CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7634 |
0.7663 |
0.0029 |
0.4% |
0.7609 |
High |
0.7659 |
0.7699 |
0.0040 |
0.5% |
0.7696 |
Low |
0.7612 |
0.7647 |
0.0035 |
0.5% |
0.7550 |
Close |
0.7651 |
0.7690 |
0.0039 |
0.5% |
0.7671 |
Range |
0.0048 |
0.0053 |
0.0005 |
10.5% |
0.0145 |
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
286 |
370 |
84 |
29.4% |
1,155 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7816 |
0.7719 |
|
R3 |
0.7784 |
0.7763 |
0.7704 |
|
R2 |
0.7731 |
0.7731 |
0.7700 |
|
R1 |
0.7711 |
0.7711 |
0.7695 |
0.7721 |
PP |
0.7679 |
0.7679 |
0.7679 |
0.7684 |
S1 |
0.7658 |
0.7658 |
0.7685 |
0.7668 |
S2 |
0.7626 |
0.7626 |
0.7680 |
|
S3 |
0.7573 |
0.7605 |
0.7676 |
|
S4 |
0.7521 |
0.7553 |
0.7661 |
|
|
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 |
0.7699 |
0.7589 |
0.0111 |
1.4% |
0.0068 |
0.9% |
92% |
True |
False |
255 |
10 |
0.7699 |
0.7550 |
0.0149 |
1.9% |
0.0062 |
0.8% |
94% |
True |
False |
262 |
20 |
0.7776 |
0.7550 |
0.0226 |
2.9% |
0.0061 |
0.8% |
62% |
False |
False |
212 |
40 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0063 |
0.8% |
40% |
False |
False |
274 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0059 |
0.8% |
40% |
False |
False |
236 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
31% |
False |
False |
203 |
100 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0057 |
0.7% |
40% |
False |
False |
169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7922 |
2.618 |
0.7836 |
1.618 |
0.7784 |
1.000 |
0.7752 |
0.618 |
0.7731 |
HIGH |
0.7699 |
0.618 |
0.7679 |
0.500 |
0.7673 |
0.382 |
0.7667 |
LOW |
0.7647 |
0.618 |
0.7614 |
1.000 |
0.7594 |
1.618 |
0.7562 |
2.618 |
0.7509 |
4.250 |
0.7423 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7684 |
0.7678 |
PP |
0.7679 |
0.7667 |
S1 |
0.7673 |
0.7655 |
|