CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7746 |
0.0032 |
0.4% |
0.7970 |
| High |
0.7745 |
0.7793 |
0.0048 |
0.6% |
0.8018 |
| Low |
0.7705 |
0.7730 |
0.0025 |
0.3% |
0.7721 |
| Close |
0.7736 |
0.7788 |
0.0052 |
0.7% |
0.7731 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0297 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
581 |
313 |
-268 |
-46.1% |
1,270 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7937 |
0.7823 |
|
| R3 |
0.7896 |
0.7874 |
0.7805 |
|
| R2 |
0.7833 |
0.7833 |
0.7800 |
|
| R1 |
0.7811 |
0.7811 |
0.7794 |
0.7822 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7776 |
| S1 |
0.7748 |
0.7748 |
0.7782 |
0.7759 |
| S2 |
0.7707 |
0.7707 |
0.7776 |
|
| S3 |
0.7644 |
0.7685 |
0.7771 |
|
| S4 |
0.7581 |
0.7622 |
0.7753 |
|
|
| 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 |
0.7819 |
0.7685 |
0.0134 |
1.7% |
0.0056 |
0.7% |
77% |
False |
False |
351 |
| 10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0069 |
0.9% |
31% |
False |
False |
293 |
| 20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0067 |
0.9% |
31% |
False |
False |
303 |
| 40 |
0.8018 |
0.7476 |
0.0542 |
7.0% |
0.0070 |
0.9% |
58% |
False |
False |
211 |
| 60 |
0.8018 |
0.7216 |
0.0802 |
10.3% |
0.0066 |
0.8% |
71% |
False |
False |
158 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0066 |
0.8% |
80% |
False |
False |
129 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0057 |
0.7% |
80% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8061 |
|
2.618 |
0.7958 |
|
1.618 |
0.7895 |
|
1.000 |
0.7856 |
|
0.618 |
0.7832 |
|
HIGH |
0.7793 |
|
0.618 |
0.7769 |
|
0.500 |
0.7762 |
|
0.382 |
0.7754 |
|
LOW |
0.7730 |
|
0.618 |
0.7691 |
|
1.000 |
0.7667 |
|
1.618 |
0.7628 |
|
2.618 |
0.7565 |
|
4.250 |
0.7462 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7772 |
| PP |
0.7770 |
0.7755 |
| S1 |
0.7762 |
0.7739 |
|