CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 17-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7719 |
0.7758 |
0.0039 |
0.5% |
0.7736 |
High |
0.7762 |
0.7782 |
0.0020 |
0.3% |
0.7827 |
Low |
0.7715 |
0.7722 |
0.0007 |
0.1% |
0.7685 |
Close |
0.7753 |
0.7743 |
-0.0010 |
-0.1% |
0.7730 |
Range |
0.0047 |
0.0060 |
0.0013 |
27.7% |
0.0142 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
480 |
546 |
66 |
13.8% |
1,888 |
|
Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7929 |
0.7896 |
0.7776 |
|
R3 |
0.7869 |
0.7836 |
0.7760 |
|
R2 |
0.7809 |
0.7809 |
0.7754 |
|
R1 |
0.7776 |
0.7776 |
0.7749 |
0.7763 |
PP |
0.7749 |
0.7749 |
0.7749 |
0.7742 |
S1 |
0.7716 |
0.7716 |
0.7738 |
0.7703 |
S2 |
0.7689 |
0.7689 |
0.7732 |
|
S3 |
0.7629 |
0.7656 |
0.7727 |
|
S4 |
0.7569 |
0.7596 |
0.7710 |
|
|
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 |
0.7715 |
0.0112 |
1.4% |
0.0060 |
0.8% |
25% |
False |
False |
370 |
10 |
0.7870 |
0.7685 |
0.0185 |
2.4% |
0.0063 |
0.8% |
31% |
False |
False |
355 |
20 |
0.8018 |
0.7685 |
0.0333 |
4.3% |
0.0063 |
0.8% |
17% |
False |
False |
319 |
40 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
44% |
False |
False |
231 |
60 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0066 |
0.9% |
65% |
False |
False |
183 |
80 |
0.8018 |
0.6993 |
0.1025 |
13.2% |
0.0066 |
0.9% |
73% |
False |
False |
144 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0059 |
0.8% |
77% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8037 |
2.618 |
0.7939 |
1.618 |
0.7879 |
1.000 |
0.7842 |
0.618 |
0.7819 |
HIGH |
0.7782 |
0.618 |
0.7759 |
0.500 |
0.7752 |
0.382 |
0.7745 |
LOW |
0.7722 |
0.618 |
0.7685 |
1.000 |
0.7662 |
1.618 |
0.7625 |
2.618 |
0.7565 |
4.250 |
0.7467 |
|
|
Fisher Pivots for day following 17-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7752 |
0.7752 |
PP |
0.7749 |
0.7749 |
S1 |
0.7746 |
0.7746 |
|