CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7691 |
0.7683 |
-0.0008 |
-0.1% |
0.7770 |
| High |
0.7695 |
0.7687 |
-0.0008 |
-0.1% |
0.7795 |
| Low |
0.7665 |
0.7632 |
-0.0033 |
-0.4% |
0.7686 |
| Close |
0.7682 |
0.7645 |
-0.0037 |
-0.5% |
0.7688 |
| Range |
0.0030 |
0.0055 |
0.0025 |
83.3% |
0.0110 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
45,734 |
59,188 |
13,454 |
29.4% |
275,389 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7820 |
0.7787 |
0.7675 |
|
| R3 |
0.7765 |
0.7732 |
0.7660 |
|
| R2 |
0.7710 |
0.7710 |
0.7655 |
|
| R1 |
0.7677 |
0.7677 |
0.7650 |
0.7666 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7649 |
| S1 |
0.7622 |
0.7622 |
0.7639 |
0.7611 |
| S2 |
0.7600 |
0.7600 |
0.7634 |
|
| S3 |
0.7545 |
0.7567 |
0.7629 |
|
| S4 |
0.7490 |
0.7512 |
0.7614 |
|
|
| 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 |
0.7632 |
0.0163 |
2.1% |
0.0051 |
0.7% |
8% |
False |
True |
54,511 |
| 10 |
0.7836 |
0.7632 |
0.0204 |
2.7% |
0.0055 |
0.7% |
6% |
False |
True |
55,979 |
| 20 |
0.7836 |
0.7577 |
0.0259 |
3.4% |
0.0058 |
0.8% |
26% |
False |
False |
60,261 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.8% |
0.0064 |
0.8% |
34% |
False |
False |
61,246 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0068 |
0.9% |
28% |
False |
False |
60,553 |
| 80 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0067 |
0.9% |
28% |
False |
False |
45,885 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0068 |
0.9% |
21% |
False |
False |
36,758 |
| 120 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0068 |
0.9% |
32% |
False |
False |
30,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7831 |
|
1.618 |
0.7776 |
|
1.000 |
0.7742 |
|
0.618 |
0.7721 |
|
HIGH |
0.7687 |
|
0.618 |
0.7666 |
|
0.500 |
0.7660 |
|
0.382 |
0.7653 |
|
LOW |
0.7632 |
|
0.618 |
0.7598 |
|
1.000 |
0.7577 |
|
1.618 |
0.7543 |
|
2.618 |
0.7488 |
|
4.250 |
0.7398 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7714 |
| PP |
0.7655 |
0.7691 |
| S1 |
0.7650 |
0.7668 |
|