CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7587 |
-0.0097 |
-1.3% |
0.7676 |
| High |
0.7691 |
0.7618 |
-0.0072 |
-0.9% |
0.7699 |
| Low |
0.7581 |
0.7587 |
0.0006 |
0.1% |
0.7581 |
| Close |
0.7604 |
0.7601 |
-0.0004 |
0.0% |
0.7604 |
| Range |
0.0110 |
0.0032 |
-0.0079 |
-71.4% |
0.0119 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
521 |
125 |
-396 |
-76.0% |
1,412 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7696 |
0.7680 |
0.7618 |
|
| R3 |
0.7665 |
0.7648 |
0.7609 |
|
| R2 |
0.7633 |
0.7633 |
0.7606 |
|
| R1 |
0.7617 |
0.7617 |
0.7603 |
0.7625 |
| PP |
0.7602 |
0.7602 |
0.7602 |
0.7606 |
| S1 |
0.7585 |
0.7585 |
0.7598 |
0.7594 |
| S2 |
0.7570 |
0.7570 |
0.7595 |
|
| S3 |
0.7539 |
0.7554 |
0.7592 |
|
| S4 |
0.7507 |
0.7522 |
0.7583 |
|
|
| 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% |
0.0064 |
0.8% |
17% |
False |
False |
294 |
| 10 |
0.7699 |
0.7550 |
0.0149 |
2.0% |
0.0062 |
0.8% |
34% |
False |
False |
231 |
| 20 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0063 |
0.8% |
22% |
False |
False |
222 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.2% |
0.0063 |
0.8% |
16% |
False |
False |
276 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
14% |
False |
False |
239 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
11% |
False |
False |
209 |
| 100 |
0.8000 |
0.7532 |
0.0468 |
6.2% |
0.0056 |
0.7% |
15% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7700 |
|
1.618 |
0.7669 |
|
1.000 |
0.7650 |
|
0.618 |
0.7637 |
|
HIGH |
0.7618 |
|
0.618 |
0.7606 |
|
0.500 |
0.7602 |
|
0.382 |
0.7599 |
|
LOW |
0.7587 |
|
0.618 |
0.7567 |
|
1.000 |
0.7555 |
|
1.618 |
0.7536 |
|
2.618 |
0.7504 |
|
4.250 |
0.7453 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7640 |
| PP |
0.7602 |
0.7627 |
| S1 |
0.7601 |
0.7614 |
|