CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7746 |
0.0026 |
0.3% |
0.7675 |
| High |
0.7770 |
0.7789 |
0.0019 |
0.2% |
0.7770 |
| Low |
0.7720 |
0.7688 |
-0.0032 |
-0.4% |
0.7625 |
| Close |
0.7744 |
0.7702 |
-0.0042 |
-0.5% |
0.7744 |
| Range |
0.0050 |
0.0101 |
0.0051 |
102.0% |
0.0145 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.5% |
0.0000 |
| Volume |
39 |
126 |
87 |
223.1% |
465 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8029 |
0.7967 |
0.7758 |
|
| R3 |
0.7928 |
0.7866 |
0.7730 |
|
| R2 |
0.7827 |
0.7827 |
0.7721 |
|
| R1 |
0.7765 |
0.7765 |
0.7711 |
0.7746 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7717 |
| S1 |
0.7664 |
0.7664 |
0.7693 |
0.7645 |
| S2 |
0.7625 |
0.7625 |
0.7683 |
|
| S3 |
0.7524 |
0.7563 |
0.7674 |
|
| S4 |
0.7423 |
0.7462 |
0.7646 |
|
|
| 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 |
0.7789 |
0.7640 |
0.0149 |
1.9% |
0.0066 |
0.9% |
42% |
True |
False |
80 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0070 |
0.9% |
32% |
False |
False |
433 |
| 20 |
0.7899 |
0.7625 |
0.0274 |
3.6% |
0.0062 |
0.8% |
28% |
False |
False |
345 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0057 |
0.7% |
36% |
False |
False |
246 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.7% |
27% |
False |
False |
194 |
| 80 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0055 |
0.7% |
43% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8218 |
|
2.618 |
0.8053 |
|
1.618 |
0.7952 |
|
1.000 |
0.7890 |
|
0.618 |
0.7851 |
|
HIGH |
0.7789 |
|
0.618 |
0.7750 |
|
0.500 |
0.7739 |
|
0.382 |
0.7727 |
|
LOW |
0.7688 |
|
0.618 |
0.7626 |
|
1.000 |
0.7587 |
|
1.618 |
0.7525 |
|
2.618 |
0.7424 |
|
4.250 |
0.7259 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7739 |
| PP |
0.7726 |
0.7726 |
| S1 |
0.7714 |
0.7714 |
|