CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7652 |
0.0016 |
0.2% |
0.7746 |
| High |
0.7705 |
0.7731 |
0.0026 |
0.3% |
0.7789 |
| Low |
0.7630 |
0.7645 |
0.0015 |
0.2% |
0.7645 |
| Close |
0.7682 |
0.7716 |
0.0034 |
0.4% |
0.7667 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.8% |
0.0144 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.7% |
0.0000 |
| Volume |
88 |
218 |
130 |
147.7% |
680 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7954 |
0.7920 |
0.7763 |
|
| R3 |
0.7868 |
0.7835 |
0.7740 |
|
| R2 |
0.7783 |
0.7783 |
0.7732 |
|
| R1 |
0.7749 |
0.7749 |
0.7724 |
0.7766 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7706 |
| S1 |
0.7664 |
0.7664 |
0.7708 |
0.7681 |
| S2 |
0.7612 |
0.7612 |
0.7700 |
|
| S3 |
0.7526 |
0.7578 |
0.7692 |
|
| S4 |
0.7441 |
0.7493 |
0.7669 |
|
|
| 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 |
1.9% |
0.0069 |
0.9% |
67% |
False |
False |
196 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.3% |
0.0066 |
0.9% |
58% |
False |
False |
149 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0068 |
0.9% |
40% |
False |
False |
322 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0060 |
0.8% |
41% |
False |
False |
252 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.8% |
31% |
False |
False |
208 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0055 |
0.7% |
39% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8094 |
|
2.618 |
0.7954 |
|
1.618 |
0.7869 |
|
1.000 |
0.7816 |
|
0.618 |
0.7783 |
|
HIGH |
0.7731 |
|
0.618 |
0.7698 |
|
0.500 |
0.7688 |
|
0.382 |
0.7678 |
|
LOW |
0.7645 |
|
0.618 |
0.7592 |
|
1.000 |
0.7560 |
|
1.618 |
0.7507 |
|
2.618 |
0.7421 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7702 |
| PP |
0.7697 |
0.7687 |
| S1 |
0.7688 |
0.7673 |
|