CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7729 |
0.7727 |
-0.0002 |
0.0% |
0.7664 |
| High |
0.7745 |
0.7774 |
0.0029 |
0.4% |
0.7774 |
| Low |
0.7683 |
0.7708 |
0.0025 |
0.3% |
0.7621 |
| Close |
0.7712 |
0.7744 |
0.0032 |
0.4% |
0.7744 |
| Range |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0153 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
70,346 |
40,070 |
-30,276 |
-43.0% |
278,124 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7908 |
0.7780 |
|
| R3 |
0.7874 |
0.7842 |
0.7762 |
|
| R2 |
0.7808 |
0.7808 |
0.7756 |
|
| R1 |
0.7776 |
0.7776 |
0.7750 |
0.7792 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7750 |
| S1 |
0.7710 |
0.7710 |
0.7738 |
0.7726 |
| S2 |
0.7676 |
0.7676 |
0.7732 |
|
| S3 |
0.7610 |
0.7644 |
0.7726 |
|
| S4 |
0.7544 |
0.7578 |
0.7708 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8111 |
0.7828 |
|
| R3 |
0.8019 |
0.7958 |
0.7786 |
|
| R2 |
0.7866 |
0.7866 |
0.7772 |
|
| R1 |
0.7805 |
0.7805 |
0.7758 |
0.7836 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7728 |
| S1 |
0.7652 |
0.7652 |
0.7730 |
0.7683 |
| S2 |
0.7560 |
0.7560 |
0.7716 |
|
| S3 |
0.7407 |
0.7499 |
0.7702 |
|
| S4 |
0.7254 |
0.7346 |
0.7660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7774 |
0.7621 |
0.0153 |
2.0% |
0.0071 |
0.9% |
80% |
True |
False |
55,624 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0082 |
1.1% |
46% |
False |
False |
58,641 |
| 20 |
0.7902 |
0.7621 |
0.0281 |
3.6% |
0.0077 |
1.0% |
44% |
False |
False |
56,261 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0070 |
0.9% |
50% |
False |
False |
28,743 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0070 |
0.9% |
36% |
False |
False |
19,245 |
| 80 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0070 |
0.9% |
50% |
False |
False |
14,461 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.2% |
0.0068 |
0.9% |
68% |
False |
False |
11,578 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0067 |
0.9% |
77% |
False |
False |
9,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8055 |
|
2.618 |
0.7947 |
|
1.618 |
0.7881 |
|
1.000 |
0.7840 |
|
0.618 |
0.7815 |
|
HIGH |
0.7774 |
|
0.618 |
0.7749 |
|
0.500 |
0.7741 |
|
0.382 |
0.7733 |
|
LOW |
0.7708 |
|
0.618 |
0.7667 |
|
1.000 |
0.7642 |
|
1.618 |
0.7601 |
|
2.618 |
0.7535 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7736 |
| PP |
0.7742 |
0.7729 |
| S1 |
0.7741 |
0.7721 |
|