CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7729 |
0.0051 |
0.7% |
0.7782 |
| High |
0.7734 |
0.7745 |
0.0011 |
0.1% |
0.7889 |
| Low |
0.7668 |
0.7683 |
0.0015 |
0.2% |
0.7635 |
| Close |
0.7704 |
0.7712 |
0.0008 |
0.1% |
0.7711 |
| Range |
0.0066 |
0.0062 |
-0.0004 |
-6.1% |
0.0254 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
51,529 |
70,346 |
18,817 |
36.5% |
308,295 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7899 |
0.7868 |
0.7746 |
|
| R3 |
0.7837 |
0.7806 |
0.7729 |
|
| R2 |
0.7775 |
0.7775 |
0.7723 |
|
| R1 |
0.7744 |
0.7744 |
0.7718 |
0.7729 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7706 |
| S1 |
0.7682 |
0.7682 |
0.7706 |
0.7667 |
| S2 |
0.7651 |
0.7651 |
0.7701 |
|
| S3 |
0.7589 |
0.7620 |
0.7695 |
|
| S4 |
0.7527 |
0.7558 |
0.7678 |
|
|
| 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 |
0.7848 |
0.7621 |
0.0227 |
2.9% |
0.0100 |
1.3% |
40% |
False |
False |
67,227 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0083 |
1.1% |
34% |
False |
False |
60,245 |
| 20 |
0.7902 |
0.7621 |
0.0281 |
3.6% |
0.0080 |
1.0% |
32% |
False |
False |
54,562 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0069 |
0.9% |
40% |
False |
False |
27,747 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
29% |
False |
False |
18,578 |
| 80 |
0.8018 |
0.7450 |
0.0568 |
7.4% |
0.0070 |
0.9% |
46% |
False |
False |
13,963 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0068 |
0.9% |
65% |
False |
False |
11,177 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0066 |
0.9% |
74% |
False |
False |
9,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7907 |
|
1.618 |
0.7845 |
|
1.000 |
0.7807 |
|
0.618 |
0.7783 |
|
HIGH |
0.7745 |
|
0.618 |
0.7721 |
|
0.500 |
0.7714 |
|
0.382 |
0.7707 |
|
LOW |
0.7683 |
|
0.618 |
0.7645 |
|
1.000 |
0.7621 |
|
1.618 |
0.7583 |
|
2.618 |
0.7521 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7714 |
0.7704 |
| PP |
0.7713 |
0.7696 |
| S1 |
0.7713 |
0.7688 |
|