CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7634 |
0.0009 |
0.1% |
0.7609 |
| High |
0.7692 |
0.7659 |
-0.0033 |
-0.4% |
0.7696 |
| Low |
0.7615 |
0.7612 |
-0.0004 |
0.0% |
0.7550 |
| Close |
0.7645 |
0.7651 |
0.0006 |
0.1% |
0.7671 |
| Range |
0.0077 |
0.0048 |
-0.0029 |
-38.3% |
0.0145 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
170 |
286 |
116 |
68.2% |
1,155 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7765 |
0.7677 |
|
| R3 |
0.7736 |
0.7717 |
0.7664 |
|
| R2 |
0.7688 |
0.7688 |
0.7660 |
|
| R1 |
0.7670 |
0.7670 |
0.7655 |
0.7679 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7645 |
| S1 |
0.7622 |
0.7622 |
0.7647 |
0.7631 |
| S2 |
0.7593 |
0.7593 |
0.7642 |
|
| S3 |
0.7546 |
0.7575 |
0.7638 |
|
| S4 |
0.7498 |
0.7527 |
0.7625 |
|
|
| 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 |
0.7585 |
0.0111 |
1.4% |
0.0067 |
0.9% |
60% |
False |
False |
209 |
| 10 |
0.7696 |
0.7550 |
0.0145 |
1.9% |
0.0061 |
0.8% |
69% |
False |
False |
246 |
| 20 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0062 |
0.8% |
45% |
False |
False |
204 |
| 40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0063 |
0.8% |
29% |
False |
False |
269 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0059 |
0.8% |
29% |
False |
False |
234 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
22% |
False |
False |
198 |
| 100 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0056 |
0.7% |
33% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7783 |
|
1.618 |
0.7736 |
|
1.000 |
0.7707 |
|
0.618 |
0.7688 |
|
HIGH |
0.7659 |
|
0.618 |
0.7641 |
|
0.500 |
0.7635 |
|
0.382 |
0.7630 |
|
LOW |
0.7612 |
|
0.618 |
0.7582 |
|
1.000 |
0.7564 |
|
1.618 |
0.7535 |
|
2.618 |
0.7487 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7652 |
| PP |
0.7641 |
0.7652 |
| S1 |
0.7635 |
0.7651 |
|