CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7729 |
0.7744 |
0.0016 |
0.2% |
0.7723 |
| High |
0.7778 |
0.7752 |
-0.0026 |
-0.3% |
0.7836 |
| Low |
0.7725 |
0.7718 |
-0.0007 |
-0.1% |
0.7707 |
| Close |
0.7747 |
0.7732 |
-0.0016 |
-0.2% |
0.7777 |
| Range |
0.0053 |
0.0034 |
-0.0019 |
-36.2% |
0.0129 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
49,910 |
48,119 |
-1,791 |
-3.6% |
296,329 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7816 |
0.7750 |
|
| R3 |
0.7801 |
0.7783 |
0.7741 |
|
| R2 |
0.7767 |
0.7767 |
0.7738 |
|
| R1 |
0.7749 |
0.7749 |
0.7735 |
0.7742 |
| PP |
0.7734 |
0.7734 |
0.7734 |
0.7730 |
| S1 |
0.7716 |
0.7716 |
0.7728 |
0.7708 |
| S2 |
0.7700 |
0.7700 |
0.7725 |
|
| S3 |
0.7667 |
0.7682 |
0.7722 |
|
| S4 |
0.7633 |
0.7649 |
0.7713 |
|
|
| 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% |
0.0055 |
0.7% |
15% |
False |
False |
54,090 |
| 10 |
0.7836 |
0.7648 |
0.0189 |
2.4% |
0.0057 |
0.7% |
45% |
False |
False |
57,684 |
| 20 |
0.7836 |
0.7577 |
0.0259 |
3.3% |
0.0062 |
0.8% |
60% |
False |
False |
61,895 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0066 |
0.9% |
64% |
False |
False |
61,469 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0070 |
0.9% |
52% |
False |
False |
57,190 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
39% |
False |
False |
43,094 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
39% |
False |
False |
34,518 |
| 120 |
0.8018 |
0.7450 |
0.0568 |
7.3% |
0.0069 |
0.9% |
50% |
False |
False |
28,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7839 |
|
1.618 |
0.7806 |
|
1.000 |
0.7785 |
|
0.618 |
0.7772 |
|
HIGH |
0.7752 |
|
0.618 |
0.7739 |
|
0.500 |
0.7735 |
|
0.382 |
0.7731 |
|
LOW |
0.7718 |
|
0.618 |
0.7697 |
|
1.000 |
0.7685 |
|
1.618 |
0.7664 |
|
2.618 |
0.7630 |
|
4.250 |
0.7576 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7735 |
0.7745 |
| PP |
0.7734 |
0.7741 |
| S1 |
0.7733 |
0.7736 |
|