CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 13-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7778 |
0.7788 |
0.0010 |
0.1% |
0.7736 |
High |
0.7827 |
0.7788 |
-0.0039 |
-0.5% |
0.7827 |
Low |
0.7770 |
0.7717 |
-0.0053 |
-0.7% |
0.7685 |
Close |
0.7799 |
0.7730 |
-0.0069 |
-0.9% |
0.7730 |
Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0142 |
ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
Volume |
157 |
357 |
200 |
127.4% |
1,888 |
|
Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7958 |
0.7915 |
0.7769 |
|
R3 |
0.7887 |
0.7844 |
0.7750 |
|
R2 |
0.7816 |
0.7816 |
0.7743 |
|
R1 |
0.7773 |
0.7773 |
0.7737 |
0.7759 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7738 |
S1 |
0.7702 |
0.7702 |
0.7723 |
0.7688 |
S2 |
0.7674 |
0.7674 |
0.7717 |
|
S3 |
0.7603 |
0.7631 |
0.7710 |
|
S4 |
0.7532 |
0.7560 |
0.7691 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8173 |
0.8094 |
0.7808 |
|
R3 |
0.8031 |
0.7952 |
0.7769 |
|
R2 |
0.7889 |
0.7889 |
0.7756 |
|
R1 |
0.7810 |
0.7810 |
0.7743 |
0.7779 |
PP |
0.7747 |
0.7747 |
0.7747 |
0.7732 |
S1 |
0.7668 |
0.7668 |
0.7717 |
0.7637 |
S2 |
0.7605 |
0.7605 |
0.7704 |
|
S3 |
0.7463 |
0.7526 |
0.7691 |
|
S4 |
0.7321 |
0.7384 |
0.7652 |
|
|
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% |
0.0059 |
0.8% |
32% |
False |
False |
377 |
10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0071 |
0.9% |
14% |
False |
False |
315 |
20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0068 |
0.9% |
14% |
False |
False |
313 |
40 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
41% |
False |
False |
209 |
60 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0066 |
0.8% |
64% |
False |
False |
166 |
80 |
0.8018 |
0.6922 |
0.1096 |
14.2% |
0.0066 |
0.9% |
74% |
False |
False |
133 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0059 |
0.8% |
76% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8090 |
2.618 |
0.7974 |
1.618 |
0.7903 |
1.000 |
0.7859 |
0.618 |
0.7832 |
HIGH |
0.7788 |
0.618 |
0.7761 |
0.500 |
0.7753 |
0.382 |
0.7744 |
LOW |
0.7717 |
0.618 |
0.7673 |
1.000 |
0.7646 |
1.618 |
0.7602 |
2.618 |
0.7531 |
4.250 |
0.7415 |
|
|
Fisher Pivots for day following 13-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7753 |
0.7772 |
PP |
0.7745 |
0.7758 |
S1 |
0.7738 |
0.7744 |
|