CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7749 |
0.7678 |
-0.0071 |
-0.9% |
0.7736 |
| High |
0.7754 |
0.7685 |
-0.0069 |
-0.9% |
0.7827 |
| Low |
0.7671 |
0.7604 |
-0.0067 |
-0.9% |
0.7685 |
| Close |
0.7702 |
0.7637 |
-0.0065 |
-0.8% |
0.7730 |
| Range |
0.0083 |
0.0081 |
-0.0002 |
-2.4% |
0.0142 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.1% |
0.0000 |
| Volume |
867 |
735 |
-132 |
-15.2% |
1,888 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7842 |
0.7682 |
|
| R3 |
0.7804 |
0.7761 |
0.7659 |
|
| R2 |
0.7723 |
0.7723 |
0.7652 |
|
| R1 |
0.7680 |
0.7680 |
0.7644 |
0.7661 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7633 |
| S1 |
0.7599 |
0.7599 |
0.7630 |
0.7580 |
| S2 |
0.7561 |
0.7561 |
0.7622 |
|
| S3 |
0.7480 |
0.7518 |
0.7615 |
|
| S4 |
0.7399 |
0.7437 |
0.7592 |
|
|
| 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 |
0.7788 |
0.7604 |
0.0184 |
2.4% |
0.0068 |
0.9% |
18% |
False |
True |
597 |
| 10 |
0.7827 |
0.7604 |
0.0223 |
2.9% |
0.0063 |
0.8% |
15% |
False |
True |
466 |
| 20 |
0.8018 |
0.7604 |
0.0414 |
5.4% |
0.0064 |
0.8% |
8% |
False |
True |
339 |
| 40 |
0.8018 |
0.7529 |
0.0489 |
6.4% |
0.0068 |
0.9% |
22% |
False |
False |
269 |
| 60 |
0.8018 |
0.7320 |
0.0698 |
9.1% |
0.0067 |
0.9% |
45% |
False |
False |
209 |
| 80 |
0.8018 |
0.7089 |
0.0929 |
12.2% |
0.0066 |
0.9% |
59% |
False |
False |
163 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0061 |
0.8% |
68% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7897 |
|
1.618 |
0.7816 |
|
1.000 |
0.7766 |
|
0.618 |
0.7735 |
|
HIGH |
0.7685 |
|
0.618 |
0.7654 |
|
0.500 |
0.7645 |
|
0.382 |
0.7635 |
|
LOW |
0.7604 |
|
0.618 |
0.7554 |
|
1.000 |
0.7523 |
|
1.618 |
0.7473 |
|
2.618 |
0.7392 |
|
4.250 |
0.7260 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7645 |
0.7693 |
| PP |
0.7642 |
0.7674 |
| S1 |
0.7640 |
0.7656 |
|