CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7625 |
-0.0041 |
-0.5% |
0.7746 |
| High |
0.7675 |
0.7706 |
0.0031 |
0.4% |
0.7795 |
| Low |
0.7611 |
0.7615 |
0.0004 |
0.1% |
0.7639 |
| Close |
0.7616 |
0.7681 |
0.0065 |
0.9% |
0.7666 |
| Range |
0.0064 |
0.0091 |
0.0027 |
42.2% |
0.0156 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
70,964 |
72,926 |
1,962 |
2.8% |
261,600 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7901 |
0.7731 |
|
| R3 |
0.7849 |
0.7810 |
0.7706 |
|
| R2 |
0.7758 |
0.7758 |
0.7697 |
|
| R1 |
0.7719 |
0.7719 |
0.7689 |
0.7739 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7677 |
| S1 |
0.7628 |
0.7628 |
0.7672 |
0.7648 |
| S2 |
0.7576 |
0.7576 |
0.7664 |
|
| S3 |
0.7485 |
0.7537 |
0.7655 |
|
| S4 |
0.7394 |
0.7446 |
0.7630 |
|
|
| 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 |
0.7766 |
0.7611 |
0.0156 |
2.0% |
0.0073 |
1.0% |
45% |
False |
False |
66,820 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0076 |
1.0% |
38% |
False |
False |
62,162 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0080 |
1.0% |
25% |
False |
False |
62,489 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0073 |
0.9% |
30% |
False |
False |
38,829 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
22% |
False |
False |
25,990 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0070 |
0.9% |
31% |
False |
False |
19,519 |
| 100 |
0.8018 |
0.7222 |
0.0796 |
10.4% |
0.0068 |
0.9% |
58% |
False |
False |
15,631 |
| 120 |
0.8018 |
0.6922 |
0.1096 |
14.3% |
0.0068 |
0.9% |
69% |
False |
False |
13,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8092 |
|
2.618 |
0.7944 |
|
1.618 |
0.7853 |
|
1.000 |
0.7797 |
|
0.618 |
0.7762 |
|
HIGH |
0.7706 |
|
0.618 |
0.7671 |
|
0.500 |
0.7660 |
|
0.382 |
0.7649 |
|
LOW |
0.7615 |
|
0.618 |
0.7558 |
|
1.000 |
0.7524 |
|
1.618 |
0.7467 |
|
2.618 |
0.7376 |
|
4.250 |
0.7228 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7673 |
| PP |
0.7667 |
0.7666 |
| S1 |
0.7660 |
0.7658 |
|