CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7724 |
-0.0001 |
0.0% |
0.7665 |
| High |
0.7736 |
0.7731 |
-0.0005 |
-0.1% |
0.7776 |
| Low |
0.7680 |
0.7661 |
-0.0019 |
-0.2% |
0.7611 |
| Close |
0.7724 |
0.7680 |
-0.0045 |
-0.6% |
0.7728 |
| Range |
0.0057 |
0.0070 |
0.0014 |
23.9% |
0.0165 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
46,962 |
50,049 |
3,087 |
6.6% |
355,151 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7860 |
0.7718 |
|
| R3 |
0.7831 |
0.7790 |
0.7699 |
|
| R2 |
0.7761 |
0.7761 |
0.7692 |
|
| R1 |
0.7720 |
0.7720 |
0.7686 |
0.7705 |
| PP |
0.7691 |
0.7691 |
0.7691 |
0.7683 |
| S1 |
0.7650 |
0.7650 |
0.7673 |
0.7635 |
| S2 |
0.7621 |
0.7621 |
0.7667 |
|
| S3 |
0.7551 |
0.7580 |
0.7660 |
|
| S4 |
0.7481 |
0.7510 |
0.7641 |
|
|
| 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 |
0.7643 |
0.0133 |
1.7% |
0.0073 |
1.0% |
28% |
False |
False |
61,654 |
| 10 |
0.7776 |
0.7611 |
0.0165 |
2.1% |
0.0073 |
1.0% |
42% |
False |
False |
64,237 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0080 |
1.0% |
25% |
False |
False |
62,484 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0074 |
1.0% |
29% |
False |
False |
46,454 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
21% |
False |
False |
31,088 |
| 80 |
0.8018 |
0.7542 |
0.0476 |
6.2% |
0.0071 |
0.9% |
29% |
False |
False |
23,367 |
| 100 |
0.8018 |
0.7382 |
0.0636 |
8.3% |
0.0069 |
0.9% |
47% |
False |
False |
18,713 |
| 120 |
0.8018 |
0.7100 |
0.0918 |
12.0% |
0.0069 |
0.9% |
63% |
False |
False |
15,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7914 |
|
1.618 |
0.7844 |
|
1.000 |
0.7801 |
|
0.618 |
0.7774 |
|
HIGH |
0.7731 |
|
0.618 |
0.7704 |
|
0.500 |
0.7696 |
|
0.382 |
0.7688 |
|
LOW |
0.7661 |
|
0.618 |
0.7618 |
|
1.000 |
0.7591 |
|
1.618 |
0.7548 |
|
2.618 |
0.7478 |
|
4.250 |
0.7364 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7718 |
| PP |
0.7691 |
0.7705 |
| S1 |
0.7685 |
0.7692 |
|