CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7692 |
0.7665 |
-0.0027 |
-0.4% |
0.7746 |
| High |
0.7699 |
0.7675 |
-0.0025 |
-0.3% |
0.7795 |
| Low |
0.7639 |
0.7611 |
-0.0029 |
-0.4% |
0.7639 |
| Close |
0.7666 |
0.7616 |
-0.0051 |
-0.7% |
0.7666 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0156 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
64,234 |
70,964 |
6,730 |
10.5% |
261,600 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7785 |
0.7651 |
|
| R3 |
0.7762 |
0.7721 |
0.7633 |
|
| R2 |
0.7698 |
0.7698 |
0.7627 |
|
| R1 |
0.7657 |
0.7657 |
0.7621 |
0.7645 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7628 |
| S1 |
0.7593 |
0.7593 |
0.7610 |
0.7581 |
| S2 |
0.7570 |
0.7570 |
0.7604 |
|
| S3 |
0.7506 |
0.7529 |
0.7598 |
|
| S4 |
0.7442 |
0.7465 |
0.7580 |
|
|
| 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 |
0.7611 |
0.0185 |
2.4% |
0.0078 |
1.0% |
3% |
False |
True |
66,512 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0074 |
1.0% |
3% |
False |
True |
61,068 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.7% |
0.0078 |
1.0% |
2% |
False |
True |
61,845 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0072 |
0.9% |
9% |
False |
False |
37,015 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.7% |
0.0070 |
0.9% |
7% |
False |
False |
24,779 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0070 |
0.9% |
18% |
False |
False |
18,612 |
| 100 |
0.8018 |
0.7222 |
0.0796 |
10.5% |
0.0068 |
0.9% |
49% |
False |
False |
14,902 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0068 |
0.9% |
66% |
False |
False |
12,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7947 |
|
2.618 |
0.7842 |
|
1.618 |
0.7778 |
|
1.000 |
0.7739 |
|
0.618 |
0.7714 |
|
HIGH |
0.7675 |
|
0.618 |
0.7650 |
|
0.500 |
0.7643 |
|
0.382 |
0.7635 |
|
LOW |
0.7611 |
|
0.618 |
0.7571 |
|
1.000 |
0.7547 |
|
1.618 |
0.7507 |
|
2.618 |
0.7443 |
|
4.250 |
0.7339 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7688 |
| PP |
0.7634 |
0.7664 |
| S1 |
0.7625 |
0.7640 |
|