CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7611 |
0.7635 |
0.0024 |
0.3% |
0.7542 |
| High |
0.7655 |
0.7678 |
0.0023 |
0.3% |
0.7775 |
| Low |
0.7588 |
0.7595 |
0.0007 |
0.1% |
0.7542 |
| Close |
0.7632 |
0.7604 |
-0.0028 |
-0.4% |
0.7678 |
| Range |
0.0067 |
0.0083 |
0.0016 |
23.9% |
0.0233 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.1% |
0.0000 |
| Volume |
103 |
55 |
-48 |
-46.6% |
599 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7875 |
0.7822 |
0.7650 |
|
| R3 |
0.7792 |
0.7739 |
0.7627 |
|
| R2 |
0.7709 |
0.7709 |
0.7619 |
|
| R1 |
0.7656 |
0.7656 |
0.7612 |
0.7641 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7618 |
| S1 |
0.7573 |
0.7573 |
0.7596 |
0.7558 |
| S2 |
0.7543 |
0.7543 |
0.7589 |
|
| S3 |
0.7460 |
0.7490 |
0.7581 |
|
| S4 |
0.7377 |
0.7407 |
0.7558 |
|
|
| 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 |
0.7711 |
0.7570 |
0.0141 |
1.9% |
0.0070 |
0.9% |
24% |
False |
False |
107 |
| 10 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0067 |
0.9% |
30% |
False |
False |
113 |
| 20 |
0.7775 |
0.7465 |
0.0310 |
4.1% |
0.0069 |
0.9% |
45% |
False |
False |
112 |
| 40 |
0.7775 |
0.7150 |
0.0625 |
8.2% |
0.0065 |
0.9% |
73% |
False |
False |
77 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.3% |
0.0063 |
0.8% |
82% |
False |
False |
69 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.3% |
0.0052 |
0.7% |
82% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7895 |
|
1.618 |
0.7812 |
|
1.000 |
0.7761 |
|
0.618 |
0.7729 |
|
HIGH |
0.7678 |
|
0.618 |
0.7646 |
|
0.500 |
0.7637 |
|
0.382 |
0.7627 |
|
LOW |
0.7595 |
|
0.618 |
0.7544 |
|
1.000 |
0.7512 |
|
1.618 |
0.7461 |
|
2.618 |
0.7378 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7624 |
| PP |
0.7626 |
0.7617 |
| S1 |
0.7615 |
0.7611 |
|