CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7642 |
-0.0009 |
-0.1% |
0.7725 |
| High |
0.7680 |
0.7660 |
-0.0020 |
-0.3% |
0.7736 |
| Low |
0.7634 |
0.7585 |
-0.0050 |
-0.6% |
0.7585 |
| Close |
0.7640 |
0.7607 |
-0.0033 |
-0.4% |
0.7607 |
| Range |
0.0046 |
0.0076 |
0.0030 |
64.1% |
0.0152 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.3% |
0.0000 |
| Volume |
44,900 |
75,712 |
30,812 |
68.6% |
268,368 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7801 |
0.7649 |
|
| R3 |
0.7768 |
0.7725 |
0.7628 |
|
| R2 |
0.7693 |
0.7693 |
0.7621 |
|
| R1 |
0.7650 |
0.7650 |
0.7614 |
0.7634 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7609 |
| S1 |
0.7574 |
0.7574 |
0.7600 |
0.7558 |
| S2 |
0.7542 |
0.7542 |
0.7593 |
|
| S3 |
0.7466 |
0.7499 |
0.7586 |
|
| S4 |
0.7391 |
0.7423 |
0.7565 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8004 |
0.7690 |
|
| R3 |
0.7946 |
0.7852 |
0.7649 |
|
| R2 |
0.7794 |
0.7794 |
0.7635 |
|
| R1 |
0.7701 |
0.7701 |
0.7621 |
0.7672 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7628 |
| S1 |
0.7549 |
0.7549 |
0.7593 |
0.7520 |
| S2 |
0.7491 |
0.7491 |
0.7579 |
|
| S3 |
0.7340 |
0.7398 |
0.7565 |
|
| S4 |
0.7188 |
0.7246 |
0.7524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7736 |
0.7585 |
0.0152 |
2.0% |
0.0059 |
0.8% |
15% |
False |
True |
53,673 |
| 10 |
0.7776 |
0.7585 |
0.0191 |
2.5% |
0.0069 |
0.9% |
12% |
False |
True |
62,351 |
| 20 |
0.7848 |
0.7585 |
0.0264 |
3.5% |
0.0079 |
1.0% |
9% |
False |
True |
63,066 |
| 40 |
0.7902 |
0.7585 |
0.0318 |
4.2% |
0.0074 |
1.0% |
7% |
False |
True |
50,672 |
| 60 |
0.8018 |
0.7585 |
0.0434 |
5.7% |
0.0071 |
0.9% |
5% |
False |
True |
33,937 |
| 80 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0071 |
0.9% |
8% |
False |
False |
25,506 |
| 100 |
0.8018 |
0.7417 |
0.0601 |
7.9% |
0.0070 |
0.9% |
32% |
False |
False |
20,425 |
| 120 |
0.8018 |
0.7112 |
0.0906 |
11.9% |
0.0069 |
0.9% |
55% |
False |
False |
17,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7981 |
|
2.618 |
0.7858 |
|
1.618 |
0.7782 |
|
1.000 |
0.7736 |
|
0.618 |
0.7707 |
|
HIGH |
0.7660 |
|
0.618 |
0.7631 |
|
0.500 |
0.7622 |
|
0.382 |
0.7613 |
|
LOW |
0.7585 |
|
0.618 |
0.7538 |
|
1.000 |
0.7509 |
|
1.618 |
0.7462 |
|
2.618 |
0.7387 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7635 |
| PP |
0.7617 |
0.7626 |
| S1 |
0.7612 |
0.7616 |
|