CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7970 |
0.7980 |
0.0010 |
0.1% |
0.7890 |
| High |
0.7991 |
0.8018 |
0.0027 |
0.3% |
0.8006 |
| Low |
0.7961 |
0.7856 |
-0.0105 |
-1.3% |
0.7870 |
| Close |
0.7969 |
0.7859 |
-0.0110 |
-1.4% |
0.7974 |
| Range |
0.0030 |
0.0162 |
0.0132 |
440.0% |
0.0136 |
| ATR |
0.0065 |
0.0072 |
0.0007 |
10.5% |
0.0000 |
| Volume |
139 |
489 |
350 |
251.8% |
716 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8290 |
0.7948 |
|
| R3 |
0.8235 |
0.8128 |
0.7904 |
|
| R2 |
0.8073 |
0.8073 |
0.7889 |
|
| R1 |
0.7966 |
0.7966 |
0.7874 |
0.7939 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7897 |
| S1 |
0.7804 |
0.7804 |
0.7844 |
0.7777 |
| S2 |
0.7749 |
0.7749 |
0.7829 |
|
| S3 |
0.7587 |
0.7642 |
0.7814 |
|
| S4 |
0.7425 |
0.7480 |
0.7770 |
|
|
| 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 |
0.8018 |
0.7856 |
0.0162 |
2.1% |
0.0073 |
0.9% |
2% |
True |
True |
224 |
| 10 |
0.8018 |
0.7850 |
0.0168 |
2.1% |
0.0064 |
0.8% |
5% |
True |
False |
284 |
| 20 |
0.8018 |
0.7588 |
0.0430 |
5.5% |
0.0070 |
0.9% |
63% |
True |
False |
232 |
| 40 |
0.8018 |
0.7450 |
0.0568 |
7.2% |
0.0070 |
0.9% |
72% |
True |
False |
177 |
| 60 |
0.8018 |
0.7150 |
0.0868 |
11.0% |
0.0066 |
0.8% |
82% |
True |
False |
127 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0064 |
0.8% |
86% |
True |
False |
111 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0054 |
0.7% |
86% |
True |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8707 |
|
2.618 |
0.8442 |
|
1.618 |
0.8280 |
|
1.000 |
0.8180 |
|
0.618 |
0.8118 |
|
HIGH |
0.8018 |
|
0.618 |
0.7956 |
|
0.500 |
0.7937 |
|
0.382 |
0.7918 |
|
LOW |
0.7856 |
|
0.618 |
0.7756 |
|
1.000 |
0.7694 |
|
1.618 |
0.7594 |
|
2.618 |
0.7432 |
|
4.250 |
0.7168 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7937 |
| PP |
0.7911 |
0.7911 |
| S1 |
0.7885 |
0.7885 |
|