CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7663 |
0.7684 |
0.0021 |
0.3% |
0.7676 |
| High |
0.7699 |
0.7691 |
-0.0009 |
-0.1% |
0.7699 |
| Low |
0.7647 |
0.7581 |
-0.0066 |
-0.9% |
0.7581 |
| Close |
0.7690 |
0.7604 |
-0.0086 |
-1.1% |
0.7604 |
| Range |
0.0053 |
0.0110 |
0.0057 |
109.5% |
0.0119 |
| ATR |
0.0064 |
0.0067 |
0.0003 |
5.2% |
0.0000 |
| Volume |
370 |
521 |
151 |
40.8% |
1,412 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7890 |
0.7665 |
|
| R3 |
0.7845 |
0.7780 |
0.7634 |
|
| R2 |
0.7735 |
0.7735 |
0.7624 |
|
| R1 |
0.7670 |
0.7670 |
0.7614 |
0.7647 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7614 |
| S1 |
0.7560 |
0.7560 |
0.7594 |
0.7537 |
| S2 |
0.7515 |
0.7515 |
0.7584 |
|
| S3 |
0.7405 |
0.7450 |
0.7574 |
|
| S4 |
0.7295 |
0.7340 |
0.7544 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7912 |
0.7669 |
|
| R3 |
0.7865 |
0.7794 |
0.7637 |
|
| R2 |
0.7746 |
0.7746 |
0.7626 |
|
| R1 |
0.7675 |
0.7675 |
0.7615 |
0.7652 |
| PP |
0.7628 |
0.7628 |
0.7628 |
0.7616 |
| S1 |
0.7557 |
0.7557 |
0.7593 |
0.7533 |
| S2 |
0.7509 |
0.7509 |
0.7582 |
|
| S3 |
0.7391 |
0.7438 |
0.7571 |
|
| S4 |
0.7272 |
0.7320 |
0.7539 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7699 |
0.7581 |
0.0119 |
1.6% |
0.0068 |
0.9% |
20% |
False |
True |
282 |
| 10 |
0.7699 |
0.7550 |
0.0149 |
2.0% |
0.0066 |
0.9% |
36% |
False |
False |
256 |
| 20 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0064 |
0.8% |
24% |
False |
False |
231 |
| 40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0064 |
0.8% |
15% |
False |
False |
281 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
15% |
False |
False |
240 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0060 |
0.8% |
12% |
False |
False |
208 |
| 100 |
0.8000 |
0.7488 |
0.0512 |
6.7% |
0.0057 |
0.8% |
23% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8158 |
|
2.618 |
0.7978 |
|
1.618 |
0.7868 |
|
1.000 |
0.7801 |
|
0.618 |
0.7758 |
|
HIGH |
0.7691 |
|
0.618 |
0.7648 |
|
0.500 |
0.7636 |
|
0.382 |
0.7623 |
|
LOW |
0.7581 |
|
0.618 |
0.7513 |
|
1.000 |
0.7471 |
|
1.618 |
0.7403 |
|
2.618 |
0.7293 |
|
4.250 |
0.7113 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7636 |
0.7640 |
| PP |
0.7625 |
0.7628 |
| S1 |
0.7615 |
0.7616 |
|