CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 02-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7676 |
0.7625 |
-0.0051 |
-0.7% |
0.7609 |
High |
0.7678 |
0.7692 |
0.0014 |
0.2% |
0.7696 |
Low |
0.7624 |
0.7615 |
-0.0008 |
-0.1% |
0.7550 |
Close |
0.7639 |
0.7645 |
0.0006 |
0.1% |
0.7671 |
Range |
0.0055 |
0.0077 |
0.0022 |
41.3% |
0.0145 |
ATR |
0.0065 |
0.0066 |
0.0001 |
1.3% |
0.0000 |
Volume |
65 |
170 |
105 |
161.5% |
1,155 |
|
Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7881 |
0.7840 |
0.7687 |
|
R3 |
0.7804 |
0.7763 |
0.7666 |
|
R2 |
0.7727 |
0.7727 |
0.7659 |
|
R1 |
0.7686 |
0.7686 |
0.7652 |
0.7707 |
PP |
0.7651 |
0.7651 |
0.7651 |
0.7661 |
S1 |
0.7609 |
0.7609 |
0.7637 |
0.7630 |
S2 |
0.7574 |
0.7574 |
0.7630 |
|
S3 |
0.7497 |
0.7532 |
0.7623 |
|
S4 |
0.7420 |
0.7455 |
0.7602 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8075 |
0.8019 |
0.7751 |
|
R3 |
0.7930 |
0.7873 |
0.7711 |
|
R2 |
0.7784 |
0.7784 |
0.7698 |
|
R1 |
0.7728 |
0.7728 |
0.7684 |
0.7756 |
PP |
0.7639 |
0.7639 |
0.7639 |
0.7653 |
S1 |
0.7582 |
0.7582 |
0.7658 |
0.7611 |
S2 |
0.7493 |
0.7493 |
0.7644 |
|
S3 |
0.7348 |
0.7437 |
0.7631 |
|
S4 |
0.7202 |
0.7291 |
0.7591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7696 |
0.7550 |
0.0145 |
1.9% |
0.0068 |
0.9% |
65% |
False |
False |
178 |
10 |
0.7696 |
0.7550 |
0.0145 |
1.9% |
0.0061 |
0.8% |
65% |
False |
False |
231 |
20 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0063 |
0.8% |
42% |
False |
False |
199 |
40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0062 |
0.8% |
27% |
False |
False |
272 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0059 |
0.8% |
27% |
False |
False |
231 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
21% |
False |
False |
196 |
100 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0057 |
0.7% |
32% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8019 |
2.618 |
0.7894 |
1.618 |
0.7817 |
1.000 |
0.7769 |
0.618 |
0.7740 |
HIGH |
0.7692 |
0.618 |
0.7663 |
0.500 |
0.7654 |
0.382 |
0.7644 |
LOW |
0.7615 |
0.618 |
0.7567 |
1.000 |
0.7538 |
1.618 |
0.7490 |
2.618 |
0.7413 |
4.250 |
0.7288 |
|
|
Fisher Pivots for day following 02-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7654 |
0.7644 |
PP |
0.7651 |
0.7643 |
S1 |
0.7648 |
0.7642 |
|