CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 28-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7934 |
0.7942 |
0.0008 |
0.1% |
0.7731 |
High |
0.7948 |
0.7990 |
0.0042 |
0.5% |
0.7936 |
Low |
0.7886 |
0.7933 |
0.0047 |
0.6% |
0.7705 |
Close |
0.7924 |
0.7985 |
0.0061 |
0.8% |
0.7884 |
Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0231 |
ATR |
0.0070 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
Volume |
204 |
142 |
-62 |
-30.4% |
2,399 |
|
Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8140 |
0.8120 |
0.8016 |
|
R3 |
0.8083 |
0.8063 |
0.8001 |
|
R2 |
0.8026 |
0.8026 |
0.7995 |
|
R1 |
0.8006 |
0.8006 |
0.7990 |
0.8016 |
PP |
0.7969 |
0.7969 |
0.7969 |
0.7975 |
S1 |
0.7949 |
0.7949 |
0.7980 |
0.7959 |
S2 |
0.7912 |
0.7912 |
0.7975 |
|
S3 |
0.7855 |
0.7892 |
0.7969 |
|
S4 |
0.7798 |
0.7835 |
0.7954 |
|
|
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 |
0.7990 |
0.7851 |
0.0139 |
1.7% |
0.0051 |
0.6% |
96% |
True |
False |
169 |
10 |
0.7990 |
0.7705 |
0.0285 |
3.6% |
0.0065 |
0.8% |
98% |
True |
False |
319 |
20 |
0.7990 |
0.7570 |
0.0420 |
5.3% |
0.0068 |
0.9% |
99% |
True |
False |
212 |
40 |
0.7990 |
0.7429 |
0.0561 |
7.0% |
0.0068 |
0.9% |
99% |
True |
False |
160 |
60 |
0.7990 |
0.7150 |
0.0840 |
10.5% |
0.0067 |
0.8% |
99% |
True |
False |
116 |
80 |
0.7990 |
0.6842 |
0.1148 |
14.4% |
0.0062 |
0.8% |
100% |
True |
False |
107 |
100 |
0.7990 |
0.6842 |
0.1148 |
14.4% |
0.0052 |
0.7% |
100% |
True |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8232 |
2.618 |
0.8139 |
1.618 |
0.8082 |
1.000 |
0.8047 |
0.618 |
0.8025 |
HIGH |
0.7990 |
0.618 |
0.7968 |
0.500 |
0.7962 |
0.382 |
0.7955 |
LOW |
0.7933 |
0.618 |
0.7898 |
1.000 |
0.7876 |
1.618 |
0.7841 |
2.618 |
0.7784 |
4.250 |
0.7691 |
|
|
Fisher Pivots for day following 28-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7977 |
0.7969 |
PP |
0.7969 |
0.7954 |
S1 |
0.7962 |
0.7938 |
|