CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7788 |
0.7789 |
0.0001 |
0.0% |
0.7698 |
| High |
0.7813 |
0.7800 |
-0.0013 |
-0.2% |
0.7844 |
| Low |
0.7757 |
0.7759 |
0.0002 |
0.0% |
0.7698 |
| Close |
0.7782 |
0.7790 |
0.0008 |
0.1% |
0.7790 |
| Range |
0.0056 |
0.0041 |
-0.0015 |
-26.8% |
0.0146 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
74 |
232 |
158 |
213.5% |
624 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7889 |
0.7813 |
|
| R3 |
0.7865 |
0.7848 |
0.7801 |
|
| R2 |
0.7824 |
0.7824 |
0.7798 |
|
| R1 |
0.7807 |
0.7807 |
0.7794 |
0.7815 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7787 |
| S1 |
0.7766 |
0.7766 |
0.7786 |
0.7775 |
| S2 |
0.7742 |
0.7742 |
0.7782 |
|
| S3 |
0.7701 |
0.7725 |
0.7779 |
|
| S4 |
0.7660 |
0.7684 |
0.7767 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8149 |
0.7870 |
|
| R3 |
0.8069 |
0.8003 |
0.7830 |
|
| R2 |
0.7923 |
0.7923 |
0.7817 |
|
| R1 |
0.7857 |
0.7857 |
0.7803 |
0.7890 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7794 |
| S1 |
0.7711 |
0.7711 |
0.7777 |
0.7744 |
| S2 |
0.7631 |
0.7631 |
0.7763 |
|
| S3 |
0.7485 |
0.7565 |
0.7750 |
|
| S4 |
0.7339 |
0.7419 |
0.7710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7844 |
0.7698 |
0.0146 |
1.9% |
0.0058 |
0.7% |
63% |
False |
False |
124 |
| 10 |
0.7844 |
0.7570 |
0.0274 |
3.5% |
0.0066 |
0.8% |
80% |
False |
False |
107 |
| 20 |
0.7844 |
0.7529 |
0.0315 |
4.0% |
0.0065 |
0.8% |
83% |
False |
False |
105 |
| 40 |
0.7844 |
0.7222 |
0.0622 |
8.0% |
0.0064 |
0.8% |
91% |
False |
False |
92 |
| 60 |
0.7844 |
0.6922 |
0.0922 |
11.8% |
0.0066 |
0.8% |
94% |
False |
False |
73 |
| 80 |
0.7844 |
0.6842 |
0.1002 |
12.9% |
0.0056 |
0.7% |
95% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7974 |
|
2.618 |
0.7907 |
|
1.618 |
0.7866 |
|
1.000 |
0.7841 |
|
0.618 |
0.7825 |
|
HIGH |
0.7800 |
|
0.618 |
0.7784 |
|
0.500 |
0.7780 |
|
0.382 |
0.7775 |
|
LOW |
0.7759 |
|
0.618 |
0.7734 |
|
1.000 |
0.7718 |
|
1.618 |
0.7693 |
|
2.618 |
0.7652 |
|
4.250 |
0.7585 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7787 |
0.7800 |
| PP |
0.7783 |
0.7796 |
| S1 |
0.7780 |
0.7793 |
|