CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7895 |
0.0005 |
0.1% |
0.7731 |
| High |
0.7900 |
0.7930 |
0.0030 |
0.4% |
0.7936 |
| Low |
0.7870 |
0.7895 |
0.0025 |
0.3% |
0.7705 |
| Close |
0.7884 |
0.7923 |
0.0039 |
0.5% |
0.7884 |
| Range |
0.0030 |
0.0035 |
0.0005 |
16.7% |
0.0231 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
116 |
104 |
-12 |
-10.3% |
2,399 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.8007 |
0.7942 |
|
| R3 |
0.7986 |
0.7972 |
0.7933 |
|
| R2 |
0.7951 |
0.7951 |
0.7929 |
|
| R1 |
0.7937 |
0.7937 |
0.7926 |
0.7944 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7920 |
| S1 |
0.7902 |
0.7902 |
0.7920 |
0.7909 |
| S2 |
0.7881 |
0.7881 |
0.7917 |
|
| S3 |
0.7846 |
0.7867 |
0.7913 |
|
| S4 |
0.7811 |
0.7832 |
0.7904 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8535 |
0.8440 |
0.8011 |
|
| R3 |
0.8304 |
0.8209 |
0.7948 |
|
| R2 |
0.8073 |
0.8073 |
0.7926 |
|
| R1 |
0.7978 |
0.7978 |
0.7905 |
0.8026 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7865 |
| S1 |
0.7747 |
0.7747 |
0.7863 |
0.7795 |
| S2 |
0.7611 |
0.7611 |
0.7842 |
|
| S3 |
0.7380 |
0.7516 |
0.7820 |
|
| S4 |
0.7149 |
0.7285 |
0.7757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7936 |
0.7850 |
0.0086 |
1.1% |
0.0056 |
0.7% |
85% |
False |
False |
343 |
| 10 |
0.7936 |
0.7705 |
0.0231 |
2.9% |
0.0063 |
0.8% |
94% |
False |
False |
308 |
| 20 |
0.7936 |
0.7570 |
0.0366 |
4.6% |
0.0069 |
0.9% |
96% |
False |
False |
209 |
| 40 |
0.7936 |
0.7396 |
0.0540 |
6.8% |
0.0068 |
0.9% |
98% |
False |
False |
154 |
| 60 |
0.7936 |
0.7112 |
0.0824 |
10.4% |
0.0066 |
0.8% |
98% |
False |
False |
111 |
| 80 |
0.7936 |
0.6842 |
0.1094 |
13.8% |
0.0061 |
0.8% |
99% |
False |
False |
107 |
| 100 |
0.7936 |
0.6842 |
0.1094 |
13.8% |
0.0051 |
0.6% |
99% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.8022 |
|
1.618 |
0.7987 |
|
1.000 |
0.7965 |
|
0.618 |
0.7952 |
|
HIGH |
0.7930 |
|
0.618 |
0.7917 |
|
0.500 |
0.7913 |
|
0.382 |
0.7908 |
|
LOW |
0.7895 |
|
0.618 |
0.7873 |
|
1.000 |
0.7860 |
|
1.618 |
0.7838 |
|
2.618 |
0.7803 |
|
4.250 |
0.7746 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7920 |
0.7912 |
| PP |
0.7916 |
0.7901 |
| S1 |
0.7913 |
0.7891 |
|