CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7777 |
0.7784 |
0.0007 |
0.1% |
0.7585 |
| High |
0.7795 |
0.7836 |
0.0042 |
0.5% |
0.7739 |
| Low |
0.7742 |
0.7780 |
0.0038 |
0.5% |
0.7582 |
| Close |
0.7785 |
0.7832 |
0.0048 |
0.6% |
0.7722 |
| Range |
0.0053 |
0.0057 |
0.0004 |
7.6% |
0.0158 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
64,906 |
56,199 |
-8,707 |
-13.4% |
321,905 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7965 |
0.7863 |
|
| R3 |
0.7929 |
0.7909 |
0.7848 |
|
| R2 |
0.7872 |
0.7872 |
0.7842 |
|
| R1 |
0.7852 |
0.7852 |
0.7837 |
0.7862 |
| PP |
0.7816 |
0.7816 |
0.7816 |
0.7821 |
| S1 |
0.7796 |
0.7796 |
0.7827 |
0.7806 |
| S2 |
0.7759 |
0.7759 |
0.7822 |
|
| S3 |
0.7703 |
0.7739 |
0.7816 |
|
| S4 |
0.7646 |
0.7683 |
0.7801 |
|
|
| 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 |
0.7836 |
0.7699 |
0.0138 |
1.8% |
0.0055 |
0.7% |
97% |
True |
False |
59,756 |
| 10 |
0.7836 |
0.7577 |
0.0259 |
3.3% |
0.0062 |
0.8% |
98% |
True |
False |
64,620 |
| 20 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0065 |
0.8% |
99% |
True |
False |
63,657 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0072 |
0.9% |
83% |
False |
False |
63,059 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.5% |
0.0071 |
0.9% |
80% |
False |
False |
53,750 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.0% |
0.0069 |
0.9% |
61% |
False |
False |
40,423 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.0% |
0.0069 |
0.9% |
61% |
False |
False |
32,380 |
| 120 |
0.8018 |
0.7396 |
0.0622 |
7.9% |
0.0069 |
0.9% |
70% |
False |
False |
27,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7984 |
|
1.618 |
0.7927 |
|
1.000 |
0.7893 |
|
0.618 |
0.7871 |
|
HIGH |
0.7836 |
|
0.618 |
0.7814 |
|
0.500 |
0.7808 |
|
0.382 |
0.7801 |
|
LOW |
0.7780 |
|
0.618 |
0.7745 |
|
1.000 |
0.7723 |
|
1.618 |
0.7688 |
|
2.618 |
0.7632 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7824 |
0.7816 |
| PP |
0.7816 |
0.7800 |
| S1 |
0.7808 |
0.7784 |
|