CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 12-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7746 |
0.7778 |
0.0032 |
0.4% |
0.7970 |
High |
0.7793 |
0.7827 |
0.0034 |
0.4% |
0.8018 |
Low |
0.7730 |
0.7770 |
0.0040 |
0.5% |
0.7721 |
Close |
0.7788 |
0.7799 |
0.0011 |
0.1% |
0.7731 |
Range |
0.0063 |
0.0057 |
-0.0006 |
-9.5% |
0.0297 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
313 |
157 |
-156 |
-49.8% |
1,270 |
|
Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7970 |
0.7941 |
0.7830 |
|
R3 |
0.7913 |
0.7884 |
0.7815 |
|
R2 |
0.7856 |
0.7856 |
0.7809 |
|
R1 |
0.7827 |
0.7827 |
0.7804 |
0.7842 |
PP |
0.7799 |
0.7799 |
0.7799 |
0.7806 |
S1 |
0.7770 |
0.7770 |
0.7794 |
0.7785 |
S2 |
0.7742 |
0.7742 |
0.7789 |
|
S3 |
0.7685 |
0.7713 |
0.7783 |
|
S4 |
0.7628 |
0.7656 |
0.7768 |
|
|
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 |
0.7827 |
0.7685 |
0.0142 |
1.8% |
0.0058 |
0.7% |
80% |
True |
False |
336 |
10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0069 |
0.9% |
34% |
False |
False |
295 |
20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0067 |
0.9% |
34% |
False |
False |
307 |
40 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
55% |
False |
False |
209 |
60 |
0.8018 |
0.7222 |
0.0796 |
10.2% |
0.0065 |
0.8% |
72% |
False |
False |
160 |
80 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0066 |
0.8% |
81% |
False |
False |
130 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0058 |
0.7% |
81% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8069 |
2.618 |
0.7976 |
1.618 |
0.7919 |
1.000 |
0.7884 |
0.618 |
0.7862 |
HIGH |
0.7827 |
0.618 |
0.7805 |
0.500 |
0.7799 |
0.382 |
0.7792 |
LOW |
0.7770 |
0.618 |
0.7735 |
1.000 |
0.7713 |
1.618 |
0.7678 |
2.618 |
0.7621 |
4.250 |
0.7528 |
|
|
Fisher Pivots for day following 12-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7799 |
0.7788 |
PP |
0.7799 |
0.7777 |
S1 |
0.7799 |
0.7766 |
|