CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7976 |
0.7970 |
-0.0006 |
-0.1% |
0.7890 |
| High |
0.8006 |
0.7991 |
-0.0015 |
-0.2% |
0.8006 |
| Low |
0.7954 |
0.7961 |
0.0007 |
0.1% |
0.7870 |
| Close |
0.7974 |
0.7969 |
-0.0005 |
-0.1% |
0.7974 |
| Range |
0.0052 |
0.0030 |
-0.0022 |
-42.3% |
0.0136 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
150 |
139 |
-11 |
-7.3% |
716 |
|
| Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8046 |
0.7986 |
|
| R3 |
0.8034 |
0.8016 |
0.7977 |
|
| R2 |
0.8004 |
0.8004 |
0.7975 |
|
| R1 |
0.7986 |
0.7986 |
0.7972 |
0.7980 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7971 |
| S1 |
0.7956 |
0.7956 |
0.7966 |
0.7950 |
| S2 |
0.7944 |
0.7944 |
0.7964 |
|
| S3 |
0.7914 |
0.7926 |
0.7961 |
|
| S4 |
0.7884 |
0.7896 |
0.7953 |
|
|
| 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 |
0.7886 |
0.0120 |
1.5% |
0.0047 |
0.6% |
69% |
False |
False |
147 |
| 10 |
0.8006 |
0.7827 |
0.0179 |
2.2% |
0.0057 |
0.7% |
79% |
False |
False |
296 |
| 20 |
0.8006 |
0.7570 |
0.0436 |
5.5% |
0.0066 |
0.8% |
92% |
False |
False |
215 |
| 40 |
0.8006 |
0.7450 |
0.0556 |
7.0% |
0.0068 |
0.8% |
93% |
False |
False |
166 |
| 60 |
0.8006 |
0.7150 |
0.0856 |
10.7% |
0.0065 |
0.8% |
96% |
False |
False |
120 |
| 80 |
0.8006 |
0.6842 |
0.1164 |
14.6% |
0.0062 |
0.8% |
97% |
False |
False |
108 |
| 100 |
0.8006 |
0.6842 |
0.1164 |
14.6% |
0.0053 |
0.7% |
97% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8119 |
|
2.618 |
0.8070 |
|
1.618 |
0.8040 |
|
1.000 |
0.8021 |
|
0.618 |
0.8010 |
|
HIGH |
0.7991 |
|
0.618 |
0.7980 |
|
0.500 |
0.7976 |
|
0.382 |
0.7972 |
|
LOW |
0.7961 |
|
0.618 |
0.7942 |
|
1.000 |
0.7931 |
|
1.618 |
0.7912 |
|
2.618 |
0.7882 |
|
4.250 |
0.7834 |
|
|
| Fisher Pivots for day following 02-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7976 |
0.7970 |
| PP |
0.7974 |
0.7969 |
| S1 |
0.7971 |
0.7969 |
|