CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
0.7595 |
0.7604 |
0.0009 |
0.1% |
0.7609 |
High |
0.7636 |
0.7696 |
0.0060 |
0.8% |
0.7696 |
Low |
0.7585 |
0.7589 |
0.0004 |
0.0% |
0.7550 |
Close |
0.7601 |
0.7671 |
0.0070 |
0.9% |
0.7671 |
Range |
0.0051 |
0.0107 |
0.0056 |
109.8% |
0.0145 |
ATR |
0.0063 |
0.0066 |
0.0003 |
5.1% |
0.0000 |
Volume |
142 |
384 |
242 |
170.4% |
1,155 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7973 |
0.7929 |
0.7730 |
|
R3 |
0.7866 |
0.7822 |
0.7700 |
|
R2 |
0.7759 |
0.7759 |
0.7691 |
|
R1 |
0.7715 |
0.7715 |
0.7681 |
0.7737 |
PP |
0.7652 |
0.7652 |
0.7652 |
0.7663 |
S1 |
0.7608 |
0.7608 |
0.7661 |
0.7630 |
S2 |
0.7545 |
0.7545 |
0.7651 |
|
S3 |
0.7438 |
0.7501 |
0.7642 |
|
S4 |
0.7331 |
0.7394 |
0.7612 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8075 |
0.8019 |
0.7751 |
|
R3 |
0.7930 |
0.7873 |
0.7711 |
|
R2 |
0.7784 |
0.7784 |
0.7698 |
|
R1 |
0.7728 |
0.7728 |
0.7684 |
0.7756 |
PP |
0.7639 |
0.7639 |
0.7639 |
0.7653 |
S1 |
0.7582 |
0.7582 |
0.7658 |
0.7611 |
S2 |
0.7493 |
0.7493 |
0.7644 |
|
S3 |
0.7348 |
0.7437 |
0.7631 |
|
S4 |
0.7202 |
0.7291 |
0.7591 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7696 |
0.7550 |
0.0145 |
1.9% |
0.0063 |
0.8% |
83% |
True |
False |
231 |
10 |
0.7736 |
0.7550 |
0.0185 |
2.4% |
0.0058 |
0.8% |
65% |
False |
False |
227 |
20 |
0.7789 |
0.7550 |
0.0239 |
3.1% |
0.0064 |
0.8% |
51% |
False |
False |
196 |
40 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0064 |
0.8% |
35% |
False |
False |
279 |
60 |
0.7899 |
0.7550 |
0.0349 |
4.5% |
0.0058 |
0.8% |
35% |
False |
False |
231 |
80 |
0.8000 |
0.7550 |
0.0450 |
5.9% |
0.0058 |
0.8% |
27% |
False |
False |
193 |
100 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0057 |
0.7% |
38% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8150 |
2.618 |
0.7976 |
1.618 |
0.7869 |
1.000 |
0.7803 |
0.618 |
0.7762 |
HIGH |
0.7696 |
0.618 |
0.7655 |
0.500 |
0.7642 |
0.382 |
0.7629 |
LOW |
0.7589 |
0.618 |
0.7522 |
1.000 |
0.7482 |
1.618 |
0.7415 |
2.618 |
0.7308 |
4.250 |
0.7134 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7661 |
0.7655 |
PP |
0.7652 |
0.7639 |
S1 |
0.7642 |
0.7623 |
|