CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 13-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7777 |
0.7832 |
0.0055 |
0.7% |
0.7680 |
High |
0.7844 |
0.7842 |
-0.0002 |
0.0% |
0.7720 |
Low |
0.7755 |
0.7799 |
0.0044 |
0.6% |
0.7570 |
Close |
0.7844 |
0.7807 |
-0.0037 |
-0.5% |
0.7700 |
Range |
0.0089 |
0.0043 |
-0.0046 |
-51.7% |
0.0150 |
ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
86 |
164 |
78 |
90.7% |
448 |
|
Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7945 |
0.7919 |
0.7831 |
|
R3 |
0.7902 |
0.7876 |
0.7819 |
|
R2 |
0.7859 |
0.7859 |
0.7815 |
|
R1 |
0.7833 |
0.7833 |
0.7811 |
0.7825 |
PP |
0.7816 |
0.7816 |
0.7816 |
0.7812 |
S1 |
0.7790 |
0.7790 |
0.7803 |
0.7782 |
S2 |
0.7773 |
0.7773 |
0.7799 |
|
S3 |
0.7730 |
0.7747 |
0.7795 |
|
S4 |
0.7687 |
0.7704 |
0.7783 |
|
|
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 |
0.7595 |
0.0249 |
3.2% |
0.0078 |
1.0% |
85% |
False |
False |
98 |
10 |
0.7844 |
0.7570 |
0.0274 |
3.5% |
0.0074 |
1.0% |
86% |
False |
False |
111 |
20 |
0.7844 |
0.7476 |
0.0368 |
4.7% |
0.0073 |
0.9% |
90% |
False |
False |
119 |
40 |
0.7844 |
0.7216 |
0.0628 |
8.0% |
0.0065 |
0.8% |
94% |
False |
False |
85 |
60 |
0.7844 |
0.6842 |
0.1002 |
12.8% |
0.0066 |
0.8% |
96% |
False |
False |
72 |
80 |
0.7844 |
0.6842 |
0.1002 |
12.8% |
0.0055 |
0.7% |
96% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8025 |
2.618 |
0.7955 |
1.618 |
0.7912 |
1.000 |
0.7885 |
0.618 |
0.7869 |
HIGH |
0.7842 |
0.618 |
0.7826 |
0.500 |
0.7821 |
0.382 |
0.7815 |
LOW |
0.7799 |
0.618 |
0.7772 |
1.000 |
0.7756 |
1.618 |
0.7729 |
2.618 |
0.7686 |
4.250 |
0.7616 |
|
|
Fisher Pivots for day following 13-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7821 |
0.7795 |
PP |
0.7816 |
0.7783 |
S1 |
0.7812 |
0.7771 |
|