CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7606 |
-0.0029 |
-0.4% |
0.7680 |
| High |
0.7678 |
0.7720 |
0.0042 |
0.5% |
0.7720 |
| Low |
0.7595 |
0.7606 |
0.0011 |
0.1% |
0.7570 |
| Close |
0.7604 |
0.7700 |
0.0096 |
1.3% |
0.7700 |
| Range |
0.0083 |
0.0114 |
0.0031 |
37.3% |
0.0150 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.2% |
0.0000 |
| Volume |
55 |
121 |
66 |
120.0% |
448 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7973 |
0.7763 |
|
| R3 |
0.7903 |
0.7859 |
0.7731 |
|
| R2 |
0.7789 |
0.7789 |
0.7721 |
|
| R1 |
0.7745 |
0.7745 |
0.7710 |
0.7767 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7687 |
| S1 |
0.7631 |
0.7631 |
0.7690 |
0.7653 |
| S2 |
0.7561 |
0.7561 |
0.7679 |
|
| S3 |
0.7447 |
0.7517 |
0.7669 |
|
| S4 |
0.7333 |
0.7403 |
0.7637 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8057 |
0.7783 |
|
| R3 |
0.7963 |
0.7907 |
0.7741 |
|
| R2 |
0.7813 |
0.7813 |
0.7728 |
|
| R1 |
0.7757 |
0.7757 |
0.7714 |
0.7785 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7678 |
| S1 |
0.7607 |
0.7607 |
0.7686 |
0.7635 |
| S2 |
0.7513 |
0.7513 |
0.7673 |
|
| S3 |
0.7363 |
0.7457 |
0.7659 |
|
| S4 |
0.7213 |
0.7307 |
0.7618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7570 |
0.0150 |
1.9% |
0.0074 |
1.0% |
87% |
True |
False |
89 |
| 10 |
0.7775 |
0.7542 |
0.0233 |
3.0% |
0.0074 |
1.0% |
68% |
False |
False |
104 |
| 20 |
0.7775 |
0.7465 |
0.0310 |
4.0% |
0.0070 |
0.9% |
76% |
False |
False |
115 |
| 40 |
0.7775 |
0.7150 |
0.0625 |
8.1% |
0.0066 |
0.9% |
88% |
False |
False |
79 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.1% |
0.0065 |
0.8% |
92% |
False |
False |
70 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.1% |
0.0053 |
0.7% |
92% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8205 |
|
2.618 |
0.8018 |
|
1.618 |
0.7904 |
|
1.000 |
0.7834 |
|
0.618 |
0.7790 |
|
HIGH |
0.7720 |
|
0.618 |
0.7676 |
|
0.500 |
0.7663 |
|
0.382 |
0.7650 |
|
LOW |
0.7606 |
|
0.618 |
0.7536 |
|
1.000 |
0.7492 |
|
1.618 |
0.7422 |
|
2.618 |
0.7308 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7688 |
0.7685 |
| PP |
0.7675 |
0.7669 |
| S1 |
0.7663 |
0.7654 |
|