CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7680 |
0.7651 |
-0.0029 |
-0.4% |
0.7665 |
| High |
0.7685 |
0.7680 |
-0.0005 |
-0.1% |
0.7776 |
| Low |
0.7637 |
0.7634 |
-0.0003 |
0.0% |
0.7611 |
| Close |
0.7658 |
0.7640 |
-0.0018 |
-0.2% |
0.7728 |
| Range |
0.0049 |
0.0046 |
-0.0003 |
-5.2% |
0.0165 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
50,745 |
44,900 |
-5,845 |
-11.5% |
355,151 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7760 |
0.7665 |
|
| R3 |
0.7743 |
0.7714 |
0.7652 |
|
| R2 |
0.7697 |
0.7697 |
0.7648 |
|
| R1 |
0.7668 |
0.7668 |
0.7644 |
0.7660 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7647 |
| S1 |
0.7622 |
0.7622 |
0.7635 |
0.7614 |
| S2 |
0.7605 |
0.7605 |
0.7631 |
|
| S3 |
0.7559 |
0.7576 |
0.7627 |
|
| S4 |
0.7513 |
0.7530 |
0.7614 |
|
|
| 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 |
0.7634 |
0.0142 |
1.9% |
0.0059 |
0.8% |
4% |
False |
True |
50,040 |
| 10 |
0.7776 |
0.7611 |
0.0165 |
2.2% |
0.0067 |
0.9% |
18% |
False |
False |
61,204 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0080 |
1.0% |
10% |
False |
False |
62,461 |
| 40 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0074 |
1.0% |
10% |
False |
False |
48,796 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
12% |
False |
False |
32,679 |
| 80 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0070 |
0.9% |
16% |
False |
False |
24,561 |
| 100 |
0.8018 |
0.7396 |
0.0622 |
8.1% |
0.0070 |
0.9% |
39% |
False |
False |
19,669 |
| 120 |
0.8018 |
0.7112 |
0.0906 |
11.9% |
0.0068 |
0.9% |
58% |
False |
False |
16,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7876 |
|
2.618 |
0.7800 |
|
1.618 |
0.7754 |
|
1.000 |
0.7726 |
|
0.618 |
0.7708 |
|
HIGH |
0.7680 |
|
0.618 |
0.7662 |
|
0.500 |
0.7657 |
|
0.382 |
0.7652 |
|
LOW |
0.7634 |
|
0.618 |
0.7606 |
|
1.000 |
0.7588 |
|
1.618 |
0.7560 |
|
2.618 |
0.7514 |
|
4.250 |
0.7439 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7683 |
| PP |
0.7651 |
0.7668 |
| S1 |
0.7645 |
0.7654 |
|