CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 26-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7609 |
0.7584 |
-0.0025 |
-0.3% |
0.7732 |
High |
0.7622 |
0.7594 |
-0.0027 |
-0.4% |
0.7736 |
Low |
0.7556 |
0.7556 |
-0.0001 |
0.0% |
0.7588 |
Close |
0.7568 |
0.7583 |
0.0015 |
0.2% |
0.7609 |
Range |
0.0066 |
0.0039 |
-0.0027 |
-41.2% |
0.0148 |
ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
382 |
118 |
-264 |
-69.1% |
1,116 |
|
Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7693 |
0.7677 |
0.7604 |
|
R3 |
0.7655 |
0.7638 |
0.7594 |
|
R2 |
0.7616 |
0.7616 |
0.7590 |
|
R1 |
0.7600 |
0.7600 |
0.7587 |
0.7589 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7572 |
S1 |
0.7561 |
0.7561 |
0.7579 |
0.7550 |
S2 |
0.7539 |
0.7539 |
0.7576 |
|
S3 |
0.7500 |
0.7522 |
0.7572 |
|
S4 |
0.7462 |
0.7484 |
0.7562 |
|
|
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 |
0.7685 |
0.7556 |
0.0129 |
1.7% |
0.0053 |
0.7% |
21% |
False |
True |
284 |
10 |
0.7776 |
0.7556 |
0.0221 |
2.9% |
0.0060 |
0.8% |
12% |
False |
True |
216 |
20 |
0.7789 |
0.7556 |
0.0234 |
3.1% |
0.0062 |
0.8% |
12% |
False |
True |
175 |
40 |
0.7899 |
0.7556 |
0.0344 |
4.5% |
0.0062 |
0.8% |
8% |
False |
True |
270 |
60 |
0.7988 |
0.7556 |
0.0433 |
5.7% |
0.0059 |
0.8% |
6% |
False |
True |
224 |
80 |
0.8000 |
0.7556 |
0.0445 |
5.9% |
0.0056 |
0.7% |
6% |
False |
True |
185 |
100 |
0.8000 |
0.7469 |
0.0531 |
7.0% |
0.0056 |
0.7% |
21% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7758 |
2.618 |
0.7695 |
1.618 |
0.7656 |
1.000 |
0.7633 |
0.618 |
0.7618 |
HIGH |
0.7594 |
0.618 |
0.7579 |
0.500 |
0.7575 |
0.382 |
0.7570 |
LOW |
0.7556 |
0.618 |
0.7532 |
1.000 |
0.7517 |
1.618 |
0.7493 |
2.618 |
0.7455 |
4.250 |
0.7392 |
|
|
Fisher Pivots for day following 26-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7608 |
PP |
0.7578 |
0.7600 |
S1 |
0.7575 |
0.7591 |
|