CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 26-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7743 |
0.7748 |
0.0005 |
0.1% |
0.7760 |
High |
0.7756 |
0.7798 |
0.0042 |
0.5% |
0.7798 |
Low |
0.7732 |
0.7690 |
-0.0043 |
-0.5% |
0.7690 |
Close |
0.7739 |
0.7691 |
-0.0048 |
-0.6% |
0.7691 |
Range |
0.0024 |
0.0108 |
0.0085 |
359.6% |
0.0108 |
ATR |
0.0057 |
0.0061 |
0.0004 |
6.4% |
0.0000 |
Volume |
354 |
510 |
156 |
44.1% |
1,912 |
|
Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8050 |
0.7979 |
0.7750 |
|
R3 |
0.7942 |
0.7871 |
0.7721 |
|
R2 |
0.7834 |
0.7834 |
0.7711 |
|
R1 |
0.7763 |
0.7763 |
0.7701 |
0.7744 |
PP |
0.7726 |
0.7726 |
0.7726 |
0.7717 |
S1 |
0.7655 |
0.7655 |
0.7681 |
0.7636 |
S2 |
0.7618 |
0.7618 |
0.7671 |
|
S3 |
0.7510 |
0.7547 |
0.7661 |
|
S4 |
0.7402 |
0.7439 |
0.7632 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8050 |
0.7979 |
0.7750 |
|
R3 |
0.7942 |
0.7871 |
0.7721 |
|
R2 |
0.7834 |
0.7834 |
0.7711 |
|
R1 |
0.7763 |
0.7763 |
0.7701 |
0.7744 |
PP |
0.7726 |
0.7726 |
0.7726 |
0.7717 |
S1 |
0.7655 |
0.7655 |
0.7681 |
0.7636 |
S2 |
0.7618 |
0.7618 |
0.7671 |
|
S3 |
0.7510 |
0.7547 |
0.7661 |
|
S4 |
0.7402 |
0.7439 |
0.7632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7798 |
0.7690 |
0.0108 |
1.4% |
0.0052 |
0.7% |
1% |
True |
True |
382 |
10 |
0.7838 |
0.7690 |
0.0149 |
1.9% |
0.0055 |
0.7% |
1% |
False |
True |
543 |
20 |
0.7838 |
0.7581 |
0.0258 |
3.3% |
0.0058 |
0.7% |
43% |
False |
False |
405 |
40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0061 |
0.8% |
49% |
False |
False |
301 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0062 |
0.8% |
40% |
False |
False |
321 |
80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0058 |
0.8% |
40% |
False |
False |
274 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
31% |
False |
False |
236 |
120 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0057 |
0.7% |
42% |
False |
False |
202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8257 |
2.618 |
0.8080 |
1.618 |
0.7972 |
1.000 |
0.7906 |
0.618 |
0.7864 |
HIGH |
0.7798 |
0.618 |
0.7756 |
0.500 |
0.7744 |
0.382 |
0.7731 |
LOW |
0.7690 |
0.618 |
0.7623 |
1.000 |
0.7582 |
1.618 |
0.7515 |
2.618 |
0.7407 |
4.250 |
0.7231 |
|
|
Fisher Pivots for day following 26-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7744 |
0.7744 |
PP |
0.7726 |
0.7726 |
S1 |
0.7709 |
0.7709 |
|