CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7692 |
-0.0024 |
-0.3% |
0.7746 |
| High |
0.7766 |
0.7699 |
-0.0067 |
-0.9% |
0.7795 |
| Low |
0.7679 |
0.7639 |
-0.0040 |
-0.5% |
0.7639 |
| Close |
0.7680 |
0.7666 |
-0.0014 |
-0.2% |
0.7666 |
| Range |
0.0087 |
0.0060 |
-0.0027 |
-31.0% |
0.0156 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
62,865 |
64,234 |
1,369 |
2.2% |
261,600 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7848 |
0.7817 |
0.7699 |
|
| R3 |
0.7788 |
0.7757 |
0.7683 |
|
| R2 |
0.7728 |
0.7728 |
0.7677 |
|
| R1 |
0.7697 |
0.7697 |
0.7672 |
0.7683 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7661 |
| S1 |
0.7637 |
0.7637 |
0.7661 |
0.7623 |
| S2 |
0.7608 |
0.7608 |
0.7655 |
|
| S3 |
0.7548 |
0.7577 |
0.7650 |
|
| S4 |
0.7488 |
0.7517 |
0.7633 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8168 |
0.8073 |
0.7752 |
|
| R3 |
0.8012 |
0.7917 |
0.7709 |
|
| R2 |
0.7856 |
0.7856 |
0.7695 |
|
| R1 |
0.7761 |
0.7761 |
0.7680 |
0.7731 |
| PP |
0.7700 |
0.7700 |
0.7700 |
0.7685 |
| S1 |
0.7605 |
0.7605 |
0.7652 |
0.7575 |
| S2 |
0.7544 |
0.7544 |
0.7637 |
|
| S3 |
0.7388 |
0.7449 |
0.7623 |
|
| S4 |
0.7232 |
0.7293 |
0.7580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7795 |
0.7639 |
0.0156 |
2.0% |
0.0078 |
1.0% |
17% |
False |
True |
60,334 |
| 10 |
0.7848 |
0.7621 |
0.0227 |
3.0% |
0.0089 |
1.2% |
20% |
False |
False |
63,780 |
| 20 |
0.7899 |
0.7621 |
0.0278 |
3.6% |
0.0079 |
1.0% |
16% |
False |
False |
62,679 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0072 |
0.9% |
25% |
False |
False |
35,245 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
18% |
False |
False |
23,597 |
| 80 |
0.8018 |
0.7476 |
0.0542 |
7.1% |
0.0071 |
0.9% |
35% |
False |
False |
17,728 |
| 100 |
0.8018 |
0.7216 |
0.0802 |
10.5% |
0.0068 |
0.9% |
56% |
False |
False |
14,192 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0068 |
0.9% |
70% |
False |
False |
11,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7856 |
|
1.618 |
0.7796 |
|
1.000 |
0.7759 |
|
0.618 |
0.7736 |
|
HIGH |
0.7699 |
|
0.618 |
0.7676 |
|
0.500 |
0.7669 |
|
0.382 |
0.7662 |
|
LOW |
0.7639 |
|
0.618 |
0.7602 |
|
1.000 |
0.7579 |
|
1.618 |
0.7542 |
|
2.618 |
0.7482 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7669 |
0.7703 |
| PP |
0.7668 |
0.7690 |
| S1 |
0.7667 |
0.7678 |
|