CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7652 |
0.7720 |
0.0068 |
0.9% |
0.7746 |
| High |
0.7731 |
0.7775 |
0.0045 |
0.6% |
0.7789 |
| Low |
0.7645 |
0.7704 |
0.0059 |
0.8% |
0.7645 |
| Close |
0.7716 |
0.7762 |
0.0046 |
0.6% |
0.7667 |
| Range |
0.0086 |
0.0072 |
-0.0014 |
-16.4% |
0.0144 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.2% |
0.0000 |
| Volume |
218 |
163 |
-55 |
-25.2% |
680 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7933 |
0.7801 |
|
| R3 |
0.7890 |
0.7861 |
0.7781 |
|
| R2 |
0.7818 |
0.7818 |
0.7775 |
|
| R1 |
0.7790 |
0.7790 |
0.7768 |
0.7804 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7754 |
| S1 |
0.7718 |
0.7718 |
0.7755 |
0.7733 |
| S2 |
0.7675 |
0.7675 |
0.7748 |
|
| S3 |
0.7604 |
0.7647 |
0.7742 |
|
| S4 |
0.7532 |
0.7575 |
0.7722 |
|
|
| 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 |
0.7775 |
0.7615 |
0.0160 |
2.1% |
0.0066 |
0.9% |
92% |
True |
False |
185 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.2% |
0.0067 |
0.9% |
84% |
False |
False |
157 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0069 |
0.9% |
58% |
False |
False |
320 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0061 |
0.8% |
56% |
False |
False |
253 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.7% |
42% |
False |
False |
209 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0056 |
0.7% |
49% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.7962 |
|
1.618 |
0.7891 |
|
1.000 |
0.7847 |
|
0.618 |
0.7819 |
|
HIGH |
0.7775 |
|
0.618 |
0.7748 |
|
0.500 |
0.7739 |
|
0.382 |
0.7731 |
|
LOW |
0.7704 |
|
0.618 |
0.7659 |
|
1.000 |
0.7632 |
|
1.618 |
0.7588 |
|
2.618 |
0.7516 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7742 |
| PP |
0.7747 |
0.7722 |
| S1 |
0.7739 |
0.7703 |
|