CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7642 |
0.7611 |
-0.0031 |
-0.4% |
0.7725 |
| High |
0.7660 |
0.7621 |
-0.0040 |
-0.5% |
0.7736 |
| Low |
0.7585 |
0.7553 |
-0.0032 |
-0.4% |
0.7585 |
| Close |
0.7607 |
0.7566 |
-0.0042 |
-0.5% |
0.7607 |
| Range |
0.0076 |
0.0068 |
-0.0008 |
-9.9% |
0.0152 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
75,712 |
48,147 |
-27,565 |
-36.4% |
268,368 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7743 |
0.7603 |
|
| R3 |
0.7716 |
0.7675 |
0.7584 |
|
| R2 |
0.7648 |
0.7648 |
0.7578 |
|
| R1 |
0.7607 |
0.7607 |
0.7572 |
0.7593 |
| PP |
0.7580 |
0.7580 |
0.7580 |
0.7573 |
| S1 |
0.7539 |
0.7539 |
0.7559 |
0.7525 |
| S2 |
0.7512 |
0.7512 |
0.7553 |
|
| S3 |
0.7444 |
0.7471 |
0.7547 |
|
| S4 |
0.7376 |
0.7403 |
0.7528 |
|
|
| 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 |
0.7731 |
0.7553 |
0.0179 |
2.4% |
0.0062 |
0.8% |
7% |
False |
True |
53,910 |
| 10 |
0.7776 |
0.7553 |
0.0223 |
2.9% |
0.0069 |
0.9% |
6% |
False |
True |
60,070 |
| 20 |
0.7795 |
0.7553 |
0.0243 |
3.2% |
0.0072 |
0.9% |
5% |
False |
True |
60,569 |
| 40 |
0.7902 |
0.7553 |
0.0350 |
4.6% |
0.0074 |
1.0% |
4% |
False |
True |
51,804 |
| 60 |
0.8018 |
0.7553 |
0.0466 |
6.2% |
0.0071 |
0.9% |
3% |
False |
True |
34,737 |
| 80 |
0.8018 |
0.7553 |
0.0466 |
6.2% |
0.0070 |
0.9% |
3% |
False |
True |
26,106 |
| 100 |
0.8018 |
0.7429 |
0.0589 |
7.8% |
0.0070 |
0.9% |
23% |
False |
False |
20,906 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.5% |
0.0069 |
0.9% |
48% |
False |
False |
17,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7910 |
|
2.618 |
0.7799 |
|
1.618 |
0.7731 |
|
1.000 |
0.7689 |
|
0.618 |
0.7663 |
|
HIGH |
0.7621 |
|
0.618 |
0.7595 |
|
0.500 |
0.7587 |
|
0.382 |
0.7578 |
|
LOW |
0.7553 |
|
0.618 |
0.7510 |
|
1.000 |
0.7485 |
|
1.618 |
0.7442 |
|
2.618 |
0.7374 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7587 |
0.7616 |
| PP |
0.7580 |
0.7599 |
| S1 |
0.7573 |
0.7582 |
|