CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 25-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7645 |
0.7609 |
-0.0036 |
-0.5% |
0.7732 |
High |
0.7660 |
0.7622 |
-0.0039 |
-0.5% |
0.7736 |
Low |
0.7588 |
0.7556 |
-0.0032 |
-0.4% |
0.7588 |
Close |
0.7609 |
0.7568 |
-0.0041 |
-0.5% |
0.7609 |
Range |
0.0073 |
0.0066 |
-0.0007 |
-9.7% |
0.0148 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
Volume |
579 |
382 |
-197 |
-34.0% |
1,116 |
|
Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7778 |
0.7739 |
0.7604 |
|
R3 |
0.7713 |
0.7673 |
0.7586 |
|
R2 |
0.7647 |
0.7647 |
0.7580 |
|
R1 |
0.7608 |
0.7608 |
0.7574 |
0.7595 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7575 |
S1 |
0.7542 |
0.7542 |
0.7562 |
0.7529 |
S2 |
0.7516 |
0.7516 |
0.7556 |
|
S3 |
0.7451 |
0.7477 |
0.7550 |
|
S4 |
0.7385 |
0.7411 |
0.7532 |
|
|
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 |
0.7722 |
0.7556 |
0.0166 |
2.2% |
0.0056 |
0.7% |
7% |
False |
True |
278 |
10 |
0.7776 |
0.7556 |
0.0220 |
2.9% |
0.0064 |
0.8% |
5% |
False |
True |
213 |
20 |
0.7789 |
0.7556 |
0.0233 |
3.1% |
0.0064 |
0.8% |
5% |
False |
True |
179 |
40 |
0.7899 |
0.7556 |
0.0343 |
4.5% |
0.0062 |
0.8% |
3% |
False |
True |
268 |
60 |
0.8000 |
0.7556 |
0.0444 |
5.9% |
0.0059 |
0.8% |
3% |
False |
True |
223 |
80 |
0.8000 |
0.7556 |
0.0444 |
5.9% |
0.0057 |
0.8% |
3% |
False |
True |
184 |
100 |
0.8000 |
0.7452 |
0.0548 |
7.2% |
0.0056 |
0.7% |
21% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7900 |
2.618 |
0.7793 |
1.618 |
0.7727 |
1.000 |
0.7687 |
0.618 |
0.7662 |
HIGH |
0.7622 |
0.618 |
0.7596 |
0.500 |
0.7589 |
0.382 |
0.7581 |
LOW |
0.7556 |
0.618 |
0.7516 |
1.000 |
0.7491 |
1.618 |
0.7450 |
2.618 |
0.7385 |
4.250 |
0.7278 |
|
|
Fisher Pivots for day following 25-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7589 |
0.7618 |
PP |
0.7582 |
0.7601 |
S1 |
0.7575 |
0.7585 |
|