CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7736 |
0.7714 |
-0.0022 |
-0.3% |
0.7970 |
High |
0.7747 |
0.7745 |
-0.0002 |
0.0% |
0.8018 |
Low |
0.7685 |
0.7705 |
0.0020 |
0.3% |
0.7721 |
Close |
0.7713 |
0.7736 |
0.0023 |
0.3% |
0.7731 |
Range |
0.0062 |
0.0040 |
-0.0022 |
-35.5% |
0.0297 |
ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
480 |
581 |
101 |
21.0% |
1,270 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7849 |
0.7832 |
0.7758 |
|
R3 |
0.7809 |
0.7792 |
0.7747 |
|
R2 |
0.7769 |
0.7769 |
0.7743 |
|
R1 |
0.7752 |
0.7752 |
0.7740 |
0.7760 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7733 |
S1 |
0.7712 |
0.7712 |
0.7732 |
0.7721 |
S2 |
0.7689 |
0.7689 |
0.7729 |
|
S3 |
0.7649 |
0.7672 |
0.7725 |
|
S4 |
0.7609 |
0.7632 |
0.7714 |
|
|
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 |
0.7870 |
0.7685 |
0.0185 |
2.4% |
0.0065 |
0.8% |
28% |
False |
False |
340 |
10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0069 |
0.9% |
15% |
False |
False |
282 |
20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0066 |
0.9% |
15% |
False |
False |
295 |
40 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0069 |
0.9% |
49% |
False |
False |
204 |
60 |
0.8018 |
0.7200 |
0.0818 |
10.6% |
0.0066 |
0.9% |
66% |
False |
False |
153 |
80 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0066 |
0.9% |
76% |
False |
False |
127 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0057 |
0.7% |
76% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7850 |
1.618 |
0.7810 |
1.000 |
0.7785 |
0.618 |
0.7770 |
HIGH |
0.7745 |
0.618 |
0.7730 |
0.500 |
0.7725 |
0.382 |
0.7720 |
LOW |
0.7705 |
0.618 |
0.7680 |
1.000 |
0.7665 |
1.618 |
0.7640 |
2.618 |
0.7600 |
4.250 |
0.7535 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7732 |
0.7738 |
PP |
0.7729 |
0.7737 |
S1 |
0.7725 |
0.7737 |
|