CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7727 |
0.7746 |
0.0019 |
0.2% |
0.7664 |
| High |
0.7774 |
0.7795 |
0.0021 |
0.3% |
0.7774 |
| Low |
0.7708 |
0.7682 |
-0.0026 |
-0.3% |
0.7621 |
| Close |
0.7744 |
0.7701 |
-0.0043 |
-0.6% |
0.7744 |
| Range |
0.0066 |
0.0113 |
0.0047 |
71.2% |
0.0153 |
| ATR |
0.0078 |
0.0081 |
0.0002 |
3.2% |
0.0000 |
| Volume |
40,070 |
71,386 |
31,316 |
78.2% |
278,124 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.7996 |
0.7763 |
|
| R3 |
0.7952 |
0.7883 |
0.7732 |
|
| R2 |
0.7839 |
0.7839 |
0.7722 |
|
| R1 |
0.7770 |
0.7770 |
0.7711 |
0.7748 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7715 |
| S1 |
0.7657 |
0.7657 |
0.7691 |
0.7635 |
| S2 |
0.7613 |
0.7613 |
0.7680 |
|
| S3 |
0.7500 |
0.7544 |
0.7670 |
|
| S4 |
0.7387 |
0.7431 |
0.7639 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8111 |
0.7828 |
|
| R3 |
0.8019 |
0.7958 |
0.7786 |
|
| R2 |
0.7866 |
0.7866 |
0.7772 |
|
| R1 |
0.7805 |
0.7805 |
0.7758 |
0.7836 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7728 |
| S1 |
0.7652 |
0.7652 |
0.7730 |
0.7683 |
| S2 |
0.7560 |
0.7560 |
0.7716 |
|
| S3 |
0.7407 |
0.7499 |
0.7702 |
|
| S4 |
0.7254 |
0.7346 |
0.7660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7795 |
0.7630 |
0.0165 |
2.1% |
0.0078 |
1.0% |
43% |
True |
False |
57,503 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0087 |
1.1% |
30% |
False |
False |
60,732 |
| 20 |
0.7902 |
0.7621 |
0.0281 |
3.6% |
0.0078 |
1.0% |
28% |
False |
False |
59,166 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0071 |
0.9% |
36% |
False |
False |
30,524 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
26% |
False |
False |
20,432 |
| 80 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0070 |
0.9% |
43% |
False |
False |
15,353 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0068 |
0.9% |
63% |
False |
False |
12,291 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0067 |
0.9% |
73% |
False |
False |
10,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8275 |
|
2.618 |
0.8091 |
|
1.618 |
0.7978 |
|
1.000 |
0.7908 |
|
0.618 |
0.7865 |
|
HIGH |
0.7795 |
|
0.618 |
0.7752 |
|
0.500 |
0.7739 |
|
0.382 |
0.7725 |
|
LOW |
0.7682 |
|
0.618 |
0.7612 |
|
1.000 |
0.7569 |
|
1.618 |
0.7499 |
|
2.618 |
0.7386 |
|
4.250 |
0.7202 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7739 |
| PP |
0.7726 |
0.7726 |
| S1 |
0.7714 |
0.7714 |
|