CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7705 |
0.0035 |
0.4% |
0.7746 |
| High |
0.7732 |
0.7775 |
0.0044 |
0.6% |
0.7795 |
| Low |
0.7643 |
0.7701 |
0.0058 |
0.8% |
0.7639 |
| Close |
0.7715 |
0.7761 |
0.0046 |
0.6% |
0.7666 |
| Range |
0.0089 |
0.0075 |
-0.0014 |
-15.8% |
0.0156 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
93,201 |
60,513 |
-32,688 |
-35.1% |
261,600 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7969 |
0.7939 |
0.7801 |
|
| R3 |
0.7894 |
0.7865 |
0.7781 |
|
| R2 |
0.7820 |
0.7820 |
0.7774 |
|
| R1 |
0.7790 |
0.7790 |
0.7767 |
0.7805 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7753 |
| S1 |
0.7716 |
0.7716 |
0.7754 |
0.7731 |
| S2 |
0.7671 |
0.7671 |
0.7747 |
|
| S3 |
0.7596 |
0.7641 |
0.7740 |
|
| S4 |
0.7522 |
0.7567 |
0.7720 |
|
|
| 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 |
0.7775 |
0.7611 |
0.0165 |
2.1% |
0.0076 |
1.0% |
91% |
True |
False |
72,367 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0077 |
1.0% |
81% |
False |
False |
66,962 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0083 |
1.1% |
54% |
False |
False |
64,199 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0074 |
1.0% |
55% |
False |
False |
42,646 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
40% |
False |
False |
28,537 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0070 |
0.9% |
47% |
False |
False |
21,439 |
| 100 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0069 |
0.9% |
68% |
False |
False |
17,168 |
| 120 |
0.8018 |
0.6993 |
0.1025 |
13.2% |
0.0069 |
0.9% |
75% |
False |
False |
14,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8092 |
|
2.618 |
0.7970 |
|
1.618 |
0.7896 |
|
1.000 |
0.7850 |
|
0.618 |
0.7821 |
|
HIGH |
0.7775 |
|
0.618 |
0.7747 |
|
0.500 |
0.7738 |
|
0.382 |
0.7729 |
|
LOW |
0.7701 |
|
0.618 |
0.7654 |
|
1.000 |
0.7626 |
|
1.618 |
0.7580 |
|
2.618 |
0.7505 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7753 |
0.7739 |
| PP |
0.7745 |
0.7717 |
| S1 |
0.7738 |
0.7695 |
|