CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7718 |
0.7682 |
-0.0036 |
-0.5% |
0.7746 |
High |
0.7765 |
0.7688 |
-0.0077 |
-1.0% |
0.7789 |
Low |
0.7681 |
0.7645 |
-0.0036 |
-0.5% |
0.7645 |
Close |
0.7681 |
0.7667 |
-0.0014 |
-0.2% |
0.7667 |
Range |
0.0084 |
0.0043 |
-0.0041 |
-48.8% |
0.0144 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
217 |
152 |
-65 |
-30.0% |
680 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7796 |
0.7774 |
0.7691 |
|
R3 |
0.7753 |
0.7731 |
0.7679 |
|
R2 |
0.7710 |
0.7710 |
0.7675 |
|
R1 |
0.7688 |
0.7688 |
0.7671 |
0.7678 |
PP |
0.7667 |
0.7667 |
0.7667 |
0.7661 |
S1 |
0.7645 |
0.7645 |
0.7663 |
0.7635 |
S2 |
0.7624 |
0.7624 |
0.7659 |
|
S3 |
0.7581 |
0.7602 |
0.7655 |
|
S4 |
0.7538 |
0.7559 |
0.7643 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8132 |
0.8044 |
0.7746 |
|
R3 |
0.7988 |
0.7900 |
0.7707 |
|
R2 |
0.7844 |
0.7844 |
0.7693 |
|
R1 |
0.7756 |
0.7756 |
0.7680 |
0.7728 |
PP |
0.7700 |
0.7700 |
0.7700 |
0.7687 |
S1 |
0.7612 |
0.7612 |
0.7654 |
0.7584 |
S2 |
0.7556 |
0.7556 |
0.7641 |
|
S3 |
0.7412 |
0.7468 |
0.7627 |
|
S4 |
0.7268 |
0.7324 |
0.7588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7789 |
0.7645 |
0.0144 |
1.9% |
0.0067 |
0.9% |
15% |
False |
True |
143 |
10 |
0.7800 |
0.7625 |
0.0175 |
2.3% |
0.0073 |
1.0% |
24% |
False |
False |
172 |
20 |
0.7899 |
0.7625 |
0.0274 |
3.6% |
0.0064 |
0.8% |
15% |
False |
False |
331 |
40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0058 |
0.8% |
25% |
False |
False |
245 |
60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0058 |
0.8% |
19% |
False |
False |
201 |
80 |
0.8000 |
0.7488 |
0.0512 |
6.7% |
0.0056 |
0.7% |
35% |
False |
False |
160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7871 |
2.618 |
0.7801 |
1.618 |
0.7758 |
1.000 |
0.7731 |
0.618 |
0.7715 |
HIGH |
0.7688 |
0.618 |
0.7672 |
0.500 |
0.7667 |
0.382 |
0.7661 |
LOW |
0.7645 |
0.618 |
0.7618 |
1.000 |
0.7602 |
1.618 |
0.7575 |
2.618 |
0.7532 |
4.250 |
0.7462 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7667 |
0.7705 |
PP |
0.7667 |
0.7692 |
S1 |
0.7667 |
0.7680 |
|