CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 17-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7740 |
0.7779 |
0.0040 |
0.5% |
0.7587 |
High |
0.7817 |
0.7797 |
-0.0020 |
-0.3% |
0.7742 |
Low |
0.7737 |
0.7747 |
0.0010 |
0.1% |
0.7587 |
Close |
0.7791 |
0.7789 |
-0.0003 |
0.0% |
0.7726 |
Range |
0.0080 |
0.0050 |
-0.0030 |
-37.5% |
0.0155 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
567 |
244 |
-323 |
-57.0% |
1,271 |
|
Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7927 |
0.7908 |
0.7816 |
|
R3 |
0.7877 |
0.7858 |
0.7802 |
|
R2 |
0.7827 |
0.7827 |
0.7798 |
|
R1 |
0.7808 |
0.7808 |
0.7793 |
0.7818 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7782 |
S1 |
0.7758 |
0.7758 |
0.7784 |
0.7768 |
S2 |
0.7727 |
0.7727 |
0.7779 |
|
S3 |
0.7677 |
0.7708 |
0.7775 |
|
S4 |
0.7627 |
0.7658 |
0.7761 |
|
|
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 |
0.7653 |
0.0164 |
2.1% |
0.0056 |
0.7% |
83% |
False |
False |
295 |
10 |
0.7817 |
0.7581 |
0.0236 |
3.0% |
0.0060 |
0.8% |
88% |
False |
False |
311 |
20 |
0.7817 |
0.7550 |
0.0267 |
3.4% |
0.0060 |
0.8% |
89% |
False |
False |
278 |
40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0064 |
0.8% |
75% |
False |
False |
290 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0061 |
0.8% |
68% |
False |
False |
263 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0059 |
0.8% |
53% |
False |
False |
224 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.8% |
0.0058 |
0.7% |
53% |
False |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8009 |
2.618 |
0.7927 |
1.618 |
0.7877 |
1.000 |
0.7847 |
0.618 |
0.7827 |
HIGH |
0.7797 |
0.618 |
0.7777 |
0.500 |
0.7772 |
0.382 |
0.7766 |
LOW |
0.7747 |
0.618 |
0.7716 |
1.000 |
0.7697 |
1.618 |
0.7666 |
2.618 |
0.7616 |
4.250 |
0.7534 |
|
|
Fisher Pivots for day following 17-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7783 |
0.7781 |
PP |
0.7777 |
0.7773 |
S1 |
0.7772 |
0.7765 |
|