CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7741 |
0.7691 |
-0.0050 |
-0.6% |
0.7770 |
| High |
0.7795 |
0.7695 |
-0.0101 |
-1.3% |
0.7795 |
| Low |
0.7686 |
0.7665 |
-0.0021 |
-0.3% |
0.7686 |
| Close |
0.7688 |
0.7682 |
-0.0006 |
-0.1% |
0.7688 |
| Range |
0.0110 |
0.0030 |
-0.0080 |
-72.6% |
0.0110 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
82,467 |
45,734 |
-36,733 |
-44.5% |
275,389 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7756 |
0.7698 |
|
| R3 |
0.7740 |
0.7726 |
0.7690 |
|
| R2 |
0.7710 |
0.7710 |
0.7687 |
|
| R1 |
0.7696 |
0.7696 |
0.7684 |
0.7688 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7676 |
| S1 |
0.7666 |
0.7666 |
0.7679 |
0.7658 |
| S2 |
0.7650 |
0.7650 |
0.7676 |
|
| S3 |
0.7620 |
0.7636 |
0.7673 |
|
| S4 |
0.7590 |
0.7606 |
0.7665 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.7979 |
0.7748 |
|
| R3 |
0.7942 |
0.7869 |
0.7718 |
|
| R2 |
0.7832 |
0.7832 |
0.7708 |
|
| R1 |
0.7760 |
0.7760 |
0.7698 |
0.7741 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7713 |
| S1 |
0.7650 |
0.7650 |
0.7677 |
0.7632 |
| S2 |
0.7613 |
0.7613 |
0.7667 |
|
| S3 |
0.7504 |
0.7541 |
0.7657 |
|
| S4 |
0.7394 |
0.7431 |
0.7627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7795 |
0.7665 |
0.0131 |
1.7% |
0.0050 |
0.7% |
13% |
False |
True |
52,655 |
| 10 |
0.7836 |
0.7665 |
0.0172 |
2.2% |
0.0057 |
0.7% |
10% |
False |
True |
57,642 |
| 20 |
0.7836 |
0.7577 |
0.0259 |
3.4% |
0.0059 |
0.8% |
40% |
False |
False |
61,310 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0065 |
0.9% |
47% |
False |
False |
61,551 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0069 |
0.9% |
38% |
False |
False |
59,788 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0068 |
0.9% |
38% |
False |
False |
45,147 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0068 |
0.9% |
29% |
False |
False |
36,167 |
| 120 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0068 |
0.9% |
39% |
False |
False |
30,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7822 |
|
2.618 |
0.7773 |
|
1.618 |
0.7743 |
|
1.000 |
0.7725 |
|
0.618 |
0.7713 |
|
HIGH |
0.7695 |
|
0.618 |
0.7683 |
|
0.500 |
0.7680 |
|
0.382 |
0.7676 |
|
LOW |
0.7665 |
|
0.618 |
0.7646 |
|
1.000 |
0.7635 |
|
1.618 |
0.7616 |
|
2.618 |
0.7586 |
|
4.250 |
0.7537 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7730 |
| PP |
0.7680 |
0.7714 |
| S1 |
0.7680 |
0.7698 |
|