CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7566 |
0.7585 |
0.0019 |
0.2% |
0.7725 |
| High |
0.7593 |
0.7632 |
0.0040 |
0.5% |
0.7736 |
| Low |
0.7552 |
0.7546 |
-0.0006 |
-0.1% |
0.7585 |
| Close |
0.7581 |
0.7573 |
-0.0008 |
-0.1% |
0.7607 |
| Range |
0.0041 |
0.0086 |
0.0045 |
109.8% |
0.0152 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
59,874 |
65,764 |
5,890 |
9.8% |
268,368 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7842 |
0.7793 |
0.7620 |
|
| R3 |
0.7756 |
0.7707 |
0.7596 |
|
| R2 |
0.7670 |
0.7670 |
0.7588 |
|
| R1 |
0.7621 |
0.7621 |
0.7580 |
0.7602 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7574 |
| S1 |
0.7535 |
0.7535 |
0.7565 |
0.7516 |
| S2 |
0.7498 |
0.7498 |
0.7557 |
|
| S3 |
0.7412 |
0.7449 |
0.7549 |
|
| S4 |
0.7326 |
0.7363 |
0.7525 |
|
|
| 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 |
0.7680 |
0.7546 |
0.0134 |
1.8% |
0.0063 |
0.8% |
20% |
False |
True |
58,879 |
| 10 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0064 |
0.8% |
12% |
False |
True |
56,021 |
| 20 |
0.7795 |
0.7546 |
0.0249 |
3.3% |
0.0070 |
0.9% |
11% |
False |
True |
61,042 |
| 40 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0074 |
1.0% |
7% |
False |
True |
54,838 |
| 60 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0072 |
0.9% |
6% |
False |
True |
36,826 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
6% |
False |
True |
27,674 |
| 100 |
0.8018 |
0.7450 |
0.0568 |
7.5% |
0.0070 |
0.9% |
22% |
False |
False |
22,162 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.5% |
0.0069 |
0.9% |
49% |
False |
False |
18,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7857 |
|
1.618 |
0.7771 |
|
1.000 |
0.7718 |
|
0.618 |
0.7685 |
|
HIGH |
0.7632 |
|
0.618 |
0.7599 |
|
0.500 |
0.7589 |
|
0.382 |
0.7579 |
|
LOW |
0.7546 |
|
0.618 |
0.7493 |
|
1.000 |
0.7460 |
|
1.618 |
0.7407 |
|
2.618 |
0.7321 |
|
4.250 |
0.7181 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7589 |
| PP |
0.7584 |
0.7584 |
| S1 |
0.7578 |
0.7578 |
|