CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7788 |
0.7719 |
-0.0069 |
-0.9% |
0.7736 |
High |
0.7788 |
0.7762 |
-0.0026 |
-0.3% |
0.7827 |
Low |
0.7717 |
0.7715 |
-0.0002 |
0.0% |
0.7685 |
Close |
0.7730 |
0.7753 |
0.0023 |
0.3% |
0.7730 |
Range |
0.0071 |
0.0047 |
-0.0024 |
-33.8% |
0.0142 |
ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
357 |
480 |
123 |
34.5% |
1,888 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7866 |
0.7779 |
|
R3 |
0.7837 |
0.7819 |
0.7766 |
|
R2 |
0.7790 |
0.7790 |
0.7762 |
|
R1 |
0.7772 |
0.7772 |
0.7757 |
0.7781 |
PP |
0.7743 |
0.7743 |
0.7743 |
0.7748 |
S1 |
0.7725 |
0.7725 |
0.7749 |
0.7734 |
S2 |
0.7696 |
0.7696 |
0.7744 |
|
S3 |
0.7649 |
0.7678 |
0.7740 |
|
S4 |
0.7602 |
0.7631 |
0.7727 |
|
|
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 |
0.7705 |
0.0122 |
1.6% |
0.0056 |
0.7% |
39% |
False |
False |
377 |
10 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0073 |
0.9% |
20% |
False |
False |
349 |
20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0065 |
0.8% |
20% |
False |
False |
322 |
40 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0066 |
0.9% |
46% |
False |
False |
218 |
60 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0066 |
0.8% |
67% |
False |
False |
174 |
80 |
0.8018 |
0.6993 |
0.1025 |
13.2% |
0.0066 |
0.8% |
74% |
False |
False |
138 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0059 |
0.8% |
77% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7962 |
2.618 |
0.7885 |
1.618 |
0.7838 |
1.000 |
0.7809 |
0.618 |
0.7791 |
HIGH |
0.7762 |
0.618 |
0.7744 |
0.500 |
0.7739 |
0.382 |
0.7733 |
LOW |
0.7715 |
0.618 |
0.7686 |
1.000 |
0.7668 |
1.618 |
0.7639 |
2.618 |
0.7592 |
4.250 |
0.7515 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7748 |
0.7771 |
PP |
0.7743 |
0.7765 |
S1 |
0.7739 |
0.7759 |
|