CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7702 |
-0.0044 |
-0.6% |
0.7664 |
| High |
0.7795 |
0.7724 |
-0.0071 |
-0.9% |
0.7774 |
| Low |
0.7682 |
0.7659 |
-0.0023 |
-0.3% |
0.7621 |
| Close |
0.7701 |
0.7719 |
0.0018 |
0.2% |
0.7744 |
| Range |
0.0113 |
0.0065 |
-0.0048 |
-42.5% |
0.0153 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
71,386 |
63,115 |
-8,271 |
-11.6% |
278,124 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7872 |
0.7755 |
|
| R3 |
0.7831 |
0.7807 |
0.7737 |
|
| R2 |
0.7766 |
0.7766 |
0.7731 |
|
| R1 |
0.7742 |
0.7742 |
0.7725 |
0.7754 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7707 |
| S1 |
0.7677 |
0.7677 |
0.7713 |
0.7689 |
| S2 |
0.7636 |
0.7636 |
0.7707 |
|
| S3 |
0.7571 |
0.7612 |
0.7701 |
|
| S4 |
0.7506 |
0.7547 |
0.7683 |
|
|
| 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 |
0.7659 |
0.0136 |
1.8% |
0.0074 |
1.0% |
44% |
False |
True |
59,289 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0090 |
1.2% |
37% |
False |
False |
62,667 |
| 20 |
0.7902 |
0.7621 |
0.0281 |
3.6% |
0.0078 |
1.0% |
35% |
False |
False |
61,187 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0071 |
0.9% |
42% |
False |
False |
32,089 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
31% |
False |
False |
21,483 |
| 80 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0070 |
0.9% |
46% |
False |
False |
16,140 |
| 100 |
0.8018 |
0.7174 |
0.0844 |
10.9% |
0.0068 |
0.9% |
65% |
False |
False |
12,922 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0067 |
0.9% |
75% |
False |
False |
10,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8000 |
|
2.618 |
0.7894 |
|
1.618 |
0.7829 |
|
1.000 |
0.7789 |
|
0.618 |
0.7764 |
|
HIGH |
0.7724 |
|
0.618 |
0.7699 |
|
0.500 |
0.7692 |
|
0.382 |
0.7684 |
|
LOW |
0.7659 |
|
0.618 |
0.7619 |
|
1.000 |
0.7594 |
|
1.618 |
0.7554 |
|
2.618 |
0.7489 |
|
4.250 |
0.7383 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7710 |
0.7727 |
| PP |
0.7701 |
0.7724 |
| S1 |
0.7692 |
0.7722 |
|