |
0.9% |
95% |
True |
False |
66,869 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0066 |
0.9% |
72% |
False |
False |
61,229 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0074 |
1.0% |
48% |
False |
False |
62,714 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
47% |
False |
False |
48,840 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
35% |
False |
False |
36,710 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0070 |
0.9% |
37% |
False |
False |
29,397 |
| 120 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0069 |
0.9% |
62% |
False |
False |
24,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7908 |
|
1.618 |
0.7836 |
|
1.000 |
0.7792 |
|
0.618 |
0.7764 |
|
HIGH |
0.7720 |
|
0.618 |
0.7692 |
|
0.500 |
0.7684 |
|
0.382 |
0.7675 |
|
LOW |
0.7648 |
|
0.618 |
0.7603 |
|
1.000 |
0.7576 |
|
1.618 |
0.7531 |
|
2.618 |
0.7459 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7692 |
| PP |
0.7693 |
0.7671 |
| S1 |
0.7684 |
0.7651 |
|