CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7620 |
-0.0050 |
-0.7% |
0.7611 |
| High |
0.7678 |
0.7691 |
0.0013 |
0.2% |
0.7694 |
| Low |
0.7619 |
0.7611 |
-0.0009 |
-0.1% |
0.7546 |
| Close |
0.7636 |
0.7642 |
0.0006 |
0.1% |
0.7669 |
| Range |
0.0059 |
0.0081 |
0.0022 |
36.4% |
0.0148 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
0.8% |
0.0000 |
| Volume |
40,005 |
80,180 |
40,175 |
100.4% |
310,730 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7846 |
0.7686 |
|
| R3 |
0.7809 |
0.7766 |
0.7664 |
|
| R2 |
0.7728 |
0.7728 |
0.7657 |
|
| R1 |
0.7685 |
0.7685 |
0.7649 |
0.7707 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7659 |
| S1 |
0.7605 |
0.7605 |
0.7635 |
0.7626 |
| S2 |
0.7567 |
0.7567 |
0.7627 |
|
| S3 |
0.7487 |
0.7524 |
0.7620 |
|
| S4 |
0.7406 |
0.7444 |
0.7598 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8022 |
0.7750 |
|
| R3 |
0.7932 |
0.7874 |
0.7709 |
|
| R2 |
0.7784 |
0.7784 |
0.7696 |
|
| R1 |
0.7726 |
0.7726 |
0.7682 |
0.7755 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7651 |
| S1 |
0.7578 |
0.7578 |
0.7655 |
0.7607 |
| S2 |
0.7488 |
0.7488 |
0.7641 |
|
| S3 |
0.7340 |
0.7430 |
0.7628 |
|
| S4 |
0.7192 |
0.7282 |
0.7587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7694 |
0.7546 |
0.0148 |
1.9% |
0.0077 |
1.0% |
65% |
False |
False |
64,578 |
| 10 |
0.7694 |
0.7546 |
0.0148 |
1.9% |
0.0067 |
0.9% |
65% |
False |
False |
60,227 |
| 20 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0070 |
0.9% |
42% |
False |
False |
62,232 |
| 40 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0074 |
1.0% |
27% |
False |
False |
60,699 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0070 |
0.9% |
27% |
False |
False |
41,093 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
20% |
False |
False |
30,882 |
| 100 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0070 |
0.9% |
32% |
False |
False |
24,729 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0069 |
0.9% |
57% |
False |
False |
20,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8033 |
|
2.618 |
0.7902 |
|
1.618 |
0.7821 |
|
1.000 |
0.7772 |
|
0.618 |
0.7741 |
|
HIGH |
0.7691 |
|
0.618 |
0.7660 |
|
0.500 |
0.7651 |
|
0.382 |
0.7641 |
|
LOW |
0.7611 |
|
0.618 |
0.7561 |
|
1.000 |
0.7530 |
|
1.618 |
0.7480 |
|
2.618 |
0.7400 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7641 |
| PP |
0.7648 |
0.7641 |
| S1 |
0.7645 |
0.7640 |
|