CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7738 |
0.7777 |
0.0040 |
0.5% |
0.7585 |
| High |
0.7814 |
0.7795 |
-0.0020 |
-0.2% |
0.7739 |
| Low |
0.7732 |
0.7742 |
0.0010 |
0.1% |
0.7582 |
| Close |
0.7788 |
0.7785 |
-0.0003 |
0.0% |
0.7722 |
| Range |
0.0082 |
0.0053 |
-0.0030 |
-36.0% |
0.0158 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
75,816 |
64,906 |
-10,910 |
-14.4% |
321,905 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7910 |
0.7813 |
|
| R3 |
0.7879 |
0.7858 |
0.7799 |
|
| R2 |
0.7826 |
0.7826 |
0.7794 |
|
| R1 |
0.7805 |
0.7805 |
0.7789 |
0.7816 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7779 |
| S1 |
0.7753 |
0.7753 |
0.7780 |
0.7763 |
| S2 |
0.7721 |
0.7721 |
0.7775 |
|
| S3 |
0.7669 |
0.7700 |
0.7770 |
|
| S4 |
0.7616 |
0.7648 |
0.7756 |
|
|
| 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 |
0.7648 |
0.0167 |
2.1% |
0.0058 |
0.7% |
82% |
False |
False |
61,279 |
| 10 |
0.7814 |
0.7577 |
0.0237 |
3.0% |
0.0062 |
0.8% |
88% |
False |
False |
65,106 |
| 20 |
0.7814 |
0.7546 |
0.0268 |
3.4% |
0.0064 |
0.8% |
89% |
False |
False |
63,092 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0073 |
0.9% |
70% |
False |
False |
62,963 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
67% |
False |
False |
52,843 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
51% |
False |
False |
39,722 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0070 |
0.9% |
51% |
False |
False |
31,819 |
| 120 |
0.8018 |
0.7388 |
0.0630 |
8.1% |
0.0069 |
0.9% |
63% |
False |
False |
26,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8018 |
|
2.618 |
0.7932 |
|
1.618 |
0.7879 |
|
1.000 |
0.7847 |
|
0.618 |
0.7827 |
|
HIGH |
0.7795 |
|
0.618 |
0.7774 |
|
0.500 |
0.7768 |
|
0.382 |
0.7762 |
|
LOW |
0.7742 |
|
0.618 |
0.7710 |
|
1.000 |
0.7690 |
|
1.618 |
0.7657 |
|
2.618 |
0.7605 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7777 |
| PP |
0.7774 |
0.7769 |
| S1 |
0.7768 |
0.7761 |
|