CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7680 |
-0.0044 |
-0.6% |
0.7665 |
| High |
0.7731 |
0.7685 |
-0.0046 |
-0.6% |
0.7776 |
| Low |
0.7661 |
0.7637 |
-0.0025 |
-0.3% |
0.7611 |
| Close |
0.7680 |
0.7658 |
-0.0022 |
-0.3% |
0.7728 |
| Range |
0.0070 |
0.0049 |
-0.0022 |
-30.7% |
0.0165 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
50,049 |
50,745 |
696 |
1.4% |
355,151 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7805 |
0.7780 |
0.7684 |
|
| R3 |
0.7757 |
0.7731 |
0.7671 |
|
| R2 |
0.7708 |
0.7708 |
0.7666 |
|
| R1 |
0.7683 |
0.7683 |
0.7662 |
0.7671 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7654 |
| S1 |
0.7634 |
0.7634 |
0.7653 |
0.7623 |
| S2 |
0.7611 |
0.7611 |
0.7649 |
|
| S3 |
0.7563 |
0.7586 |
0.7644 |
|
| S4 |
0.7514 |
0.7537 |
0.7631 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8129 |
0.7818 |
|
| R3 |
0.8035 |
0.7964 |
0.7773 |
|
| R2 |
0.7870 |
0.7870 |
0.7758 |
|
| R1 |
0.7799 |
0.7799 |
0.7743 |
0.7834 |
| PP |
0.7705 |
0.7705 |
0.7705 |
0.7722 |
| S1 |
0.7634 |
0.7634 |
0.7712 |
0.7669 |
| S2 |
0.7540 |
0.7540 |
0.7697 |
|
| S3 |
0.7375 |
0.7469 |
0.7682 |
|
| S4 |
0.7210 |
0.7304 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7776 |
0.7637 |
0.0139 |
1.8% |
0.0065 |
0.8% |
15% |
False |
True |
53,163 |
| 10 |
0.7776 |
0.7611 |
0.0165 |
2.2% |
0.0072 |
0.9% |
28% |
False |
False |
63,000 |
| 20 |
0.7889 |
0.7611 |
0.0279 |
3.6% |
0.0081 |
1.1% |
17% |
False |
False |
62,834 |
| 40 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0074 |
1.0% |
22% |
False |
False |
47,718 |
| 60 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
16% |
False |
False |
31,932 |
| 80 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0071 |
0.9% |
20% |
False |
False |
24,001 |
| 100 |
0.8018 |
0.7388 |
0.0630 |
8.2% |
0.0070 |
0.9% |
43% |
False |
False |
19,220 |
| 120 |
0.8018 |
0.7100 |
0.0918 |
12.0% |
0.0068 |
0.9% |
61% |
False |
False |
16,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7891 |
|
2.618 |
0.7812 |
|
1.618 |
0.7763 |
|
1.000 |
0.7734 |
|
0.618 |
0.7715 |
|
HIGH |
0.7685 |
|
0.618 |
0.7666 |
|
0.500 |
0.7661 |
|
0.382 |
0.7655 |
|
LOW |
0.7637 |
|
0.618 |
0.7607 |
|
1.000 |
0.7588 |
|
1.618 |
0.7558 |
|
2.618 |
0.7510 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7686 |
| PP |
0.7660 |
0.7677 |
| S1 |
0.7659 |
0.7667 |
|