CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7755 |
0.7725 |
-0.0030 |
-0.4% |
0.7665 |
| High |
0.7776 |
0.7736 |
-0.0040 |
-0.5% |
0.7776 |
| Low |
0.7700 |
0.7680 |
-0.0021 |
-0.3% |
0.7611 |
| Close |
0.7728 |
0.7724 |
-0.0004 |
0.0% |
0.7728 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.2% |
0.0165 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
57,547 |
46,962 |
-10,585 |
-18.4% |
355,151 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7860 |
0.7755 |
|
| R3 |
0.7826 |
0.7803 |
0.7740 |
|
| R2 |
0.7770 |
0.7770 |
0.7734 |
|
| R1 |
0.7747 |
0.7747 |
0.7729 |
0.7730 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7705 |
| S1 |
0.7690 |
0.7690 |
0.7719 |
0.7674 |
| S2 |
0.7657 |
0.7657 |
0.7714 |
|
| S3 |
0.7600 |
0.7634 |
0.7708 |
|
| S4 |
0.7544 |
0.7577 |
0.7693 |
|
|
| 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 |
0.7615 |
0.0161 |
2.1% |
0.0077 |
1.0% |
68% |
False |
False |
66,229 |
| 10 |
0.7795 |
0.7611 |
0.0185 |
2.4% |
0.0078 |
1.0% |
62% |
False |
False |
66,371 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0080 |
1.0% |
41% |
False |
False |
62,506 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0073 |
0.9% |
43% |
False |
False |
45,219 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
32% |
False |
False |
30,259 |
| 80 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0070 |
0.9% |
40% |
False |
False |
22,744 |
| 100 |
0.8018 |
0.7320 |
0.0698 |
9.0% |
0.0069 |
0.9% |
58% |
False |
False |
18,213 |
| 120 |
0.8018 |
0.7089 |
0.0929 |
12.0% |
0.0068 |
0.9% |
68% |
False |
False |
15,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7976 |
|
2.618 |
0.7884 |
|
1.618 |
0.7827 |
|
1.000 |
0.7793 |
|
0.618 |
0.7771 |
|
HIGH |
0.7736 |
|
0.618 |
0.7714 |
|
0.500 |
0.7708 |
|
0.382 |
0.7701 |
|
LOW |
0.7680 |
|
0.618 |
0.7645 |
|
1.000 |
0.7623 |
|
1.618 |
0.7588 |
|
2.618 |
0.7532 |
|
4.250 |
0.7439 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7728 |
| PP |
0.7713 |
0.7726 |
| S1 |
0.7708 |
0.7725 |
|