CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7767 |
0.7736 |
-0.0031 |
-0.4% |
0.7970 |
| High |
0.7790 |
0.7747 |
-0.0043 |
-0.6% |
0.8018 |
| Low |
0.7721 |
0.7685 |
-0.0036 |
-0.5% |
0.7721 |
| Close |
0.7731 |
0.7713 |
-0.0018 |
-0.2% |
0.7731 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-10.1% |
0.0297 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
152 |
480 |
328 |
215.8% |
1,270 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7869 |
0.7747 |
|
| R3 |
0.7839 |
0.7807 |
0.7730 |
|
| R2 |
0.7777 |
0.7777 |
0.7724 |
|
| R1 |
0.7745 |
0.7745 |
0.7719 |
0.7730 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7708 |
| S1 |
0.7683 |
0.7683 |
0.7707 |
0.7668 |
| S2 |
0.7653 |
0.7653 |
0.7702 |
|
| S3 |
0.7591 |
0.7621 |
0.7696 |
|
| S4 |
0.7529 |
0.7559 |
0.7679 |
|
|
| 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 |
0.7685 |
0.0333 |
4.3% |
0.0090 |
1.2% |
8% |
False |
True |
322 |
| 10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0068 |
0.9% |
8% |
False |
True |
235 |
| 20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0068 |
0.9% |
8% |
False |
True |
271 |
| 40 |
0.8018 |
0.7465 |
0.0553 |
7.2% |
0.0069 |
0.9% |
45% |
False |
False |
191 |
| 60 |
0.8018 |
0.7174 |
0.0844 |
10.9% |
0.0067 |
0.9% |
64% |
False |
False |
144 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0066 |
0.8% |
74% |
False |
False |
121 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0056 |
0.7% |
74% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8011 |
|
2.618 |
0.7909 |
|
1.618 |
0.7847 |
|
1.000 |
0.7809 |
|
0.618 |
0.7785 |
|
HIGH |
0.7747 |
|
0.618 |
0.7723 |
|
0.500 |
0.7716 |
|
0.382 |
0.7709 |
|
LOW |
0.7685 |
|
0.618 |
0.7647 |
|
1.000 |
0.7623 |
|
1.618 |
0.7585 |
|
2.618 |
0.7523 |
|
4.250 |
0.7422 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7716 |
0.7752 |
| PP |
0.7715 |
0.7739 |
| S1 |
0.7714 |
0.7726 |
|