CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7723 |
0.0024 |
0.3% |
0.7585 |
| High |
0.7739 |
0.7752 |
0.0013 |
0.2% |
0.7739 |
| Low |
0.7699 |
0.7707 |
0.0009 |
0.1% |
0.7582 |
| Close |
0.7722 |
0.7745 |
0.0023 |
0.3% |
0.7722 |
| Range |
0.0041 |
0.0045 |
0.0004 |
9.9% |
0.0158 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
60,831 |
41,029 |
-19,802 |
-32.6% |
321,905 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7851 |
0.7769 |
|
| R3 |
0.7823 |
0.7806 |
0.7757 |
|
| R2 |
0.7779 |
0.7779 |
0.7753 |
|
| R1 |
0.7762 |
0.7762 |
0.7749 |
0.7770 |
| PP |
0.7734 |
0.7734 |
0.7734 |
0.7739 |
| S1 |
0.7717 |
0.7717 |
0.7740 |
0.7726 |
| S2 |
0.7690 |
0.7690 |
0.7736 |
|
| S3 |
0.7645 |
0.7673 |
0.7732 |
|
| S4 |
0.7601 |
0.7628 |
0.7720 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8095 |
0.7808 |
|
| R3 |
0.7996 |
0.7937 |
0.7765 |
|
| R2 |
0.7838 |
0.7838 |
0.7750 |
|
| R1 |
0.7780 |
0.7780 |
0.7736 |
0.7809 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7695 |
| S1 |
0.7622 |
0.7622 |
0.7707 |
0.7652 |
| S2 |
0.7523 |
0.7523 |
0.7693 |
|
| S3 |
0.7366 |
0.7465 |
0.7678 |
|
| S4 |
0.7208 |
0.7307 |
0.7635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7752 |
0.7583 |
0.0169 |
2.2% |
0.0057 |
0.7% |
96% |
True |
False |
62,530 |
| 10 |
0.7752 |
0.7577 |
0.0175 |
2.3% |
0.0061 |
0.8% |
96% |
True |
False |
64,979 |
| 20 |
0.7752 |
0.7546 |
0.0206 |
2.7% |
0.0063 |
0.8% |
97% |
True |
False |
61,096 |
| 40 |
0.7889 |
0.7546 |
0.0343 |
4.4% |
0.0072 |
0.9% |
58% |
False |
False |
61,801 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0070 |
0.9% |
56% |
False |
False |
50,511 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0068 |
0.9% |
42% |
False |
False |
37,968 |
| 100 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0069 |
0.9% |
44% |
False |
False |
30,414 |
| 120 |
0.8018 |
0.7320 |
0.0698 |
9.0% |
0.0068 |
0.9% |
61% |
False |
False |
25,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7868 |
|
1.618 |
0.7824 |
|
1.000 |
0.7796 |
|
0.618 |
0.7779 |
|
HIGH |
0.7752 |
|
0.618 |
0.7735 |
|
0.500 |
0.7729 |
|
0.382 |
0.7724 |
|
LOW |
0.7707 |
|
0.618 |
0.7679 |
|
1.000 |
0.7663 |
|
1.618 |
0.7635 |
|
2.618 |
0.7590 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7730 |
| PP |
0.7734 |
0.7715 |
| S1 |
0.7729 |
0.7700 |
|