CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7779 |
0.7795 |
0.0016 |
0.2% |
0.7587 |
| High |
0.7797 |
0.7838 |
0.0042 |
0.5% |
0.7742 |
| Low |
0.7747 |
0.7785 |
0.0039 |
0.5% |
0.7587 |
| Close |
0.7789 |
0.7835 |
0.0047 |
0.6% |
0.7726 |
| Range |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0155 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
244 |
2,349 |
2,105 |
862.7% |
1,271 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7978 |
0.7960 |
0.7864 |
|
| R3 |
0.7925 |
0.7907 |
0.7850 |
|
| R2 |
0.7872 |
0.7872 |
0.7845 |
|
| R1 |
0.7854 |
0.7854 |
0.7840 |
0.7863 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7824 |
| S1 |
0.7801 |
0.7801 |
0.7830 |
0.7810 |
| S2 |
0.7766 |
0.7766 |
0.7825 |
|
| S3 |
0.7713 |
0.7748 |
0.7820 |
|
| S4 |
0.7660 |
0.7695 |
0.7806 |
|
|
| 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 |
0.7838 |
0.7704 |
0.0135 |
1.7% |
0.0053 |
0.7% |
98% |
True |
False |
689 |
| 10 |
0.7838 |
0.7581 |
0.0258 |
3.3% |
0.0060 |
0.8% |
99% |
True |
False |
509 |
| 20 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0061 |
0.8% |
99% |
True |
False |
385 |
| 40 |
0.7868 |
0.7550 |
0.0318 |
4.1% |
0.0064 |
0.8% |
90% |
False |
False |
280 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0061 |
0.8% |
82% |
False |
False |
301 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.7% |
0.0059 |
0.8% |
63% |
False |
False |
253 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.7% |
0.0057 |
0.7% |
63% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8063 |
|
2.618 |
0.7977 |
|
1.618 |
0.7924 |
|
1.000 |
0.7891 |
|
0.618 |
0.7871 |
|
HIGH |
0.7838 |
|
0.618 |
0.7818 |
|
0.500 |
0.7812 |
|
0.382 |
0.7805 |
|
LOW |
0.7785 |
|
0.618 |
0.7752 |
|
1.000 |
0.7732 |
|
1.618 |
0.7699 |
|
2.618 |
0.7646 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7819 |
| PP |
0.7819 |
0.7803 |
| S1 |
0.7812 |
0.7787 |
|