CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7680 |
0.7641 |
-0.0039 |
-0.5% |
0.7542 |
| High |
0.7681 |
0.7641 |
-0.0040 |
-0.5% |
0.7775 |
| Low |
0.7646 |
0.7570 |
-0.0076 |
-1.0% |
0.7542 |
| Close |
0.7658 |
0.7604 |
-0.0054 |
-0.7% |
0.7678 |
| Range |
0.0035 |
0.0071 |
0.0036 |
102.9% |
0.0233 |
| ATR |
0.0071 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
17 |
152 |
135 |
794.1% |
599 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7782 |
0.7643 |
|
| R3 |
0.7747 |
0.7711 |
0.7624 |
|
| R2 |
0.7676 |
0.7676 |
0.7617 |
|
| R1 |
0.7640 |
0.7640 |
0.7611 |
0.7623 |
| PP |
0.7605 |
0.7605 |
0.7605 |
0.7596 |
| S1 |
0.7569 |
0.7569 |
0.7597 |
0.7552 |
| S2 |
0.7534 |
0.7534 |
0.7591 |
|
| S3 |
0.7463 |
0.7498 |
0.7584 |
|
| S4 |
0.7392 |
0.7427 |
0.7565 |
|
|
| 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 |
0.7570 |
0.0205 |
2.7% |
0.0068 |
0.9% |
17% |
False |
True |
133 |
| 10 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0065 |
0.9% |
30% |
False |
False |
106 |
| 20 |
0.7775 |
0.7450 |
0.0325 |
4.3% |
0.0070 |
0.9% |
47% |
False |
False |
122 |
| 40 |
0.7775 |
0.7150 |
0.0625 |
8.2% |
0.0064 |
0.8% |
73% |
False |
False |
75 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.3% |
0.0062 |
0.8% |
82% |
False |
False |
70 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.3% |
0.0050 |
0.7% |
82% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7827 |
|
1.618 |
0.7756 |
|
1.000 |
0.7712 |
|
0.618 |
0.7685 |
|
HIGH |
0.7641 |
|
0.618 |
0.7614 |
|
0.500 |
0.7606 |
|
0.382 |
0.7597 |
|
LOW |
0.7570 |
|
0.618 |
0.7526 |
|
1.000 |
0.7499 |
|
1.618 |
0.7455 |
|
2.618 |
0.7384 |
|
4.250 |
0.7268 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7641 |
| PP |
0.7605 |
0.7628 |
| S1 |
0.7605 |
0.7616 |
|