CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 29-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7645 |
0.7678 |
0.0033 |
0.4% |
0.7782 |
High |
0.7713 |
0.7734 |
0.0021 |
0.3% |
0.7889 |
Low |
0.7630 |
0.7668 |
0.0038 |
0.5% |
0.7635 |
Close |
0.7663 |
0.7704 |
0.0041 |
0.5% |
0.7711 |
Range |
0.0083 |
0.0066 |
-0.0017 |
-20.5% |
0.0254 |
ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
54,188 |
51,529 |
-2,659 |
-4.9% |
308,295 |
|
Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7900 |
0.7868 |
0.7740 |
|
R3 |
0.7834 |
0.7802 |
0.7722 |
|
R2 |
0.7768 |
0.7768 |
0.7716 |
|
R1 |
0.7736 |
0.7736 |
0.7710 |
0.7752 |
PP |
0.7702 |
0.7702 |
0.7702 |
0.7710 |
S1 |
0.7670 |
0.7670 |
0.7698 |
0.7686 |
S2 |
0.7636 |
0.7636 |
0.7692 |
|
S3 |
0.7570 |
0.7604 |
0.7686 |
|
S4 |
0.7504 |
0.7538 |
0.7668 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8507 |
0.8363 |
0.7851 |
|
R3 |
0.8253 |
0.8109 |
0.7781 |
|
R2 |
0.7999 |
0.7999 |
0.7758 |
|
R1 |
0.7855 |
0.7855 |
0.7734 |
0.7800 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7718 |
S1 |
0.7601 |
0.7601 |
0.7688 |
0.7546 |
S2 |
0.7491 |
0.7491 |
0.7664 |
|
S3 |
0.7237 |
0.7347 |
0.7641 |
|
S4 |
0.6983 |
0.7093 |
0.7571 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0105 |
1.4% |
31% |
False |
False |
65,881 |
10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0088 |
1.1% |
31% |
False |
False |
61,436 |
20 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0079 |
1.0% |
32% |
False |
False |
51,153 |
40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0070 |
0.9% |
37% |
False |
False |
25,995 |
60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
27% |
False |
False |
17,407 |
80 |
0.8018 |
0.7450 |
0.0568 |
7.4% |
0.0070 |
0.9% |
45% |
False |
False |
13,086 |
100 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0068 |
0.9% |
64% |
False |
False |
10,474 |
120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0066 |
0.9% |
73% |
False |
False |
8,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8015 |
2.618 |
0.7907 |
1.618 |
0.7841 |
1.000 |
0.7800 |
0.618 |
0.7775 |
HIGH |
0.7734 |
0.618 |
0.7709 |
0.500 |
0.7701 |
0.382 |
0.7693 |
LOW |
0.7668 |
0.618 |
0.7627 |
1.000 |
0.7602 |
1.618 |
0.7561 |
2.618 |
0.7495 |
4.250 |
0.7388 |
|
|
Fisher Pivots for day following 29-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7703 |
0.7695 |
PP |
0.7702 |
0.7686 |
S1 |
0.7701 |
0.7678 |
|