CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7629 |
0.7668 |
0.0039 |
0.5% |
0.7676 |
| High |
0.7706 |
0.7724 |
0.0018 |
0.2% |
0.7699 |
| Low |
0.7629 |
0.7653 |
0.0024 |
0.3% |
0.7581 |
| Close |
0.7666 |
0.7717 |
0.0051 |
0.7% |
0.7604 |
| Range |
0.0076 |
0.0071 |
-0.0006 |
-7.8% |
0.0119 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
333 |
378 |
45 |
13.5% |
1,412 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7883 |
0.7755 |
|
| R3 |
0.7839 |
0.7813 |
0.7736 |
|
| R2 |
0.7768 |
0.7768 |
0.7729 |
|
| R1 |
0.7742 |
0.7742 |
0.7723 |
0.7755 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7704 |
| S1 |
0.7672 |
0.7672 |
0.7710 |
0.7685 |
| S2 |
0.7627 |
0.7627 |
0.7704 |
|
| S3 |
0.7557 |
0.7601 |
0.7697 |
|
| S4 |
0.7486 |
0.7531 |
0.7678 |
|
|
| 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 |
0.7724 |
0.7581 |
0.0143 |
1.9% |
0.0067 |
0.9% |
95% |
True |
False |
328 |
| 10 |
0.7724 |
0.7581 |
0.0143 |
1.9% |
0.0067 |
0.9% |
95% |
True |
False |
291 |
| 20 |
0.7776 |
0.7550 |
0.0226 |
2.9% |
0.0061 |
0.8% |
74% |
False |
False |
248 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0065 |
0.8% |
52% |
False |
False |
284 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0061 |
0.8% |
48% |
False |
False |
252 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0059 |
0.8% |
37% |
False |
False |
219 |
| 100 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0057 |
0.7% |
39% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8023 |
|
2.618 |
0.7908 |
|
1.618 |
0.7838 |
|
1.000 |
0.7794 |
|
0.618 |
0.7767 |
|
HIGH |
0.7724 |
|
0.618 |
0.7697 |
|
0.500 |
0.7688 |
|
0.382 |
0.7680 |
|
LOW |
0.7653 |
|
0.618 |
0.7609 |
|
1.000 |
0.7583 |
|
1.618 |
0.7539 |
|
2.618 |
0.7468 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7696 |
| PP |
0.7698 |
0.7676 |
| S1 |
0.7688 |
0.7656 |
|