CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7729 |
-0.0042 |
-0.5% |
0.7723 |
| High |
0.7771 |
0.7778 |
0.0007 |
0.1% |
0.7836 |
| Low |
0.7713 |
0.7725 |
0.0012 |
0.2% |
0.7707 |
| Close |
0.7722 |
0.7747 |
0.0025 |
0.3% |
0.7777 |
| Range |
0.0058 |
0.0053 |
-0.0006 |
-9.5% |
0.0129 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
57,844 |
49,910 |
-7,934 |
-13.7% |
296,329 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7880 |
0.7776 |
|
| R3 |
0.7855 |
0.7827 |
0.7761 |
|
| R2 |
0.7802 |
0.7802 |
0.7757 |
|
| R1 |
0.7775 |
0.7775 |
0.7752 |
0.7789 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7757 |
| S1 |
0.7722 |
0.7722 |
0.7742 |
0.7736 |
| S2 |
0.7697 |
0.7697 |
0.7737 |
|
| S3 |
0.7645 |
0.7670 |
0.7733 |
|
| S4 |
0.7592 |
0.7617 |
0.7718 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8098 |
0.7848 |
|
| R3 |
0.8031 |
0.7969 |
0.7812 |
|
| R2 |
0.7902 |
0.7902 |
0.7801 |
|
| R1 |
0.7840 |
0.7840 |
0.7789 |
0.7871 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7789 |
| S1 |
0.7711 |
0.7711 |
0.7765 |
0.7742 |
| S2 |
0.7644 |
0.7644 |
0.7753 |
|
| S3 |
0.7515 |
0.7582 |
0.7742 |
|
| S4 |
0.7386 |
0.7453 |
0.7706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7713 |
0.0123 |
1.6% |
0.0059 |
0.8% |
28% |
False |
False |
57,447 |
| 10 |
0.7836 |
0.7623 |
0.0214 |
2.8% |
0.0061 |
0.8% |
58% |
False |
False |
61,447 |
| 20 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0065 |
0.8% |
69% |
False |
False |
62,777 |
| 40 |
0.7836 |
0.7546 |
0.0290 |
3.7% |
0.0067 |
0.9% |
69% |
False |
False |
61,620 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.6% |
0.0071 |
0.9% |
56% |
False |
False |
56,451 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
43% |
False |
False |
42,494 |
| 100 |
0.8018 |
0.7546 |
0.0472 |
6.1% |
0.0069 |
0.9% |
43% |
False |
False |
34,037 |
| 120 |
0.8018 |
0.7438 |
0.0580 |
7.5% |
0.0069 |
0.9% |
53% |
False |
False |
28,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7915 |
|
1.618 |
0.7862 |
|
1.000 |
0.7830 |
|
0.618 |
0.7810 |
|
HIGH |
0.7778 |
|
0.618 |
0.7757 |
|
0.500 |
0.7751 |
|
0.382 |
0.7745 |
|
LOW |
0.7725 |
|
0.618 |
0.7693 |
|
1.000 |
0.7673 |
|
1.618 |
0.7640 |
|
2.618 |
0.7588 |
|
4.250 |
0.7502 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7751 |
0.7772 |
| PP |
0.7750 |
0.7763 |
| S1 |
0.7748 |
0.7755 |
|