CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7732 |
0.7722 |
-0.0010 |
-0.1% |
0.7668 |
| High |
0.7736 |
0.7722 |
-0.0014 |
-0.2% |
0.7776 |
| Low |
0.7681 |
0.7670 |
-0.0011 |
-0.1% |
0.7615 |
| Close |
0.7725 |
0.7681 |
-0.0045 |
-0.6% |
0.7729 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-4.6% |
0.0161 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
105 |
88 |
-17 |
-16.2% |
938 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7816 |
0.7709 |
|
| R3 |
0.7795 |
0.7764 |
0.7695 |
|
| R2 |
0.7743 |
0.7743 |
0.7690 |
|
| R1 |
0.7712 |
0.7712 |
0.7685 |
0.7701 |
| PP |
0.7691 |
0.7691 |
0.7691 |
0.7686 |
| S1 |
0.7660 |
0.7660 |
0.7676 |
0.7649 |
| S2 |
0.7639 |
0.7639 |
0.7671 |
|
| S3 |
0.7587 |
0.7608 |
0.7666 |
|
| S4 |
0.7535 |
0.7556 |
0.7652 |
|
|
| 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 |
0.7645 |
0.0131 |
1.7% |
0.0067 |
0.9% |
27% |
False |
False |
147 |
| 10 |
0.7776 |
0.7615 |
0.0161 |
2.1% |
0.0065 |
0.8% |
41% |
False |
False |
168 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0067 |
0.9% |
26% |
False |
False |
300 |
| 40 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0061 |
0.8% |
30% |
False |
False |
254 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0058 |
0.8% |
22% |
False |
False |
205 |
| 80 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0057 |
0.7% |
24% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7858 |
|
1.618 |
0.7806 |
|
1.000 |
0.7774 |
|
0.618 |
0.7754 |
|
HIGH |
0.7722 |
|
0.618 |
0.7702 |
|
0.500 |
0.7696 |
|
0.382 |
0.7690 |
|
LOW |
0.7670 |
|
0.618 |
0.7638 |
|
1.000 |
0.7618 |
|
1.618 |
0.7586 |
|
2.618 |
0.7534 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7723 |
| PP |
0.7691 |
0.7709 |
| S1 |
0.7686 |
0.7695 |
|