CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7747 |
0.7732 |
-0.0015 |
-0.2% |
0.7668 |
| High |
0.7776 |
0.7736 |
-0.0041 |
-0.5% |
0.7776 |
| Low |
0.7702 |
0.7681 |
-0.0021 |
-0.3% |
0.7615 |
| Close |
0.7729 |
0.7725 |
-0.0004 |
0.0% |
0.7729 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-26.4% |
0.0161 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
163 |
105 |
-58 |
-35.6% |
938 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7856 |
0.7755 |
|
| R3 |
0.7823 |
0.7801 |
0.7740 |
|
| R2 |
0.7768 |
0.7768 |
0.7735 |
|
| R1 |
0.7747 |
0.7747 |
0.7730 |
0.7730 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7706 |
| S1 |
0.7692 |
0.7692 |
0.7720 |
0.7676 |
| S2 |
0.7659 |
0.7659 |
0.7715 |
|
| S3 |
0.7605 |
0.7638 |
0.7710 |
|
| S4 |
0.7550 |
0.7583 |
0.7695 |
|
|
| 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 |
0.7630 |
0.0146 |
1.9% |
0.0072 |
0.9% |
65% |
False |
False |
147 |
| 10 |
0.7789 |
0.7615 |
0.0174 |
2.3% |
0.0070 |
0.9% |
63% |
False |
False |
172 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0066 |
0.9% |
43% |
False |
False |
320 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0060 |
0.8% |
44% |
False |
False |
252 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0058 |
0.7% |
33% |
False |
False |
210 |
| 80 |
0.8000 |
0.7532 |
0.0468 |
6.1% |
0.0056 |
0.7% |
41% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7967 |
|
2.618 |
0.7878 |
|
1.618 |
0.7824 |
|
1.000 |
0.7790 |
|
0.618 |
0.7769 |
|
HIGH |
0.7736 |
|
0.618 |
0.7715 |
|
0.500 |
0.7708 |
|
0.382 |
0.7702 |
|
LOW |
0.7681 |
|
0.618 |
0.7647 |
|
1.000 |
0.7627 |
|
1.618 |
0.7593 |
|
2.618 |
0.7538 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7729 |
| PP |
0.7714 |
0.7727 |
| S1 |
0.7708 |
0.7726 |
|