CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7710 |
0.7720 |
0.0010 |
0.1% |
0.7587 |
| High |
0.7742 |
0.7754 |
0.0012 |
0.2% |
0.7742 |
| Low |
0.7704 |
0.7713 |
0.0009 |
0.1% |
0.7587 |
| Close |
0.7726 |
0.7748 |
0.0022 |
0.3% |
0.7726 |
| Range |
0.0038 |
0.0042 |
0.0003 |
9.2% |
0.0155 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
151 |
138 |
-13 |
-8.6% |
1,271 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7847 |
0.7770 |
|
| R3 |
0.7821 |
0.7805 |
0.7759 |
|
| R2 |
0.7780 |
0.7780 |
0.7755 |
|
| R1 |
0.7764 |
0.7764 |
0.7751 |
0.7772 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7742 |
| S1 |
0.7722 |
0.7722 |
0.7744 |
0.7730 |
| S2 |
0.7697 |
0.7697 |
0.7740 |
|
| S3 |
0.7655 |
0.7681 |
0.7736 |
|
| S4 |
0.7614 |
0.7639 |
0.7725 |
|
|
| 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 |
0.7754 |
0.7589 |
0.0166 |
2.1% |
0.0055 |
0.7% |
96% |
True |
False |
256 |
| 10 |
0.7754 |
0.7581 |
0.0174 |
2.2% |
0.0059 |
0.8% |
96% |
True |
False |
275 |
| 20 |
0.7754 |
0.7550 |
0.0204 |
2.6% |
0.0059 |
0.8% |
97% |
True |
False |
249 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0062 |
0.8% |
62% |
False |
False |
285 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0060 |
0.8% |
57% |
False |
False |
251 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0058 |
0.8% |
44% |
False |
False |
219 |
| 100 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0057 |
0.7% |
46% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7930 |
|
2.618 |
0.7863 |
|
1.618 |
0.7821 |
|
1.000 |
0.7796 |
|
0.618 |
0.7780 |
|
HIGH |
0.7754 |
|
0.618 |
0.7738 |
|
0.500 |
0.7733 |
|
0.382 |
0.7728 |
|
LOW |
0.7713 |
|
0.618 |
0.7687 |
|
1.000 |
0.7671 |
|
1.618 |
0.7645 |
|
2.618 |
0.7604 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7733 |
| PP |
0.7738 |
0.7718 |
| S1 |
0.7733 |
0.7704 |
|