CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7720 |
-0.0015 |
-0.2% |
0.7675 |
| High |
0.7738 |
0.7770 |
0.0032 |
0.4% |
0.7770 |
| Low |
0.7688 |
0.7720 |
0.0032 |
0.4% |
0.7625 |
| Close |
0.7712 |
0.7744 |
0.0032 |
0.4% |
0.7744 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0145 |
| ATR |
0.0068 |
0.0068 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
76 |
39 |
-37 |
-48.7% |
465 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7869 |
0.7772 |
|
| R3 |
0.7845 |
0.7819 |
0.7758 |
|
| R2 |
0.7795 |
0.7795 |
0.7753 |
|
| R1 |
0.7769 |
0.7769 |
0.7749 |
0.7782 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7751 |
| S1 |
0.7719 |
0.7719 |
0.7739 |
0.7732 |
| S2 |
0.7695 |
0.7695 |
0.7735 |
|
| S3 |
0.7645 |
0.7669 |
0.7730 |
|
| S4 |
0.7595 |
0.7619 |
0.7717 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8148 |
0.8091 |
0.7824 |
|
| R3 |
0.8003 |
0.7946 |
0.7784 |
|
| R2 |
0.7858 |
0.7858 |
0.7771 |
|
| R1 |
0.7801 |
0.7801 |
0.7757 |
0.7830 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7727 |
| S1 |
0.7656 |
0.7656 |
0.7731 |
0.7685 |
| S2 |
0.7568 |
0.7568 |
0.7717 |
|
| S3 |
0.7423 |
0.7511 |
0.7704 |
|
| S4 |
0.7278 |
0.7366 |
0.7664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7770 |
0.7625 |
0.0145 |
1.9% |
0.0059 |
0.8% |
82% |
True |
False |
93 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.1% |
0.0062 |
0.8% |
49% |
False |
False |
469 |
| 20 |
0.7899 |
0.7625 |
0.0274 |
3.5% |
0.0062 |
0.8% |
43% |
False |
False |
344 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0056 |
0.7% |
50% |
False |
False |
247 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0057 |
0.7% |
38% |
False |
False |
193 |
| 80 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0055 |
0.7% |
52% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7983 |
|
2.618 |
0.7901 |
|
1.618 |
0.7851 |
|
1.000 |
0.7820 |
|
0.618 |
0.7801 |
|
HIGH |
0.7770 |
|
0.618 |
0.7751 |
|
0.500 |
0.7745 |
|
0.382 |
0.7739 |
|
LOW |
0.7720 |
|
0.618 |
0.7689 |
|
1.000 |
0.7670 |
|
1.618 |
0.7639 |
|
2.618 |
0.7589 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7745 |
0.7737 |
| PP |
0.7745 |
0.7730 |
| S1 |
0.7744 |
0.7723 |
|