CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7645 |
-0.0008 |
-0.1% |
0.7732 |
| High |
0.7680 |
0.7660 |
-0.0020 |
-0.3% |
0.7736 |
| Low |
0.7637 |
0.7588 |
-0.0050 |
-0.6% |
0.7588 |
| Close |
0.7642 |
0.7609 |
-0.0033 |
-0.4% |
0.7609 |
| Range |
0.0043 |
0.0073 |
0.0030 |
70.6% |
0.0148 |
| ATR |
0.0065 |
0.0065 |
0.0001 |
0.8% |
0.0000 |
| Volume |
205 |
579 |
374 |
182.4% |
1,116 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7795 |
0.7649 |
|
| R3 |
0.7764 |
0.7723 |
0.7629 |
|
| R2 |
0.7691 |
0.7691 |
0.7622 |
|
| R1 |
0.7650 |
0.7650 |
0.7616 |
0.7635 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7611 |
| S1 |
0.7578 |
0.7578 |
0.7602 |
0.7562 |
| S2 |
0.7546 |
0.7546 |
0.7596 |
|
| S3 |
0.7474 |
0.7505 |
0.7589 |
|
| S4 |
0.7401 |
0.7433 |
0.7569 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.7997 |
0.7690 |
|
| R3 |
0.7940 |
0.7849 |
0.7650 |
|
| R2 |
0.7792 |
0.7792 |
0.7636 |
|
| R1 |
0.7701 |
0.7701 |
0.7623 |
0.7672 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7630 |
| S1 |
0.7553 |
0.7553 |
0.7595 |
0.7524 |
| S2 |
0.7496 |
0.7496 |
0.7582 |
|
| S3 |
0.7348 |
0.7405 |
0.7568 |
|
| S4 |
0.7200 |
0.7257 |
0.7528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7736 |
0.7588 |
0.0148 |
1.9% |
0.0054 |
0.7% |
15% |
False |
True |
223 |
| 10 |
0.7776 |
0.7588 |
0.0189 |
2.5% |
0.0063 |
0.8% |
11% |
False |
True |
205 |
| 20 |
0.7800 |
0.7588 |
0.0213 |
2.8% |
0.0068 |
0.9% |
10% |
False |
True |
189 |
| 40 |
0.7899 |
0.7588 |
0.0312 |
4.1% |
0.0061 |
0.8% |
7% |
False |
True |
272 |
| 60 |
0.8000 |
0.7588 |
0.0413 |
5.4% |
0.0059 |
0.8% |
5% |
False |
True |
218 |
| 80 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0057 |
0.7% |
7% |
False |
False |
180 |
| 100 |
0.8000 |
0.7421 |
0.0579 |
7.6% |
0.0055 |
0.7% |
32% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7850 |
|
1.618 |
0.7777 |
|
1.000 |
0.7733 |
|
0.618 |
0.7705 |
|
HIGH |
0.7660 |
|
0.618 |
0.7632 |
|
0.500 |
0.7624 |
|
0.382 |
0.7615 |
|
LOW |
0.7588 |
|
0.618 |
0.7543 |
|
1.000 |
0.7515 |
|
1.618 |
0.7470 |
|
2.618 |
0.7398 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7636 |
| PP |
0.7619 |
0.7627 |
| S1 |
0.7614 |
0.7618 |
|