CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7710 |
0.7701 |
-0.0009 |
-0.1% |
0.7542 |
| High |
0.7775 |
0.7711 |
-0.0064 |
-0.8% |
0.7775 |
| Low |
0.7688 |
0.7618 |
-0.0070 |
-0.9% |
0.7542 |
| Close |
0.7708 |
0.7678 |
-0.0030 |
-0.4% |
0.7678 |
| Range |
0.0087 |
0.0093 |
0.0006 |
6.9% |
0.0233 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
142 |
210 |
68 |
47.9% |
599 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7906 |
0.7729 |
|
| R3 |
0.7855 |
0.7813 |
0.7704 |
|
| R2 |
0.7762 |
0.7762 |
0.7695 |
|
| R1 |
0.7720 |
0.7720 |
0.7687 |
0.7695 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7656 |
| S1 |
0.7627 |
0.7627 |
0.7669 |
0.7602 |
| S2 |
0.7576 |
0.7576 |
0.7661 |
|
| S3 |
0.7483 |
0.7534 |
0.7652 |
|
| S4 |
0.7390 |
0.7441 |
0.7627 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8254 |
0.7806 |
|
| R3 |
0.8131 |
0.8021 |
0.7742 |
|
| R2 |
0.7898 |
0.7898 |
0.7721 |
|
| R1 |
0.7788 |
0.7788 |
0.7699 |
0.7843 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7693 |
| S1 |
0.7555 |
0.7555 |
0.7657 |
0.7610 |
| S2 |
0.7432 |
0.7432 |
0.7635 |
|
| S3 |
0.7199 |
0.7322 |
0.7614 |
|
| S4 |
0.6966 |
0.7089 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7542 |
0.0233 |
3.0% |
0.0073 |
1.0% |
58% |
False |
False |
119 |
| 10 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0064 |
0.8% |
61% |
False |
False |
104 |
| 20 |
0.7775 |
0.7438 |
0.0337 |
4.4% |
0.0071 |
0.9% |
71% |
False |
False |
117 |
| 40 |
0.7775 |
0.7150 |
0.0625 |
8.1% |
0.0066 |
0.9% |
84% |
False |
False |
72 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.2% |
0.0061 |
0.8% |
90% |
False |
False |
73 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.2% |
0.0049 |
0.6% |
90% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8106 |
|
2.618 |
0.7954 |
|
1.618 |
0.7861 |
|
1.000 |
0.7804 |
|
0.618 |
0.7768 |
|
HIGH |
0.7711 |
|
0.618 |
0.7675 |
|
0.500 |
0.7665 |
|
0.382 |
0.7654 |
|
LOW |
0.7618 |
|
0.618 |
0.7561 |
|
1.000 |
0.7525 |
|
1.618 |
0.7468 |
|
2.618 |
0.7375 |
|
4.250 |
0.7223 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7697 |
| PP |
0.7669 |
0.7690 |
| S1 |
0.7665 |
0.7684 |
|