CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7653 |
-0.0028 |
-0.4% |
0.7668 |
| High |
0.7685 |
0.7680 |
-0.0005 |
-0.1% |
0.7776 |
| Low |
0.7638 |
0.7637 |
-0.0001 |
0.0% |
0.7615 |
| Close |
0.7659 |
0.7642 |
-0.0017 |
-0.2% |
0.7729 |
| Range |
0.0047 |
0.0043 |
-0.0004 |
-8.6% |
0.0161 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
139 |
205 |
66 |
47.5% |
938 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7780 |
0.7753 |
0.7665 |
|
| R3 |
0.7738 |
0.7711 |
0.7653 |
|
| R2 |
0.7695 |
0.7695 |
0.7649 |
|
| R1 |
0.7668 |
0.7668 |
0.7645 |
0.7661 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7649 |
| S1 |
0.7626 |
0.7626 |
0.7638 |
0.7618 |
| S2 |
0.7610 |
0.7610 |
0.7634 |
|
| S3 |
0.7568 |
0.7583 |
0.7630 |
|
| S4 |
0.7525 |
0.7541 |
0.7618 |
|
|
| 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 |
0.7637 |
0.0139 |
1.8% |
0.0054 |
0.7% |
3% |
False |
True |
140 |
| 10 |
0.7776 |
0.7615 |
0.0161 |
2.1% |
0.0060 |
0.8% |
16% |
False |
False |
162 |
| 20 |
0.7868 |
0.7615 |
0.0253 |
3.3% |
0.0068 |
0.9% |
10% |
False |
False |
174 |
| 40 |
0.7899 |
0.7615 |
0.0284 |
3.7% |
0.0061 |
0.8% |
9% |
False |
False |
259 |
| 60 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0058 |
0.8% |
13% |
False |
False |
209 |
| 80 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0057 |
0.7% |
15% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7791 |
|
1.618 |
0.7748 |
|
1.000 |
0.7722 |
|
0.618 |
0.7706 |
|
HIGH |
0.7680 |
|
0.618 |
0.7663 |
|
0.500 |
0.7658 |
|
0.382 |
0.7653 |
|
LOW |
0.7637 |
|
0.618 |
0.7611 |
|
1.000 |
0.7595 |
|
1.618 |
0.7568 |
|
2.618 |
0.7526 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7658 |
0.7680 |
| PP |
0.7653 |
0.7667 |
| S1 |
0.7647 |
0.7654 |
|