CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7895 |
0.7934 |
0.0039 |
0.5% |
0.7731 |
| High |
0.7930 |
0.7948 |
0.0018 |
0.2% |
0.7936 |
| Low |
0.7895 |
0.7886 |
-0.0009 |
-0.1% |
0.7705 |
| Close |
0.7923 |
0.7924 |
0.0001 |
0.0% |
0.7884 |
| Range |
0.0035 |
0.0062 |
0.0027 |
77.1% |
0.0231 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
104 |
204 |
100 |
96.2% |
2,399 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8077 |
0.7958 |
|
| R3 |
0.8043 |
0.8015 |
0.7941 |
|
| R2 |
0.7981 |
0.7981 |
0.7935 |
|
| R1 |
0.7953 |
0.7953 |
0.7930 |
0.7936 |
| PP |
0.7919 |
0.7919 |
0.7919 |
0.7911 |
| S1 |
0.7891 |
0.7891 |
0.7918 |
0.7874 |
| S2 |
0.7857 |
0.7857 |
0.7913 |
|
| S3 |
0.7795 |
0.7829 |
0.7907 |
|
| S4 |
0.7733 |
0.7767 |
0.7890 |
|
|
| 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 |
0.7948 |
0.7850 |
0.0098 |
1.2% |
0.0053 |
0.7% |
76% |
True |
False |
225 |
| 10 |
0.7948 |
0.7705 |
0.0243 |
3.1% |
0.0065 |
0.8% |
90% |
True |
False |
312 |
| 20 |
0.7948 |
0.7570 |
0.0378 |
4.8% |
0.0070 |
0.9% |
94% |
True |
False |
212 |
| 40 |
0.7948 |
0.7417 |
0.0531 |
6.7% |
0.0068 |
0.9% |
95% |
True |
False |
158 |
| 60 |
0.7948 |
0.7112 |
0.0836 |
10.6% |
0.0066 |
0.8% |
97% |
True |
False |
113 |
| 80 |
0.7948 |
0.6842 |
0.1106 |
14.0% |
0.0062 |
0.8% |
98% |
True |
False |
110 |
| 100 |
0.7948 |
0.6842 |
0.1106 |
14.0% |
0.0052 |
0.7% |
98% |
True |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8212 |
|
2.618 |
0.8110 |
|
1.618 |
0.8048 |
|
1.000 |
0.8010 |
|
0.618 |
0.7986 |
|
HIGH |
0.7948 |
|
0.618 |
0.7924 |
|
0.500 |
0.7917 |
|
0.382 |
0.7910 |
|
LOW |
0.7886 |
|
0.618 |
0.7848 |
|
1.000 |
0.7824 |
|
1.618 |
0.7786 |
|
2.618 |
0.7724 |
|
4.250 |
0.7623 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7919 |
| PP |
0.7919 |
0.7914 |
| S1 |
0.7917 |
0.7909 |
|