CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7716 |
0.0014 |
0.2% |
0.7664 |
| High |
0.7724 |
0.7766 |
0.0042 |
0.5% |
0.7774 |
| Low |
0.7659 |
0.7679 |
0.0020 |
0.3% |
0.7621 |
| Close |
0.7719 |
0.7680 |
-0.0039 |
-0.5% |
0.7744 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0153 |
| ATR |
0.0080 |
0.0080 |
0.0001 |
0.7% |
0.0000 |
| Volume |
63,115 |
62,865 |
-250 |
-0.4% |
278,124 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7912 |
0.7728 |
|
| R3 |
0.7882 |
0.7825 |
0.7704 |
|
| R2 |
0.7795 |
0.7795 |
0.7696 |
|
| R1 |
0.7738 |
0.7738 |
0.7688 |
0.7723 |
| PP |
0.7708 |
0.7708 |
0.7708 |
0.7701 |
| S1 |
0.7651 |
0.7651 |
0.7672 |
0.7636 |
| S2 |
0.7621 |
0.7621 |
0.7664 |
|
| S3 |
0.7534 |
0.7564 |
0.7656 |
|
| S4 |
0.7447 |
0.7477 |
0.7632 |
|
|
| 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% |
0.0079 |
1.0% |
15% |
False |
False |
61,556 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0092 |
1.2% |
22% |
False |
False |
63,718 |
| 20 |
0.7899 |
0.7621 |
0.0278 |
3.6% |
0.0079 |
1.0% |
21% |
False |
False |
62,397 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0072 |
0.9% |
30% |
False |
False |
33,647 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
22% |
False |
False |
22,529 |
| 80 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0070 |
0.9% |
39% |
False |
False |
16,925 |
| 100 |
0.8018 |
0.7200 |
0.0818 |
10.7% |
0.0069 |
0.9% |
59% |
False |
False |
13,550 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0068 |
0.9% |
71% |
False |
False |
11,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8136 |
|
2.618 |
0.7994 |
|
1.618 |
0.7907 |
|
1.000 |
0.7853 |
|
0.618 |
0.7820 |
|
HIGH |
0.7766 |
|
0.618 |
0.7733 |
|
0.500 |
0.7723 |
|
0.382 |
0.7712 |
|
LOW |
0.7679 |
|
0.618 |
0.7625 |
|
1.000 |
0.7592 |
|
1.618 |
0.7538 |
|
2.618 |
0.7451 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7723 |
0.7727 |
| PP |
0.7708 |
0.7711 |
| S1 |
0.7694 |
0.7696 |
|