CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7700 |
0.0033 |
0.4% |
0.7585 |
| High |
0.7720 |
0.7739 |
0.0020 |
0.3% |
0.7739 |
| Low |
0.7648 |
0.7699 |
0.0051 |
0.7% |
0.7582 |
| Close |
0.7712 |
0.7722 |
0.0010 |
0.1% |
0.7722 |
| Range |
0.0072 |
0.0041 |
-0.0032 |
-43.8% |
0.0158 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
63,814 |
60,831 |
-2,983 |
-4.7% |
321,905 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7822 |
0.7744 |
|
| R3 |
0.7801 |
0.7781 |
0.7733 |
|
| R2 |
0.7760 |
0.7760 |
0.7729 |
|
| R1 |
0.7741 |
0.7741 |
0.7725 |
0.7751 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7725 |
| S1 |
0.7700 |
0.7700 |
0.7718 |
0.7710 |
| S2 |
0.7679 |
0.7679 |
0.7714 |
|
| S3 |
0.7639 |
0.7660 |
0.7710 |
|
| S4 |
0.7598 |
0.7619 |
0.7699 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8095 |
0.7808 |
|
| R3 |
0.7996 |
0.7937 |
0.7765 |
|
| R2 |
0.7838 |
0.7838 |
0.7750 |
|
| R1 |
0.7780 |
0.7780 |
0.7736 |
0.7809 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7695 |
| S1 |
0.7622 |
0.7622 |
0.7707 |
0.7652 |
| S2 |
0.7523 |
0.7523 |
0.7693 |
|
| S3 |
0.7366 |
0.7465 |
0.7678 |
|
| S4 |
0.7208 |
0.7307 |
0.7635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7739 |
0.7582 |
0.0158 |
2.0% |
0.0054 |
0.7% |
89% |
True |
False |
64,381 |
| 10 |
0.7739 |
0.7577 |
0.0162 |
2.1% |
0.0063 |
0.8% |
89% |
True |
False |
64,876 |
| 20 |
0.7739 |
0.7546 |
0.0193 |
2.5% |
0.0064 |
0.8% |
91% |
True |
False |
61,393 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0072 |
0.9% |
51% |
False |
False |
62,178 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
49% |
False |
False |
49,840 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
37% |
False |
False |
37,460 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0070 |
0.9% |
39% |
False |
False |
30,005 |
| 120 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0069 |
0.9% |
63% |
False |
False |
25,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7845 |
|
1.618 |
0.7805 |
|
1.000 |
0.7780 |
|
0.618 |
0.7764 |
|
HIGH |
0.7739 |
|
0.618 |
0.7724 |
|
0.500 |
0.7719 |
|
0.382 |
0.7714 |
|
LOW |
0.7699 |
|
0.618 |
0.7673 |
|
1.000 |
0.7658 |
|
1.618 |
0.7633 |
|
2.618 |
0.7592 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7708 |
| PP |
0.7720 |
0.7694 |
| S1 |
0.7719 |
0.7681 |
|