CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7788 |
-0.0044 |
-0.6% |
0.7680 |
| High |
0.7842 |
0.7813 |
-0.0029 |
-0.4% |
0.7720 |
| Low |
0.7799 |
0.7757 |
-0.0042 |
-0.5% |
0.7570 |
| Close |
0.7807 |
0.7782 |
-0.0025 |
-0.3% |
0.7700 |
| Range |
0.0043 |
0.0056 |
0.0013 |
30.2% |
0.0150 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
164 |
74 |
-90 |
-54.9% |
448 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7923 |
0.7813 |
|
| R3 |
0.7896 |
0.7867 |
0.7797 |
|
| R2 |
0.7840 |
0.7840 |
0.7792 |
|
| R1 |
0.7811 |
0.7811 |
0.7787 |
0.7798 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7777 |
| S1 |
0.7755 |
0.7755 |
0.7777 |
0.7742 |
| S2 |
0.7728 |
0.7728 |
0.7772 |
|
| S3 |
0.7672 |
0.7699 |
0.7767 |
|
| S4 |
0.7616 |
0.7643 |
0.7751 |
|
|
| 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 |
0.7606 |
0.0238 |
3.1% |
0.0073 |
0.9% |
74% |
False |
False |
102 |
| 10 |
0.7844 |
0.7570 |
0.0274 |
3.5% |
0.0071 |
0.9% |
77% |
False |
False |
105 |
| 20 |
0.7844 |
0.7529 |
0.0315 |
4.0% |
0.0068 |
0.9% |
80% |
False |
False |
111 |
| 40 |
0.7844 |
0.7222 |
0.0622 |
8.0% |
0.0064 |
0.8% |
90% |
False |
False |
87 |
| 60 |
0.7844 |
0.6842 |
0.1002 |
12.9% |
0.0066 |
0.8% |
94% |
False |
False |
71 |
| 80 |
0.7844 |
0.6842 |
0.1002 |
12.9% |
0.0056 |
0.7% |
94% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7960 |
|
1.618 |
0.7904 |
|
1.000 |
0.7869 |
|
0.618 |
0.7848 |
|
HIGH |
0.7813 |
|
0.618 |
0.7792 |
|
0.500 |
0.7785 |
|
0.382 |
0.7778 |
|
LOW |
0.7757 |
|
0.618 |
0.7722 |
|
1.000 |
0.7701 |
|
1.618 |
0.7666 |
|
2.618 |
0.7610 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7785 |
0.7800 |
| PP |
0.7784 |
0.7794 |
| S1 |
0.7783 |
0.7788 |
|