CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7685 |
0.7718 |
0.0033 |
0.4% |
0.7675 |
| High |
0.7724 |
0.7765 |
0.0041 |
0.5% |
0.7770 |
| Low |
0.7668 |
0.7681 |
0.0013 |
0.2% |
0.7625 |
| Close |
0.7720 |
0.7681 |
-0.0039 |
-0.5% |
0.7744 |
| Range |
0.0056 |
0.0084 |
0.0028 |
50.0% |
0.0145 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.6% |
0.0000 |
| Volume |
185 |
217 |
32 |
17.3% |
465 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7905 |
0.7727 |
|
| R3 |
0.7877 |
0.7821 |
0.7704 |
|
| R2 |
0.7793 |
0.7793 |
0.7696 |
|
| R1 |
0.7737 |
0.7737 |
0.7689 |
0.7723 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7702 |
| S1 |
0.7653 |
0.7653 |
0.7673 |
0.7639 |
| S2 |
0.7625 |
0.7625 |
0.7666 |
|
| S3 |
0.7541 |
0.7569 |
0.7658 |
|
| S4 |
0.7457 |
0.7485 |
0.7635 |
|
|
| 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% |
0.0068 |
0.9% |
11% |
False |
False |
128 |
| 10 |
0.7868 |
0.7625 |
0.0243 |
3.2% |
0.0075 |
1.0% |
23% |
False |
False |
186 |
| 20 |
0.7899 |
0.7625 |
0.0274 |
3.6% |
0.0065 |
0.8% |
20% |
False |
False |
336 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0059 |
0.8% |
30% |
False |
False |
247 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0058 |
0.8% |
22% |
False |
False |
200 |
| 80 |
0.8000 |
0.7479 |
0.0521 |
6.8% |
0.0055 |
0.7% |
39% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.7985 |
|
1.618 |
0.7901 |
|
1.000 |
0.7849 |
|
0.618 |
0.7817 |
|
HIGH |
0.7765 |
|
0.618 |
0.7733 |
|
0.500 |
0.7723 |
|
0.382 |
0.7713 |
|
LOW |
0.7681 |
|
0.618 |
0.7629 |
|
1.000 |
0.7597 |
|
1.618 |
0.7545 |
|
2.618 |
0.7461 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7723 |
0.7729 |
| PP |
0.7709 |
0.7713 |
| S1 |
0.7695 |
0.7697 |
|