CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7830 |
0.7770 |
-0.0060 |
-0.8% |
0.7723 |
| High |
0.7830 |
0.7771 |
-0.0059 |
-0.8% |
0.7836 |
| Low |
0.7756 |
0.7713 |
-0.0043 |
-0.5% |
0.7707 |
| Close |
0.7777 |
0.7722 |
-0.0055 |
-0.7% |
0.7777 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.1% |
0.0129 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
58,379 |
57,844 |
-535 |
-0.9% |
296,329 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7874 |
0.7754 |
|
| R3 |
0.7851 |
0.7816 |
0.7738 |
|
| R2 |
0.7793 |
0.7793 |
0.7733 |
|
| R1 |
0.7758 |
0.7758 |
0.7727 |
0.7747 |
| PP |
0.7735 |
0.7735 |
0.7735 |
0.7730 |
| S1 |
0.7700 |
0.7700 |
0.7717 |
0.7689 |
| S2 |
0.7677 |
0.7677 |
0.7711 |
|
| S3 |
0.7619 |
0.7642 |
0.7706 |
|
| S4 |
0.7561 |
0.7584 |
0.7690 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8098 |
0.7848 |
|
| R3 |
0.8031 |
0.7969 |
0.7812 |
|
| R2 |
0.7902 |
0.7902 |
0.7801 |
|
| R1 |
0.7840 |
0.7840 |
0.7789 |
0.7871 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7789 |
| S1 |
0.7711 |
0.7711 |
0.7765 |
0.7742 |
| S2 |
0.7644 |
0.7644 |
0.7753 |
|
| S3 |
0.7515 |
0.7582 |
0.7742 |
|
| S4 |
0.7386 |
0.7453 |
0.7706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7713 |
0.0123 |
1.6% |
0.0065 |
0.8% |
7% |
False |
True |
62,628 |
| 10 |
0.7836 |
0.7583 |
0.0254 |
3.3% |
0.0061 |
0.8% |
55% |
False |
False |
62,579 |
| 20 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0064 |
0.8% |
61% |
False |
False |
63,276 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0068 |
0.9% |
61% |
False |
False |
61,922 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
49% |
False |
False |
55,628 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
37% |
False |
False |
41,872 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
37% |
False |
False |
33,540 |
| 120 |
0.8018 |
0.7429 |
0.0589 |
7.6% |
0.0069 |
0.9% |
50% |
False |
False |
27,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8018 |
|
2.618 |
0.7923 |
|
1.618 |
0.7865 |
|
1.000 |
0.7829 |
|
0.618 |
0.7807 |
|
HIGH |
0.7771 |
|
0.618 |
0.7749 |
|
0.500 |
0.7742 |
|
0.382 |
0.7735 |
|
LOW |
0.7713 |
|
0.618 |
0.7677 |
|
1.000 |
0.7655 |
|
1.618 |
0.7619 |
|
2.618 |
0.7561 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7742 |
0.7775 |
| PP |
0.7735 |
0.7757 |
| S1 |
0.7729 |
0.7740 |
|