CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7668 |
-0.0014 |
-0.2% |
0.7746 |
| High |
0.7688 |
0.7671 |
-0.0017 |
-0.2% |
0.7789 |
| Low |
0.7645 |
0.7615 |
-0.0030 |
-0.4% |
0.7645 |
| Close |
0.7667 |
0.7617 |
-0.0050 |
-0.7% |
0.7667 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0144 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
152 |
306 |
154 |
101.3% |
680 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7765 |
0.7647 |
|
| R3 |
0.7746 |
0.7709 |
0.7632 |
|
| R2 |
0.7690 |
0.7690 |
0.7627 |
|
| R1 |
0.7653 |
0.7653 |
0.7622 |
0.7644 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7629 |
| S1 |
0.7597 |
0.7597 |
0.7611 |
0.7588 |
| S2 |
0.7578 |
0.7578 |
0.7606 |
|
| S3 |
0.7522 |
0.7541 |
0.7601 |
|
| S4 |
0.7466 |
0.7485 |
0.7586 |
|
|
| 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 |
0.7615 |
0.0174 |
2.3% |
0.0068 |
0.9% |
1% |
False |
True |
197 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.3% |
0.0063 |
0.8% |
1% |
False |
True |
145 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0064 |
0.8% |
1% |
False |
True |
331 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.1% |
0.0058 |
0.8% |
9% |
False |
False |
248 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0058 |
0.8% |
7% |
False |
False |
204 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0054 |
0.7% |
18% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7818 |
|
1.618 |
0.7762 |
|
1.000 |
0.7727 |
|
0.618 |
0.7706 |
|
HIGH |
0.7671 |
|
0.618 |
0.7650 |
|
0.500 |
0.7643 |
|
0.382 |
0.7636 |
|
LOW |
0.7615 |
|
0.618 |
0.7580 |
|
1.000 |
0.7559 |
|
1.618 |
0.7524 |
|
2.618 |
0.7468 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7690 |
| PP |
0.7634 |
0.7666 |
| S1 |
0.7625 |
0.7641 |
|