CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7829 |
0.7879 |
0.0050 |
0.6% |
0.7698 |
| High |
0.7914 |
0.7936 |
0.0022 |
0.3% |
0.7844 |
| Low |
0.7827 |
0.7856 |
0.0029 |
0.4% |
0.7698 |
| Close |
0.7911 |
0.7918 |
0.0007 |
0.1% |
0.7790 |
| Range |
0.0087 |
0.0080 |
-0.0007 |
-8.0% |
0.0146 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.4% |
0.0000 |
| Volume |
609 |
794 |
185 |
30.4% |
624 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8111 |
0.7962 |
|
| R3 |
0.8063 |
0.8031 |
0.7940 |
|
| R2 |
0.7983 |
0.7983 |
0.7933 |
|
| R1 |
0.7951 |
0.7951 |
0.7925 |
0.7967 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7912 |
| S1 |
0.7871 |
0.7871 |
0.7911 |
0.7887 |
| S2 |
0.7823 |
0.7823 |
0.7903 |
|
| S3 |
0.7743 |
0.7791 |
0.7896 |
|
| S4 |
0.7663 |
0.7711 |
0.7874 |
|
|
| 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 |
0.7936 |
0.7705 |
0.0231 |
2.9% |
0.0077 |
1.0% |
92% |
True |
False |
400 |
| 10 |
0.7936 |
0.7595 |
0.0341 |
4.3% |
0.0078 |
1.0% |
95% |
True |
False |
249 |
| 20 |
0.7936 |
0.7529 |
0.0407 |
5.1% |
0.0073 |
0.9% |
96% |
True |
False |
181 |
| 40 |
0.7936 |
0.7222 |
0.0714 |
9.0% |
0.0069 |
0.9% |
97% |
True |
False |
134 |
| 60 |
0.7936 |
0.6993 |
0.0943 |
11.9% |
0.0068 |
0.9% |
98% |
True |
False |
98 |
| 80 |
0.7936 |
0.6842 |
0.1094 |
13.8% |
0.0059 |
0.7% |
98% |
True |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8276 |
|
2.618 |
0.8145 |
|
1.618 |
0.8065 |
|
1.000 |
0.8016 |
|
0.618 |
0.7985 |
|
HIGH |
0.7936 |
|
0.618 |
0.7905 |
|
0.500 |
0.7896 |
|
0.382 |
0.7887 |
|
LOW |
0.7856 |
|
0.618 |
0.7807 |
|
1.000 |
0.7776 |
|
1.618 |
0.7727 |
|
2.618 |
0.7647 |
|
4.250 |
0.7516 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7886 |
| PP |
0.7903 |
0.7853 |
| S1 |
0.7896 |
0.7821 |
|