CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7738 |
0.0015 |
0.2% |
0.7585 |
| High |
0.7752 |
0.7814 |
0.0063 |
0.8% |
0.7739 |
| Low |
0.7707 |
0.7732 |
0.0025 |
0.3% |
0.7582 |
| Close |
0.7745 |
0.7788 |
0.0043 |
0.6% |
0.7722 |
| Range |
0.0045 |
0.0082 |
0.0038 |
84.3% |
0.0158 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.7% |
0.0000 |
| Volume |
41,029 |
75,816 |
34,787 |
84.8% |
321,905 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8024 |
0.7988 |
0.7833 |
|
| R3 |
0.7942 |
0.7906 |
0.7810 |
|
| R2 |
0.7860 |
0.7860 |
0.7803 |
|
| R1 |
0.7824 |
0.7824 |
0.7795 |
0.7842 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7787 |
| S1 |
0.7742 |
0.7742 |
0.7780 |
0.7760 |
| S2 |
0.7696 |
0.7696 |
0.7772 |
|
| S3 |
0.7614 |
0.7660 |
0.7765 |
|
| S4 |
0.7532 |
0.7578 |
0.7742 |
|
|
| 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 |
0.7814 |
0.7623 |
0.0192 |
2.5% |
0.0064 |
0.8% |
86% |
True |
False |
65,446 |
| 10 |
0.7814 |
0.7577 |
0.0237 |
3.0% |
0.0062 |
0.8% |
89% |
True |
False |
64,542 |
| 20 |
0.7814 |
0.7546 |
0.0268 |
3.4% |
0.0064 |
0.8% |
90% |
True |
False |
62,384 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0072 |
0.9% |
70% |
False |
False |
62,434 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0070 |
0.9% |
68% |
False |
False |
51,764 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
51% |
False |
False |
38,912 |
| 100 |
0.8018 |
0.7542 |
0.0476 |
6.1% |
0.0069 |
0.9% |
52% |
False |
False |
31,170 |
| 120 |
0.8018 |
0.7382 |
0.0636 |
8.2% |
0.0068 |
0.9% |
64% |
False |
False |
25,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.8029 |
|
1.618 |
0.7947 |
|
1.000 |
0.7896 |
|
0.618 |
0.7865 |
|
HIGH |
0.7814 |
|
0.618 |
0.7783 |
|
0.500 |
0.7773 |
|
0.382 |
0.7763 |
|
LOW |
0.7732 |
|
0.618 |
0.7681 |
|
1.000 |
0.7650 |
|
1.618 |
0.7599 |
|
2.618 |
0.7517 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7777 |
| PP |
0.7778 |
0.7767 |
| S1 |
0.7773 |
0.7756 |
|