CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 29-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7942 |
0.7976 |
0.0034 |
0.4% |
0.7890 |
High |
0.7990 |
0.8006 |
0.0016 |
0.2% |
0.8006 |
Low |
0.7933 |
0.7954 |
0.0021 |
0.3% |
0.7870 |
Close |
0.7985 |
0.7974 |
-0.0011 |
-0.1% |
0.7974 |
Range |
0.0057 |
0.0052 |
-0.0005 |
-8.8% |
0.0136 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
142 |
150 |
8 |
5.6% |
716 |
|
Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8134 |
0.8106 |
0.8003 |
|
R3 |
0.8082 |
0.8054 |
0.7988 |
|
R2 |
0.8030 |
0.8030 |
0.7984 |
|
R1 |
0.8002 |
0.8002 |
0.7979 |
0.7990 |
PP |
0.7978 |
0.7978 |
0.7978 |
0.7972 |
S1 |
0.7950 |
0.7950 |
0.7969 |
0.7938 |
S2 |
0.7926 |
0.7926 |
0.7964 |
|
S3 |
0.7874 |
0.7898 |
0.7960 |
|
S4 |
0.7822 |
0.7846 |
0.7945 |
|
|
Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8358 |
0.8302 |
0.8049 |
|
R3 |
0.8222 |
0.8166 |
0.8011 |
|
R2 |
0.8086 |
0.8086 |
0.7999 |
|
R1 |
0.8030 |
0.8030 |
0.7986 |
0.8058 |
PP |
0.7950 |
0.7950 |
0.7950 |
0.7964 |
S1 |
0.7894 |
0.7894 |
0.7962 |
0.7922 |
S2 |
0.7814 |
0.7814 |
0.7949 |
|
S3 |
0.7678 |
0.7758 |
0.7937 |
|
S4 |
0.7542 |
0.7622 |
0.7899 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8006 |
0.7870 |
0.0136 |
1.7% |
0.0047 |
0.6% |
76% |
True |
False |
143 |
10 |
0.8006 |
0.7705 |
0.0301 |
3.8% |
0.0066 |
0.8% |
89% |
True |
False |
311 |
20 |
0.8006 |
0.7570 |
0.0436 |
5.5% |
0.0066 |
0.8% |
93% |
True |
False |
209 |
40 |
0.8006 |
0.7438 |
0.0568 |
7.1% |
0.0069 |
0.9% |
94% |
True |
False |
163 |
60 |
0.8006 |
0.7150 |
0.0856 |
10.7% |
0.0066 |
0.8% |
96% |
True |
False |
118 |
80 |
0.8006 |
0.6842 |
0.1164 |
14.6% |
0.0063 |
0.8% |
97% |
True |
False |
107 |
100 |
0.8006 |
0.6842 |
0.1164 |
14.6% |
0.0053 |
0.7% |
97% |
True |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8227 |
2.618 |
0.8142 |
1.618 |
0.8090 |
1.000 |
0.8058 |
0.618 |
0.8038 |
HIGH |
0.8006 |
0.618 |
0.7986 |
0.500 |
0.7980 |
0.382 |
0.7974 |
LOW |
0.7954 |
0.618 |
0.7922 |
1.000 |
0.7902 |
1.618 |
0.7870 |
2.618 |
0.7818 |
4.250 |
0.7733 |
|
|
Fisher Pivots for day following 29-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7980 |
0.7965 |
PP |
0.7978 |
0.7955 |
S1 |
0.7976 |
0.7946 |
|