CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7748 |
0.7690 |
-0.0059 |
-0.8% |
0.7760 |
High |
0.7798 |
0.7697 |
-0.0101 |
-1.3% |
0.7798 |
Low |
0.7690 |
0.7669 |
-0.0020 |
-0.3% |
0.7690 |
Close |
0.7691 |
0.7685 |
-0.0006 |
-0.1% |
0.7691 |
Range |
0.0108 |
0.0027 |
-0.0081 |
-74.5% |
0.0108 |
ATR |
0.0061 |
0.0058 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
510 |
244 |
-266 |
-52.2% |
1,912 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7766 |
0.7753 |
0.7700 |
|
R3 |
0.7738 |
0.7725 |
0.7693 |
|
R2 |
0.7711 |
0.7711 |
0.7690 |
|
R1 |
0.7698 |
0.7698 |
0.7688 |
0.7691 |
PP |
0.7684 |
0.7684 |
0.7684 |
0.7680 |
S1 |
0.7671 |
0.7671 |
0.7682 |
0.7663 |
S2 |
0.7656 |
0.7656 |
0.7680 |
|
S3 |
0.7629 |
0.7643 |
0.7677 |
|
S4 |
0.7601 |
0.7616 |
0.7670 |
|
|
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 |
0.7669 |
0.0128 |
1.7% |
0.0048 |
0.6% |
12% |
False |
True |
356 |
10 |
0.7838 |
0.7669 |
0.0169 |
2.2% |
0.0053 |
0.7% |
9% |
False |
True |
554 |
20 |
0.7838 |
0.7581 |
0.0258 |
3.4% |
0.0056 |
0.7% |
41% |
False |
False |
414 |
40 |
0.7838 |
0.7550 |
0.0288 |
3.7% |
0.0060 |
0.8% |
47% |
False |
False |
306 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0061 |
0.8% |
39% |
False |
False |
319 |
80 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0058 |
0.8% |
39% |
False |
False |
276 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
30% |
False |
False |
238 |
120 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0056 |
0.7% |
41% |
False |
False |
204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7813 |
2.618 |
0.7768 |
1.618 |
0.7741 |
1.000 |
0.7724 |
0.618 |
0.7713 |
HIGH |
0.7697 |
0.618 |
0.7686 |
0.500 |
0.7683 |
0.382 |
0.7680 |
LOW |
0.7669 |
0.618 |
0.7652 |
1.000 |
0.7642 |
1.618 |
0.7625 |
2.618 |
0.7597 |
4.250 |
0.7552 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7684 |
0.7733 |
PP |
0.7684 |
0.7717 |
S1 |
0.7683 |
0.7701 |
|