CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7758 |
0.7749 |
-0.0009 |
-0.1% |
0.7736 |
| High |
0.7782 |
0.7754 |
-0.0028 |
-0.4% |
0.7827 |
| Low |
0.7722 |
0.7671 |
-0.0051 |
-0.7% |
0.7685 |
| Close |
0.7743 |
0.7702 |
-0.0041 |
-0.5% |
0.7730 |
| Range |
0.0060 |
0.0083 |
0.0023 |
38.3% |
0.0142 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.7% |
0.0000 |
| Volume |
546 |
867 |
321 |
58.8% |
1,888 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7913 |
0.7748 |
|
| R3 |
0.7875 |
0.7830 |
0.7725 |
|
| R2 |
0.7792 |
0.7792 |
0.7717 |
|
| R1 |
0.7747 |
0.7747 |
0.7710 |
0.7728 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7700 |
| S1 |
0.7664 |
0.7664 |
0.7694 |
0.7645 |
| S2 |
0.7626 |
0.7626 |
0.7687 |
|
| S3 |
0.7543 |
0.7581 |
0.7679 |
|
| S4 |
0.7460 |
0.7498 |
0.7656 |
|
|
| 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 |
0.7671 |
0.0156 |
2.0% |
0.0064 |
0.8% |
20% |
False |
True |
481 |
| 10 |
0.7827 |
0.7671 |
0.0156 |
2.0% |
0.0060 |
0.8% |
20% |
False |
True |
416 |
| 20 |
0.8018 |
0.7671 |
0.0347 |
4.5% |
0.0064 |
0.8% |
9% |
False |
True |
323 |
| 40 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0068 |
0.9% |
35% |
False |
False |
252 |
| 60 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0067 |
0.9% |
60% |
False |
False |
197 |
| 80 |
0.8018 |
0.6993 |
0.1025 |
13.3% |
0.0067 |
0.9% |
69% |
False |
False |
154 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0060 |
0.8% |
73% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8107 |
|
2.618 |
0.7971 |
|
1.618 |
0.7888 |
|
1.000 |
0.7837 |
|
0.618 |
0.7805 |
|
HIGH |
0.7754 |
|
0.618 |
0.7722 |
|
0.500 |
0.7713 |
|
0.382 |
0.7703 |
|
LOW |
0.7671 |
|
0.618 |
0.7620 |
|
1.000 |
0.7588 |
|
1.618 |
0.7537 |
|
2.618 |
0.7454 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7727 |
| PP |
0.7709 |
0.7718 |
| S1 |
0.7706 |
0.7710 |
|