CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 31-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
0.7688 |
0.7639 |
-0.0050 |
-0.6% |
0.7760 |
High |
0.7689 |
0.7649 |
-0.0040 |
-0.5% |
0.7798 |
Low |
0.7637 |
0.7612 |
-0.0025 |
-0.3% |
0.7690 |
Close |
0.7648 |
0.7628 |
-0.0020 |
-0.3% |
0.7691 |
Range |
0.0052 |
0.0037 |
-0.0015 |
-29.5% |
0.0108 |
ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
429 |
1,234 |
805 |
187.6% |
1,912 |
|
Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7741 |
0.7721 |
0.7648 |
|
R3 |
0.7704 |
0.7684 |
0.7638 |
|
R2 |
0.7667 |
0.7667 |
0.7635 |
|
R1 |
0.7647 |
0.7647 |
0.7631 |
0.7639 |
PP |
0.7630 |
0.7630 |
0.7630 |
0.7625 |
S1 |
0.7610 |
0.7610 |
0.7625 |
0.7602 |
S2 |
0.7593 |
0.7593 |
0.7621 |
|
S3 |
0.7556 |
0.7573 |
0.7618 |
|
S4 |
0.7519 |
0.7536 |
0.7608 |
|
|
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 |
0.7612 |
0.0185 |
2.4% |
0.0050 |
0.7% |
9% |
False |
True |
554 |
10 |
0.7838 |
0.7612 |
0.0226 |
3.0% |
0.0049 |
0.6% |
7% |
False |
True |
639 |
20 |
0.7838 |
0.7581 |
0.0258 |
3.4% |
0.0054 |
0.7% |
18% |
False |
False |
475 |
40 |
0.7838 |
0.7550 |
0.0288 |
3.8% |
0.0058 |
0.8% |
27% |
False |
False |
340 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0060 |
0.8% |
22% |
False |
False |
337 |
80 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0058 |
0.8% |
22% |
False |
False |
294 |
100 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
17% |
False |
False |
254 |
120 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0056 |
0.7% |
29% |
False |
False |
217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7806 |
2.618 |
0.7746 |
1.618 |
0.7709 |
1.000 |
0.7686 |
0.618 |
0.7672 |
HIGH |
0.7649 |
0.618 |
0.7635 |
0.500 |
0.7631 |
0.382 |
0.7626 |
LOW |
0.7612 |
0.618 |
0.7589 |
1.000 |
0.7575 |
1.618 |
0.7552 |
2.618 |
0.7515 |
4.250 |
0.7455 |
|
|
Fisher Pivots for day following 31-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7631 |
0.7654 |
PP |
0.7630 |
0.7646 |
S1 |
0.7629 |
0.7637 |
|