CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7879 |
0.7905 |
0.0026 |
0.3% |
0.7698 |
| High |
0.7936 |
0.7917 |
-0.0019 |
-0.2% |
0.7844 |
| Low |
0.7856 |
0.7850 |
-0.0006 |
-0.1% |
0.7698 |
| Close |
0.7918 |
0.7859 |
-0.0059 |
-0.7% |
0.7790 |
| Range |
0.0080 |
0.0067 |
-0.0013 |
-16.2% |
0.0146 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
794 |
419 |
-375 |
-47.2% |
624 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8035 |
0.7896 |
|
| R3 |
0.8009 |
0.7968 |
0.7877 |
|
| R2 |
0.7942 |
0.7942 |
0.7871 |
|
| R1 |
0.7901 |
0.7901 |
0.7865 |
0.7888 |
| PP |
0.7875 |
0.7875 |
0.7875 |
0.7869 |
| S1 |
0.7834 |
0.7834 |
0.7853 |
0.7821 |
| S2 |
0.7808 |
0.7808 |
0.7847 |
|
| S3 |
0.7741 |
0.7767 |
0.7841 |
|
| S4 |
0.7674 |
0.7700 |
0.7822 |
|
|
| 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% |
0.0079 |
1.0% |
67% |
False |
False |
469 |
| 10 |
0.7936 |
0.7606 |
0.0330 |
4.2% |
0.0076 |
1.0% |
77% |
False |
False |
286 |
| 20 |
0.7936 |
0.7529 |
0.0407 |
5.2% |
0.0071 |
0.9% |
81% |
False |
False |
199 |
| 40 |
0.7936 |
0.7320 |
0.0616 |
7.8% |
0.0068 |
0.9% |
88% |
False |
False |
144 |
| 60 |
0.7936 |
0.7089 |
0.0847 |
10.8% |
0.0067 |
0.8% |
91% |
False |
False |
104 |
| 80 |
0.7936 |
0.6842 |
0.1094 |
13.9% |
0.0060 |
0.8% |
93% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8092 |
|
1.618 |
0.8025 |
|
1.000 |
0.7984 |
|
0.618 |
0.7958 |
|
HIGH |
0.7917 |
|
0.618 |
0.7891 |
|
0.500 |
0.7884 |
|
0.382 |
0.7876 |
|
LOW |
0.7850 |
|
0.618 |
0.7809 |
|
1.000 |
0.7783 |
|
1.618 |
0.7742 |
|
2.618 |
0.7675 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7884 |
0.7882 |
| PP |
0.7875 |
0.7874 |
| S1 |
0.7867 |
0.7867 |
|