CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7566 |
-0.0045 |
-0.6% |
0.7725 |
| High |
0.7621 |
0.7593 |
-0.0028 |
-0.4% |
0.7736 |
| Low |
0.7553 |
0.7552 |
-0.0001 |
0.0% |
0.7585 |
| Close |
0.7566 |
0.7581 |
0.0015 |
0.2% |
0.7607 |
| Range |
0.0068 |
0.0041 |
-0.0027 |
-39.7% |
0.0152 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
48,147 |
59,874 |
11,727 |
24.4% |
268,368 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7680 |
0.7603 |
|
| R3 |
0.7657 |
0.7639 |
0.7592 |
|
| R2 |
0.7616 |
0.7616 |
0.7588 |
|
| R1 |
0.7598 |
0.7598 |
0.7584 |
0.7607 |
| PP |
0.7575 |
0.7575 |
0.7575 |
0.7579 |
| S1 |
0.7557 |
0.7557 |
0.7577 |
0.7566 |
| S2 |
0.7534 |
0.7534 |
0.7573 |
|
| S3 |
0.7493 |
0.7516 |
0.7569 |
|
| S4 |
0.7452 |
0.7475 |
0.7558 |
|
|
| 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 |
0.7685 |
0.7552 |
0.0134 |
1.8% |
0.0056 |
0.7% |
22% |
False |
True |
55,875 |
| 10 |
0.7776 |
0.7552 |
0.0224 |
3.0% |
0.0064 |
0.8% |
13% |
False |
True |
58,765 |
| 20 |
0.7795 |
0.7552 |
0.0244 |
3.2% |
0.0070 |
0.9% |
12% |
False |
True |
60,463 |
| 40 |
0.7902 |
0.7552 |
0.0351 |
4.6% |
0.0073 |
1.0% |
8% |
False |
True |
53,287 |
| 60 |
0.8018 |
0.7552 |
0.0467 |
6.2% |
0.0071 |
0.9% |
6% |
False |
True |
35,733 |
| 80 |
0.8018 |
0.7552 |
0.0467 |
6.2% |
0.0070 |
0.9% |
6% |
False |
True |
26,852 |
| 100 |
0.8018 |
0.7438 |
0.0580 |
7.7% |
0.0070 |
0.9% |
25% |
False |
False |
21,505 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.5% |
0.0068 |
0.9% |
50% |
False |
False |
17,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7700 |
|
1.618 |
0.7659 |
|
1.000 |
0.7634 |
|
0.618 |
0.7618 |
|
HIGH |
0.7593 |
|
0.618 |
0.7577 |
|
0.500 |
0.7572 |
|
0.382 |
0.7567 |
|
LOW |
0.7552 |
|
0.618 |
0.7526 |
|
1.000 |
0.7511 |
|
1.618 |
0.7485 |
|
2.618 |
0.7444 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7578 |
0.7606 |
| PP |
0.7575 |
0.7597 |
| S1 |
0.7572 |
0.7589 |
|