CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7629 |
0.0024 |
0.3% |
0.7676 |
| High |
0.7635 |
0.7706 |
0.0071 |
0.9% |
0.7699 |
| Low |
0.7589 |
0.7629 |
0.0041 |
0.5% |
0.7581 |
| Close |
0.7619 |
0.7666 |
0.0046 |
0.6% |
0.7604 |
| Range |
0.0047 |
0.0076 |
0.0030 |
64.5% |
0.0119 |
| ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
| Volume |
284 |
333 |
49 |
17.3% |
1,412 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7857 |
0.7708 |
|
| R3 |
0.7820 |
0.7781 |
0.7687 |
|
| R2 |
0.7743 |
0.7743 |
0.7680 |
|
| R1 |
0.7704 |
0.7704 |
0.7673 |
0.7724 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7676 |
| S1 |
0.7628 |
0.7628 |
0.7658 |
0.7647 |
| S2 |
0.7590 |
0.7590 |
0.7651 |
|
| S3 |
0.7514 |
0.7551 |
0.7644 |
|
| S4 |
0.7437 |
0.7475 |
0.7623 |
|
|
| 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 |
0.7706 |
0.7581 |
0.0125 |
1.6% |
0.0063 |
0.8% |
68% |
True |
False |
326 |
| 10 |
0.7706 |
0.7581 |
0.0125 |
1.6% |
0.0065 |
0.9% |
68% |
True |
False |
268 |
| 20 |
0.7776 |
0.7550 |
0.0226 |
2.9% |
0.0061 |
0.8% |
51% |
False |
False |
237 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0065 |
0.8% |
36% |
False |
False |
280 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0061 |
0.8% |
33% |
False |
False |
247 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0059 |
0.8% |
26% |
False |
False |
215 |
| 100 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0056 |
0.7% |
29% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7906 |
|
1.618 |
0.7829 |
|
1.000 |
0.7782 |
|
0.618 |
0.7753 |
|
HIGH |
0.7706 |
|
0.618 |
0.7676 |
|
0.500 |
0.7667 |
|
0.382 |
0.7658 |
|
LOW |
0.7629 |
|
0.618 |
0.7582 |
|
1.000 |
0.7553 |
|
1.618 |
0.7505 |
|
2.618 |
0.7429 |
|
4.250 |
0.7304 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7659 |
| PP |
0.7667 |
0.7653 |
| S1 |
0.7666 |
0.7646 |
|