CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7685 |
-0.0061 |
-0.8% |
0.7675 |
| High |
0.7789 |
0.7724 |
-0.0065 |
-0.8% |
0.7770 |
| Low |
0.7688 |
0.7668 |
-0.0020 |
-0.3% |
0.7625 |
| Close |
0.7702 |
0.7720 |
0.0018 |
0.2% |
0.7744 |
| Range |
0.0101 |
0.0056 |
-0.0045 |
-44.6% |
0.0145 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
126 |
185 |
59 |
46.8% |
465 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7852 |
0.7751 |
|
| R3 |
0.7816 |
0.7796 |
0.7735 |
|
| R2 |
0.7760 |
0.7760 |
0.7730 |
|
| R1 |
0.7740 |
0.7740 |
0.7725 |
0.7750 |
| PP |
0.7704 |
0.7704 |
0.7704 |
0.7709 |
| S1 |
0.7684 |
0.7684 |
0.7715 |
0.7694 |
| S2 |
0.7648 |
0.7648 |
0.7710 |
|
| S3 |
0.7592 |
0.7628 |
0.7705 |
|
| S4 |
0.7536 |
0.7572 |
0.7689 |
|
|
| 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 |
0.7668 |
0.0121 |
1.6% |
0.0063 |
0.8% |
43% |
False |
True |
102 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.1% |
0.0072 |
0.9% |
39% |
False |
False |
440 |
| 20 |
0.7899 |
0.7625 |
0.0274 |
3.5% |
0.0063 |
0.8% |
35% |
False |
False |
333 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0057 |
0.7% |
42% |
False |
False |
249 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.8% |
32% |
False |
False |
196 |
| 80 |
0.8000 |
0.7479 |
0.0521 |
6.7% |
0.0055 |
0.7% |
46% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7962 |
|
2.618 |
0.7871 |
|
1.618 |
0.7815 |
|
1.000 |
0.7780 |
|
0.618 |
0.7759 |
|
HIGH |
0.7724 |
|
0.618 |
0.7703 |
|
0.500 |
0.7696 |
|
0.382 |
0.7689 |
|
LOW |
0.7668 |
|
0.618 |
0.7633 |
|
1.000 |
0.7612 |
|
1.618 |
0.7577 |
|
2.618 |
0.7521 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7712 |
0.7729 |
| PP |
0.7704 |
0.7726 |
| S1 |
0.7696 |
0.7723 |
|