CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7636 |
-0.0032 |
-0.4% |
0.7746 |
| High |
0.7671 |
0.7705 |
0.0034 |
0.4% |
0.7789 |
| Low |
0.7615 |
0.7630 |
0.0015 |
0.2% |
0.7645 |
| Close |
0.7617 |
0.7682 |
0.0065 |
0.9% |
0.7667 |
| Range |
0.0056 |
0.0075 |
0.0019 |
33.0% |
0.0144 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.2% |
0.0000 |
| Volume |
306 |
88 |
-218 |
-71.2% |
680 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7863 |
0.7723 |
|
| R3 |
0.7821 |
0.7789 |
0.7702 |
|
| R2 |
0.7747 |
0.7747 |
0.7696 |
|
| R1 |
0.7714 |
0.7714 |
0.7689 |
0.7731 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7680 |
| S1 |
0.7640 |
0.7640 |
0.7675 |
0.7656 |
| S2 |
0.7598 |
0.7598 |
0.7668 |
|
| S3 |
0.7523 |
0.7565 |
0.7662 |
|
| S4 |
0.7449 |
0.7491 |
0.7641 |
|
|
| 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 |
0.7765 |
0.7615 |
0.0150 |
2.0% |
0.0063 |
0.8% |
45% |
False |
False |
189 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.3% |
0.0064 |
0.8% |
39% |
False |
False |
135 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0065 |
0.8% |
26% |
False |
False |
326 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0059 |
0.8% |
30% |
False |
False |
248 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0059 |
0.8% |
23% |
False |
False |
205 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0054 |
0.7% |
32% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8021 |
|
2.618 |
0.7900 |
|
1.618 |
0.7825 |
|
1.000 |
0.7779 |
|
0.618 |
0.7751 |
|
HIGH |
0.7705 |
|
0.618 |
0.7676 |
|
0.500 |
0.7667 |
|
0.382 |
0.7658 |
|
LOW |
0.7630 |
|
0.618 |
0.7584 |
|
1.000 |
0.7555 |
|
1.618 |
0.7509 |
|
2.618 |
0.7435 |
|
4.250 |
0.7313 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7675 |
| PP |
0.7672 |
0.7667 |
| S1 |
0.7667 |
0.7660 |
|