CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7710 |
0.0042 |
0.5% |
0.7587 |
| High |
0.7724 |
0.7742 |
0.0018 |
0.2% |
0.7742 |
| Low |
0.7653 |
0.7704 |
0.0051 |
0.7% |
0.7587 |
| Close |
0.7717 |
0.7726 |
0.0009 |
0.1% |
0.7726 |
| Range |
0.0071 |
0.0038 |
-0.0032 |
-46.1% |
0.0155 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
378 |
151 |
-227 |
-60.1% |
1,271 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7820 |
0.7746 |
|
| R3 |
0.7800 |
0.7782 |
0.7736 |
|
| R2 |
0.7762 |
0.7762 |
0.7732 |
|
| R1 |
0.7744 |
0.7744 |
0.7729 |
0.7753 |
| PP |
0.7724 |
0.7724 |
0.7724 |
0.7728 |
| S1 |
0.7705 |
0.7705 |
0.7722 |
0.7715 |
| S2 |
0.7685 |
0.7685 |
0.7719 |
|
| S3 |
0.7647 |
0.7667 |
0.7715 |
|
| S4 |
0.7609 |
0.7629 |
0.7705 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8150 |
0.8093 |
0.7811 |
|
| R3 |
0.7995 |
0.7938 |
0.7768 |
|
| R2 |
0.7840 |
0.7840 |
0.7754 |
|
| R1 |
0.7783 |
0.7783 |
0.7740 |
0.7811 |
| PP |
0.7685 |
0.7685 |
0.7685 |
0.7699 |
| S1 |
0.7628 |
0.7628 |
0.7711 |
0.7656 |
| S2 |
0.7530 |
0.7530 |
0.7697 |
|
| S3 |
0.7375 |
0.7473 |
0.7683 |
|
| S4 |
0.7220 |
0.7318 |
0.7640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7742 |
0.7587 |
0.0155 |
2.0% |
0.0053 |
0.7% |
90% |
True |
False |
254 |
| 10 |
0.7742 |
0.7581 |
0.0161 |
2.1% |
0.0060 |
0.8% |
90% |
True |
False |
268 |
| 20 |
0.7742 |
0.7550 |
0.0192 |
2.5% |
0.0059 |
0.8% |
92% |
True |
False |
247 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0063 |
0.8% |
55% |
False |
False |
284 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0060 |
0.8% |
50% |
False |
False |
252 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0058 |
0.8% |
39% |
False |
False |
219 |
| 100 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0057 |
0.7% |
41% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7903 |
|
2.618 |
0.7841 |
|
1.618 |
0.7803 |
|
1.000 |
0.7780 |
|
0.618 |
0.7765 |
|
HIGH |
0.7742 |
|
0.618 |
0.7727 |
|
0.500 |
0.7723 |
|
0.382 |
0.7718 |
|
LOW |
0.7704 |
|
0.618 |
0.7680 |
|
1.000 |
0.7665 |
|
1.618 |
0.7642 |
|
2.618 |
0.7604 |
|
4.250 |
0.7542 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7725 |
0.7712 |
| PP |
0.7724 |
0.7699 |
| S1 |
0.7723 |
0.7685 |
|