CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7701 |
0.7680 |
-0.0021 |
-0.3% |
0.7542 |
| High |
0.7711 |
0.7681 |
-0.0030 |
-0.4% |
0.7775 |
| Low |
0.7618 |
0.7646 |
0.0028 |
0.4% |
0.7542 |
| Close |
0.7678 |
0.7658 |
-0.0020 |
-0.3% |
0.7678 |
| Range |
0.0093 |
0.0035 |
-0.0058 |
-62.4% |
0.0233 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
210 |
17 |
-193 |
-91.9% |
599 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7747 |
0.7677 |
|
| R3 |
0.7732 |
0.7712 |
0.7668 |
|
| R2 |
0.7697 |
0.7697 |
0.7664 |
|
| R1 |
0.7677 |
0.7677 |
0.7661 |
0.7670 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7658 |
| S1 |
0.7642 |
0.7642 |
0.7655 |
0.7635 |
| S2 |
0.7627 |
0.7627 |
0.7652 |
|
| S3 |
0.7592 |
0.7607 |
0.7648 |
|
| S4 |
0.7557 |
0.7572 |
0.7639 |
|
|
| 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 |
0.7574 |
0.0201 |
2.6% |
0.0071 |
0.9% |
42% |
False |
False |
118 |
| 10 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0061 |
0.8% |
52% |
False |
False |
93 |
| 20 |
0.7775 |
0.7450 |
0.0325 |
4.2% |
0.0069 |
0.9% |
64% |
False |
False |
117 |
| 40 |
0.7775 |
0.7150 |
0.0625 |
8.2% |
0.0065 |
0.8% |
81% |
False |
False |
72 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.2% |
0.0061 |
0.8% |
87% |
False |
False |
72 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.2% |
0.0050 |
0.6% |
87% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7830 |
|
2.618 |
0.7773 |
|
1.618 |
0.7738 |
|
1.000 |
0.7716 |
|
0.618 |
0.7703 |
|
HIGH |
0.7681 |
|
0.618 |
0.7668 |
|
0.500 |
0.7664 |
|
0.382 |
0.7659 |
|
LOW |
0.7646 |
|
0.618 |
0.7624 |
|
1.000 |
0.7611 |
|
1.618 |
0.7589 |
|
2.618 |
0.7554 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7697 |
| PP |
0.7662 |
0.7684 |
| S1 |
0.7660 |
0.7671 |
|