CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7747 |
0.0027 |
0.3% |
0.7668 |
| High |
0.7775 |
0.7776 |
0.0001 |
0.0% |
0.7776 |
| Low |
0.7704 |
0.7702 |
-0.0001 |
0.0% |
0.7615 |
| Close |
0.7762 |
0.7729 |
-0.0033 |
-0.4% |
0.7729 |
| Range |
0.0072 |
0.0074 |
0.0002 |
3.5% |
0.0161 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.4% |
0.0000 |
| Volume |
163 |
163 |
0 |
0.0% |
938 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7957 |
0.7917 |
0.7769 |
|
| R3 |
0.7883 |
0.7843 |
0.7749 |
|
| R2 |
0.7809 |
0.7809 |
0.7742 |
|
| R1 |
0.7769 |
0.7769 |
0.7735 |
0.7752 |
| PP |
0.7736 |
0.7736 |
0.7736 |
0.7727 |
| S1 |
0.7695 |
0.7695 |
0.7722 |
0.7678 |
| S2 |
0.7662 |
0.7662 |
0.7715 |
|
| S3 |
0.7588 |
0.7621 |
0.7708 |
|
| S4 |
0.7514 |
0.7547 |
0.7688 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8120 |
0.7817 |
|
| R3 |
0.8028 |
0.7959 |
0.7773 |
|
| R2 |
0.7867 |
0.7867 |
0.7758 |
|
| R1 |
0.7798 |
0.7798 |
0.7743 |
0.7833 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7724 |
| S1 |
0.7637 |
0.7637 |
0.7714 |
0.7672 |
| S2 |
0.7546 |
0.7546 |
0.7699 |
|
| S3 |
0.7385 |
0.7476 |
0.7684 |
|
| S4 |
0.7224 |
0.7315 |
0.7640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7615 |
0.0161 |
2.1% |
0.0072 |
0.9% |
70% |
True |
False |
187 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.3% |
0.0070 |
0.9% |
65% |
False |
False |
165 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0067 |
0.9% |
45% |
False |
False |
321 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0061 |
0.8% |
45% |
False |
False |
255 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.8% |
34% |
False |
False |
210 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0056 |
0.7% |
42% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8090 |
|
2.618 |
0.7970 |
|
1.618 |
0.7896 |
|
1.000 |
0.7850 |
|
0.618 |
0.7822 |
|
HIGH |
0.7776 |
|
0.618 |
0.7748 |
|
0.500 |
0.7739 |
|
0.382 |
0.7730 |
|
LOW |
0.7702 |
|
0.618 |
0.7656 |
|
1.000 |
0.7628 |
|
1.618 |
0.7582 |
|
2.618 |
0.7508 |
|
4.250 |
0.7388 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7723 |
| PP |
0.7736 |
0.7717 |
| S1 |
0.7732 |
0.7711 |
|