CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7670 |
0.0046 |
0.6% |
0.7746 |
| High |
0.7706 |
0.7732 |
0.0026 |
0.3% |
0.7795 |
| Low |
0.7615 |
0.7643 |
0.0029 |
0.4% |
0.7639 |
| Close |
0.7681 |
0.7715 |
0.0035 |
0.4% |
0.7666 |
| Range |
0.0091 |
0.0089 |
-0.0003 |
-2.7% |
0.0156 |
| ATR |
0.0079 |
0.0079 |
0.0001 |
0.9% |
0.0000 |
| Volume |
72,926 |
93,201 |
20,275 |
27.8% |
261,600 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7962 |
0.7927 |
0.7764 |
|
| R3 |
0.7874 |
0.7839 |
0.7739 |
|
| R2 |
0.7785 |
0.7785 |
0.7731 |
|
| R1 |
0.7750 |
0.7750 |
0.7723 |
0.7768 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7705 |
| S1 |
0.7662 |
0.7662 |
0.7707 |
0.7679 |
| S2 |
0.7608 |
0.7608 |
0.7699 |
|
| S3 |
0.7520 |
0.7573 |
0.7691 |
|
| S4 |
0.7431 |
0.7485 |
0.7666 |
|
|
| 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% |
0.0078 |
1.0% |
67% |
False |
False |
72,838 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0076 |
1.0% |
57% |
False |
False |
66,063 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0083 |
1.1% |
38% |
False |
False |
64,387 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0074 |
1.0% |
41% |
False |
False |
41,147 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
30% |
False |
False |
27,539 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0070 |
0.9% |
38% |
False |
False |
20,683 |
| 100 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0069 |
0.9% |
62% |
False |
False |
16,563 |
| 120 |
0.8018 |
0.6993 |
0.1025 |
13.3% |
0.0068 |
0.9% |
70% |
False |
False |
13,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.7963 |
|
1.618 |
0.7875 |
|
1.000 |
0.7820 |
|
0.618 |
0.7786 |
|
HIGH |
0.7732 |
|
0.618 |
0.7698 |
|
0.500 |
0.7687 |
|
0.382 |
0.7677 |
|
LOW |
0.7643 |
|
0.618 |
0.7588 |
|
1.000 |
0.7555 |
|
1.618 |
0.7500 |
|
2.618 |
0.7411 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7700 |
| PP |
0.7697 |
0.7686 |
| S1 |
0.7687 |
0.7671 |
|