CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7980 |
0.7868 |
-0.0112 |
-1.4% |
0.7890 |
| High |
0.8018 |
0.7870 |
-0.0148 |
-1.8% |
0.8006 |
| Low |
0.7856 |
0.7761 |
-0.0095 |
-1.2% |
0.7870 |
| Close |
0.7859 |
0.7774 |
-0.0085 |
-1.1% |
0.7974 |
| Range |
0.0162 |
0.0109 |
-0.0053 |
-32.7% |
0.0136 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.6% |
0.0000 |
| Volume |
489 |
261 |
-228 |
-46.6% |
716 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8129 |
0.8060 |
0.7834 |
|
| R3 |
0.8020 |
0.7951 |
0.7804 |
|
| R2 |
0.7911 |
0.7911 |
0.7794 |
|
| R1 |
0.7842 |
0.7842 |
0.7784 |
0.7822 |
| PP |
0.7802 |
0.7802 |
0.7802 |
0.7792 |
| S1 |
0.7733 |
0.7733 |
0.7764 |
0.7713 |
| S2 |
0.7693 |
0.7693 |
0.7754 |
|
| S3 |
0.7584 |
0.7624 |
0.7744 |
|
| S4 |
0.7475 |
0.7515 |
0.7714 |
|
|
| 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 |
0.7761 |
0.0257 |
3.3% |
0.0082 |
1.1% |
5% |
False |
True |
236 |
| 10 |
0.8018 |
0.7761 |
0.0257 |
3.3% |
0.0067 |
0.9% |
5% |
False |
True |
230 |
| 20 |
0.8018 |
0.7595 |
0.0423 |
5.4% |
0.0072 |
0.9% |
42% |
False |
False |
240 |
| 40 |
0.8018 |
0.7450 |
0.0568 |
7.3% |
0.0071 |
0.9% |
57% |
False |
False |
179 |
| 60 |
0.8018 |
0.7150 |
0.0868 |
11.2% |
0.0067 |
0.9% |
72% |
False |
False |
131 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0065 |
0.8% |
79% |
False |
False |
114 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0055 |
0.7% |
79% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8333 |
|
2.618 |
0.8155 |
|
1.618 |
0.8046 |
|
1.000 |
0.7979 |
|
0.618 |
0.7937 |
|
HIGH |
0.7870 |
|
0.618 |
0.7828 |
|
0.500 |
0.7816 |
|
0.382 |
0.7803 |
|
LOW |
0.7761 |
|
0.618 |
0.7694 |
|
1.000 |
0.7652 |
|
1.618 |
0.7585 |
|
2.618 |
0.7476 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7816 |
0.7890 |
| PP |
0.7802 |
0.7851 |
| S1 |
0.7788 |
0.7813 |
|