CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7584 |
0.7599 |
0.0015 |
0.2% |
0.7732 |
| High |
0.7594 |
0.7603 |
0.0008 |
0.1% |
0.7736 |
| Low |
0.7556 |
0.7550 |
-0.0005 |
-0.1% |
0.7588 |
| Close |
0.7583 |
0.7575 |
-0.0009 |
-0.1% |
0.7609 |
| Range |
0.0039 |
0.0052 |
0.0014 |
36.4% |
0.0148 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
118 |
129 |
11 |
9.3% |
1,116 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7733 |
0.7706 |
0.7603 |
|
| R3 |
0.7681 |
0.7654 |
0.7589 |
|
| R2 |
0.7628 |
0.7628 |
0.7584 |
|
| R1 |
0.7601 |
0.7601 |
0.7579 |
0.7589 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7569 |
| S1 |
0.7549 |
0.7549 |
0.7570 |
0.7536 |
| S2 |
0.7523 |
0.7523 |
0.7565 |
|
| S3 |
0.7471 |
0.7496 |
0.7560 |
|
| S4 |
0.7418 |
0.7444 |
0.7546 |
|
|
| 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 |
0.7680 |
0.7550 |
0.0130 |
1.7% |
0.0054 |
0.7% |
19% |
False |
True |
282 |
| 10 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0057 |
0.8% |
11% |
False |
True |
207 |
| 20 |
0.7789 |
0.7550 |
0.0239 |
3.2% |
0.0061 |
0.8% |
10% |
False |
True |
178 |
| 40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0061 |
0.8% |
7% |
False |
True |
269 |
| 60 |
0.7980 |
0.7550 |
0.0430 |
5.7% |
0.0060 |
0.8% |
6% |
False |
True |
226 |
| 80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0057 |
0.7% |
5% |
False |
True |
187 |
| 100 |
0.8000 |
0.7469 |
0.0531 |
7.0% |
0.0056 |
0.7% |
20% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7826 |
|
2.618 |
0.7740 |
|
1.618 |
0.7687 |
|
1.000 |
0.7655 |
|
0.618 |
0.7635 |
|
HIGH |
0.7603 |
|
0.618 |
0.7582 |
|
0.500 |
0.7576 |
|
0.382 |
0.7570 |
|
LOW |
0.7550 |
|
0.618 |
0.7518 |
|
1.000 |
0.7498 |
|
1.618 |
0.7465 |
|
2.618 |
0.7413 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7576 |
0.7586 |
| PP |
0.7576 |
0.7582 |
| S1 |
0.7575 |
0.7578 |
|