CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 28-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7599 |
0.7595 |
-0.0004 |
-0.1% |
0.7732 |
High |
0.7603 |
0.7636 |
0.0034 |
0.4% |
0.7736 |
Low |
0.7550 |
0.7585 |
0.0035 |
0.5% |
0.7588 |
Close |
0.7575 |
0.7601 |
0.0027 |
0.3% |
0.7609 |
Range |
0.0052 |
0.0051 |
-0.0001 |
-2.9% |
0.0148 |
ATR |
0.0063 |
0.0063 |
0.0000 |
-0.1% |
0.0000 |
Volume |
129 |
142 |
13 |
10.1% |
1,116 |
|
Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7760 |
0.7732 |
0.7629 |
|
R3 |
0.7709 |
0.7681 |
0.7615 |
|
R2 |
0.7658 |
0.7658 |
0.7610 |
|
R1 |
0.7630 |
0.7630 |
0.7606 |
0.7644 |
PP |
0.7607 |
0.7607 |
0.7607 |
0.7615 |
S1 |
0.7579 |
0.7579 |
0.7596 |
0.7593 |
S2 |
0.7556 |
0.7556 |
0.7592 |
|
S3 |
0.7505 |
0.7528 |
0.7587 |
|
S4 |
0.7454 |
0.7477 |
0.7573 |
|
|
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 |
0.7660 |
0.7550 |
0.0110 |
1.4% |
0.0056 |
0.7% |
46% |
False |
False |
270 |
10 |
0.7776 |
0.7550 |
0.0226 |
3.0% |
0.0055 |
0.7% |
23% |
False |
False |
205 |
20 |
0.7789 |
0.7550 |
0.0239 |
3.1% |
0.0061 |
0.8% |
21% |
False |
False |
181 |
40 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0062 |
0.8% |
15% |
False |
False |
272 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.6% |
0.0058 |
0.8% |
15% |
False |
False |
226 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0057 |
0.7% |
11% |
False |
False |
189 |
100 |
0.8000 |
0.7469 |
0.0531 |
7.0% |
0.0056 |
0.7% |
25% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7853 |
2.618 |
0.7770 |
1.618 |
0.7719 |
1.000 |
0.7687 |
0.618 |
0.7668 |
HIGH |
0.7636 |
0.618 |
0.7617 |
0.500 |
0.7611 |
0.382 |
0.7604 |
LOW |
0.7585 |
0.618 |
0.7553 |
1.000 |
0.7534 |
1.618 |
0.7502 |
2.618 |
0.7451 |
4.250 |
0.7368 |
|
|
Fisher Pivots for day following 28-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7611 |
0.7598 |
PP |
0.7607 |
0.7596 |
S1 |
0.7604 |
0.7593 |
|