CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7777 |
0.0079 |
1.0% |
0.7680 |
| High |
0.7760 |
0.7844 |
0.0084 |
1.1% |
0.7720 |
| Low |
0.7698 |
0.7755 |
0.0057 |
0.7% |
0.7570 |
| Close |
0.7760 |
0.7844 |
0.0084 |
1.1% |
0.7700 |
| Range |
0.0062 |
0.0089 |
0.0027 |
43.5% |
0.0150 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.3% |
0.0000 |
| Volume |
68 |
86 |
18 |
26.5% |
448 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8081 |
0.8052 |
0.7893 |
|
| R3 |
0.7992 |
0.7963 |
0.7868 |
|
| R2 |
0.7903 |
0.7903 |
0.7860 |
|
| R1 |
0.7874 |
0.7874 |
0.7852 |
0.7888 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7822 |
| S1 |
0.7785 |
0.7785 |
0.7836 |
0.7800 |
| S2 |
0.7725 |
0.7725 |
0.7828 |
|
| S3 |
0.7636 |
0.7696 |
0.7820 |
|
| S4 |
0.7547 |
0.7607 |
0.7795 |
|
|
| 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 |
0.7844 |
0.7588 |
0.0256 |
3.3% |
0.0083 |
1.1% |
100% |
True |
False |
86 |
| 10 |
0.7844 |
0.7570 |
0.0274 |
3.5% |
0.0075 |
1.0% |
100% |
True |
False |
110 |
| 20 |
0.7844 |
0.7465 |
0.0379 |
4.8% |
0.0072 |
0.9% |
100% |
True |
False |
113 |
| 40 |
0.7844 |
0.7200 |
0.0644 |
8.2% |
0.0067 |
0.9% |
100% |
True |
False |
82 |
| 60 |
0.7844 |
0.6842 |
0.1002 |
12.8% |
0.0066 |
0.8% |
100% |
True |
False |
71 |
| 80 |
0.7844 |
0.6842 |
0.1002 |
12.8% |
0.0055 |
0.7% |
100% |
True |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8222 |
|
2.618 |
0.8077 |
|
1.618 |
0.7988 |
|
1.000 |
0.7933 |
|
0.618 |
0.7899 |
|
HIGH |
0.7844 |
|
0.618 |
0.7810 |
|
0.500 |
0.7800 |
|
0.382 |
0.7789 |
|
LOW |
0.7755 |
|
0.618 |
0.7700 |
|
1.000 |
0.7666 |
|
1.618 |
0.7611 |
|
2.618 |
0.7522 |
|
4.250 |
0.7377 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7829 |
0.7804 |
| PP |
0.7814 |
0.7765 |
| S1 |
0.7800 |
0.7725 |
|