CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7789 |
0.7731 |
-0.0058 |
-0.7% |
0.7698 |
| High |
0.7800 |
0.7826 |
0.0026 |
0.3% |
0.7844 |
| Low |
0.7759 |
0.7705 |
-0.0054 |
-0.7% |
0.7698 |
| Close |
0.7790 |
0.7809 |
0.0019 |
0.2% |
0.7790 |
| Range |
0.0041 |
0.0121 |
0.0080 |
195.1% |
0.0146 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.1% |
0.0000 |
| Volume |
232 |
294 |
62 |
26.7% |
624 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8097 |
0.7876 |
|
| R3 |
0.8022 |
0.7976 |
0.7842 |
|
| R2 |
0.7901 |
0.7901 |
0.7831 |
|
| R1 |
0.7855 |
0.7855 |
0.7820 |
0.7878 |
| PP |
0.7780 |
0.7780 |
0.7780 |
0.7792 |
| S1 |
0.7734 |
0.7734 |
0.7798 |
0.7757 |
| S2 |
0.7659 |
0.7659 |
0.7787 |
|
| S3 |
0.7538 |
0.7613 |
0.7776 |
|
| S4 |
0.7417 |
0.7492 |
0.7742 |
|
|
| 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 |
0.7705 |
0.0139 |
1.8% |
0.0070 |
0.9% |
75% |
False |
True |
170 |
| 10 |
0.7844 |
0.7570 |
0.0274 |
3.5% |
0.0075 |
1.0% |
87% |
False |
False |
134 |
| 20 |
0.7844 |
0.7529 |
0.0315 |
4.0% |
0.0068 |
0.9% |
89% |
False |
False |
114 |
| 40 |
0.7844 |
0.7222 |
0.0622 |
8.0% |
0.0066 |
0.8% |
94% |
False |
False |
100 |
| 60 |
0.7844 |
0.6993 |
0.0851 |
10.9% |
0.0066 |
0.8% |
96% |
False |
False |
77 |
| 80 |
0.7844 |
0.6842 |
0.1002 |
12.8% |
0.0057 |
0.7% |
97% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8340 |
|
2.618 |
0.8143 |
|
1.618 |
0.8022 |
|
1.000 |
0.7947 |
|
0.618 |
0.7901 |
|
HIGH |
0.7826 |
|
0.618 |
0.7780 |
|
0.500 |
0.7766 |
|
0.382 |
0.7751 |
|
LOW |
0.7705 |
|
0.618 |
0.7630 |
|
1.000 |
0.7584 |
|
1.618 |
0.7509 |
|
2.618 |
0.7388 |
|
4.250 |
0.7191 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7795 |
0.7795 |
| PP |
0.7780 |
0.7780 |
| S1 |
0.7766 |
0.7766 |
|