CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7740 |
0.0020 |
0.3% |
0.7587 |
| High |
0.7754 |
0.7817 |
0.0063 |
0.8% |
0.7742 |
| Low |
0.7713 |
0.7737 |
0.0024 |
0.3% |
0.7587 |
| Close |
0.7748 |
0.7791 |
0.0043 |
0.6% |
0.7726 |
| Range |
0.0042 |
0.0080 |
0.0039 |
92.8% |
0.0155 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
| Volume |
138 |
567 |
429 |
310.9% |
1,271 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7986 |
0.7835 |
|
| R3 |
0.7941 |
0.7906 |
0.7813 |
|
| R2 |
0.7861 |
0.7861 |
0.7806 |
|
| R1 |
0.7826 |
0.7826 |
0.7798 |
0.7844 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7790 |
| S1 |
0.7746 |
0.7746 |
0.7784 |
0.7764 |
| S2 |
0.7701 |
0.7701 |
0.7776 |
|
| S3 |
0.7621 |
0.7666 |
0.7769 |
|
| S4 |
0.7541 |
0.7586 |
0.7747 |
|
|
| 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 |
0.7817 |
0.7629 |
0.0188 |
2.4% |
0.0061 |
0.8% |
86% |
True |
False |
313 |
| 10 |
0.7817 |
0.7581 |
0.0236 |
3.0% |
0.0059 |
0.8% |
89% |
True |
False |
315 |
| 20 |
0.7817 |
0.7550 |
0.0267 |
3.4% |
0.0060 |
0.8% |
90% |
True |
False |
273 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0064 |
0.8% |
76% |
False |
False |
287 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0060 |
0.8% |
69% |
False |
False |
260 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0059 |
0.8% |
54% |
False |
False |
222 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0057 |
0.7% |
54% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8026 |
|
1.618 |
0.7946 |
|
1.000 |
0.7897 |
|
0.618 |
0.7866 |
|
HIGH |
0.7817 |
|
0.618 |
0.7786 |
|
0.500 |
0.7777 |
|
0.382 |
0.7767 |
|
LOW |
0.7737 |
|
0.618 |
0.7687 |
|
1.000 |
0.7657 |
|
1.618 |
0.7607 |
|
2.618 |
0.7527 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7781 |
| PP |
0.7781 |
0.7770 |
| S1 |
0.7777 |
0.7760 |
|