CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7589 |
0.0004 |
0.1% |
0.7725 |
| High |
0.7632 |
0.7635 |
0.0003 |
0.0% |
0.7736 |
| Low |
0.7546 |
0.7582 |
0.0036 |
0.5% |
0.7585 |
| Close |
0.7573 |
0.7599 |
0.0027 |
0.3% |
0.7607 |
| Range |
0.0086 |
0.0053 |
-0.0033 |
-38.4% |
0.0152 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
65,764 |
56,185 |
-9,579 |
-14.6% |
268,368 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7735 |
0.7628 |
|
| R3 |
0.7711 |
0.7682 |
0.7614 |
|
| R2 |
0.7658 |
0.7658 |
0.7609 |
|
| R1 |
0.7629 |
0.7629 |
0.7604 |
0.7644 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7613 |
| S1 |
0.7576 |
0.7576 |
0.7594 |
0.7591 |
| S2 |
0.7552 |
0.7552 |
0.7589 |
|
| S3 |
0.7499 |
0.7523 |
0.7584 |
|
| S4 |
0.7446 |
0.7470 |
0.7570 |
|
|
| 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 |
0.7660 |
0.7546 |
0.0114 |
1.5% |
0.0065 |
0.9% |
46% |
False |
False |
61,136 |
| 10 |
0.7776 |
0.7546 |
0.0230 |
3.0% |
0.0062 |
0.8% |
23% |
False |
False |
55,588 |
| 20 |
0.7795 |
0.7546 |
0.0249 |
3.3% |
0.0070 |
0.9% |
21% |
False |
False |
61,275 |
| 40 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0074 |
1.0% |
15% |
False |
False |
56,214 |
| 60 |
0.7902 |
0.7546 |
0.0356 |
4.7% |
0.0070 |
0.9% |
15% |
False |
False |
37,755 |
| 80 |
0.8018 |
0.7546 |
0.0472 |
6.2% |
0.0070 |
0.9% |
11% |
False |
False |
28,374 |
| 100 |
0.8018 |
0.7450 |
0.0568 |
7.5% |
0.0070 |
0.9% |
26% |
False |
False |
22,723 |
| 120 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0068 |
0.9% |
52% |
False |
False |
18,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7774 |
|
1.618 |
0.7721 |
|
1.000 |
0.7688 |
|
0.618 |
0.7668 |
|
HIGH |
0.7635 |
|
0.618 |
0.7615 |
|
0.500 |
0.7609 |
|
0.382 |
0.7602 |
|
LOW |
0.7582 |
|
0.618 |
0.7549 |
|
1.000 |
0.7529 |
|
1.618 |
0.7496 |
|
2.618 |
0.7443 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7596 |
| PP |
0.7605 |
0.7593 |
| S1 |
0.7602 |
0.7591 |
|