CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7767 |
-0.0008 |
-0.1% |
0.7970 |
| High |
0.7819 |
0.7790 |
-0.0029 |
-0.4% |
0.8018 |
| Low |
0.7772 |
0.7721 |
-0.0051 |
-0.7% |
0.7721 |
| Close |
0.7775 |
0.7731 |
-0.0044 |
-0.6% |
0.7731 |
| Range |
0.0047 |
0.0069 |
0.0022 |
46.8% |
0.0297 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
229 |
152 |
-77 |
-33.6% |
1,270 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7954 |
0.7912 |
0.7769 |
|
| R3 |
0.7885 |
0.7843 |
0.7750 |
|
| R2 |
0.7816 |
0.7816 |
0.7744 |
|
| R1 |
0.7774 |
0.7774 |
0.7737 |
0.7761 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7741 |
| S1 |
0.7705 |
0.7705 |
0.7725 |
0.7692 |
| S2 |
0.7678 |
0.7678 |
0.7718 |
|
| S3 |
0.7609 |
0.7636 |
0.7712 |
|
| S4 |
0.7540 |
0.7567 |
0.7693 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8714 |
0.8520 |
0.7894 |
|
| R3 |
0.8417 |
0.8223 |
0.7813 |
|
| R2 |
0.8120 |
0.8120 |
0.7785 |
|
| R1 |
0.7926 |
0.7926 |
0.7758 |
0.7875 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7798 |
| S1 |
0.7629 |
0.7629 |
0.7704 |
0.7578 |
| S2 |
0.7526 |
0.7526 |
0.7677 |
|
| S3 |
0.7229 |
0.7332 |
0.7649 |
|
| S4 |
0.6932 |
0.7035 |
0.7568 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8018 |
0.7721 |
0.0297 |
3.8% |
0.0083 |
1.1% |
3% |
False |
True |
254 |
| 10 |
0.8018 |
0.7721 |
0.0297 |
3.8% |
0.0065 |
0.8% |
3% |
False |
True |
198 |
| 20 |
0.8018 |
0.7698 |
0.0320 |
4.1% |
0.0068 |
0.9% |
10% |
False |
False |
250 |
| 40 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0069 |
0.9% |
48% |
False |
False |
182 |
| 60 |
0.8018 |
0.7150 |
0.0868 |
11.2% |
0.0067 |
0.9% |
67% |
False |
False |
136 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0066 |
0.8% |
76% |
False |
False |
115 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0056 |
0.7% |
76% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.7971 |
|
1.618 |
0.7902 |
|
1.000 |
0.7859 |
|
0.618 |
0.7833 |
|
HIGH |
0.7790 |
|
0.618 |
0.7764 |
|
0.500 |
0.7756 |
|
0.382 |
0.7747 |
|
LOW |
0.7721 |
|
0.618 |
0.7678 |
|
1.000 |
0.7652 |
|
1.618 |
0.7609 |
|
2.618 |
0.7540 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7796 |
| PP |
0.7747 |
0.7774 |
| S1 |
0.7739 |
0.7753 |
|