CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7705 |
0.7755 |
0.0050 |
0.6% |
0.7665 |
| High |
0.7775 |
0.7776 |
0.0001 |
0.0% |
0.7776 |
| Low |
0.7701 |
0.7700 |
-0.0001 |
0.0% |
0.7611 |
| Close |
0.7761 |
0.7728 |
-0.0033 |
-0.4% |
0.7728 |
| Range |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0165 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
60,513 |
57,547 |
-2,966 |
-4.9% |
355,151 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7920 |
0.7769 |
|
| R3 |
0.7885 |
0.7844 |
0.7748 |
|
| R2 |
0.7810 |
0.7810 |
0.7741 |
|
| R1 |
0.7769 |
0.7769 |
0.7734 |
0.7752 |
| PP |
0.7734 |
0.7734 |
0.7734 |
0.7726 |
| S1 |
0.7693 |
0.7693 |
0.7721 |
0.7676 |
| S2 |
0.7659 |
0.7659 |
0.7714 |
|
| S3 |
0.7583 |
0.7618 |
0.7707 |
|
| S4 |
0.7508 |
0.7542 |
0.7686 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8129 |
0.7818 |
|
| R3 |
0.8035 |
0.7964 |
0.7773 |
|
| R2 |
0.7870 |
0.7870 |
0.7758 |
|
| R1 |
0.7799 |
0.7799 |
0.7743 |
0.7834 |
| PP |
0.7705 |
0.7705 |
0.7705 |
0.7722 |
| S1 |
0.7634 |
0.7634 |
0.7712 |
0.7669 |
| S2 |
0.7540 |
0.7540 |
0.7697 |
|
| S3 |
0.7375 |
0.7469 |
0.7682 |
|
| S4 |
0.7210 |
0.7304 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7611 |
0.0165 |
2.1% |
0.0079 |
1.0% |
71% |
True |
False |
71,030 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0078 |
1.0% |
63% |
False |
False |
65,682 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0081 |
1.0% |
42% |
False |
False |
62,963 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0074 |
1.0% |
45% |
False |
False |
44,063 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
33% |
False |
False |
29,483 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0071 |
0.9% |
41% |
False |
False |
22,158 |
| 100 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0070 |
0.9% |
64% |
False |
False |
17,743 |
| 120 |
0.8018 |
0.6993 |
0.1025 |
13.3% |
0.0069 |
0.9% |
72% |
False |
False |
14,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.7973 |
|
1.618 |
0.7898 |
|
1.000 |
0.7851 |
|
0.618 |
0.7822 |
|
HIGH |
0.7776 |
|
0.618 |
0.7747 |
|
0.500 |
0.7738 |
|
0.382 |
0.7729 |
|
LOW |
0.7700 |
|
0.618 |
0.7653 |
|
1.000 |
0.7625 |
|
1.618 |
0.7578 |
|
2.618 |
0.7502 |
|
4.250 |
0.7379 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7721 |
| PP |
0.7734 |
0.7715 |
| S1 |
0.7731 |
0.7709 |
|