CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7690 |
0.7688 |
-0.0002 |
0.0% |
0.7760 |
| High |
0.7697 |
0.7689 |
-0.0008 |
-0.1% |
0.7798 |
| Low |
0.7669 |
0.7637 |
-0.0033 |
-0.4% |
0.7690 |
| Close |
0.7685 |
0.7648 |
-0.0037 |
-0.5% |
0.7691 |
| Range |
0.0027 |
0.0052 |
0.0025 |
90.9% |
0.0108 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
244 |
429 |
185 |
75.8% |
1,912 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7784 |
0.7677 |
|
| R3 |
0.7763 |
0.7732 |
0.7662 |
|
| R2 |
0.7710 |
0.7710 |
0.7658 |
|
| R1 |
0.7679 |
0.7679 |
0.7653 |
0.7669 |
| PP |
0.7658 |
0.7658 |
0.7658 |
0.7653 |
| S1 |
0.7627 |
0.7627 |
0.7643 |
0.7616 |
| S2 |
0.7605 |
0.7605 |
0.7638 |
|
| S3 |
0.7553 |
0.7574 |
0.7634 |
|
| S4 |
0.7500 |
0.7522 |
0.7619 |
|
|
| 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 |
0.7637 |
0.0161 |
2.1% |
0.0049 |
0.6% |
7% |
False |
True |
393 |
| 10 |
0.7838 |
0.7637 |
0.0201 |
2.6% |
0.0050 |
0.7% |
6% |
False |
True |
540 |
| 20 |
0.7838 |
0.7581 |
0.0258 |
3.4% |
0.0055 |
0.7% |
26% |
False |
False |
427 |
| 40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0059 |
0.8% |
34% |
False |
False |
313 |
| 60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
28% |
False |
False |
324 |
| 80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0058 |
0.8% |
28% |
False |
False |
280 |
| 100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
22% |
False |
False |
242 |
| 120 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0056 |
0.7% |
32% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7912 |
|
2.618 |
0.7826 |
|
1.618 |
0.7774 |
|
1.000 |
0.7741 |
|
0.618 |
0.7721 |
|
HIGH |
0.7689 |
|
0.618 |
0.7669 |
|
0.500 |
0.7663 |
|
0.382 |
0.7657 |
|
LOW |
0.7637 |
|
0.618 |
0.7604 |
|
1.000 |
0.7584 |
|
1.618 |
0.7552 |
|
2.618 |
0.7499 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7717 |
| PP |
0.7658 |
0.7694 |
| S1 |
0.7653 |
0.7671 |
|