CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7637 |
-0.0041 |
-0.5% |
0.7719 |
| High |
0.7685 |
0.7648 |
-0.0037 |
-0.5% |
0.7782 |
| Low |
0.7604 |
0.7600 |
-0.0004 |
-0.1% |
0.7600 |
| Close |
0.7637 |
0.7613 |
-0.0024 |
-0.3% |
0.7613 |
| Range |
0.0081 |
0.0048 |
-0.0033 |
-40.7% |
0.0182 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
735 |
628 |
-107 |
-14.6% |
3,256 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7737 |
0.7639 |
|
| R3 |
0.7716 |
0.7689 |
0.7626 |
|
| R2 |
0.7668 |
0.7668 |
0.7622 |
|
| R1 |
0.7641 |
0.7641 |
0.7617 |
0.7631 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7615 |
| S1 |
0.7593 |
0.7593 |
0.7609 |
0.7583 |
| S2 |
0.7572 |
0.7572 |
0.7604 |
|
| S3 |
0.7524 |
0.7545 |
0.7600 |
|
| S4 |
0.7476 |
0.7497 |
0.7587 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8094 |
0.7713 |
|
| R3 |
0.8029 |
0.7912 |
0.7663 |
|
| R2 |
0.7847 |
0.7847 |
0.7646 |
|
| R1 |
0.7730 |
0.7730 |
0.7630 |
0.7698 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7649 |
| S1 |
0.7548 |
0.7548 |
0.7596 |
0.7516 |
| S2 |
0.7483 |
0.7483 |
0.7580 |
|
| S3 |
0.7301 |
0.7366 |
0.7563 |
|
| S4 |
0.7119 |
0.7184 |
0.7513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7782 |
0.7600 |
0.0182 |
2.4% |
0.0064 |
0.8% |
7% |
False |
True |
651 |
| 10 |
0.7827 |
0.7600 |
0.0227 |
3.0% |
0.0061 |
0.8% |
6% |
False |
True |
514 |
| 20 |
0.8018 |
0.7600 |
0.0418 |
5.5% |
0.0063 |
0.8% |
3% |
False |
True |
356 |
| 40 |
0.8018 |
0.7542 |
0.0476 |
6.3% |
0.0068 |
0.9% |
15% |
False |
False |
280 |
| 60 |
0.8018 |
0.7382 |
0.0636 |
8.4% |
0.0066 |
0.9% |
36% |
False |
False |
218 |
| 80 |
0.8018 |
0.7100 |
0.0918 |
12.1% |
0.0066 |
0.9% |
56% |
False |
False |
170 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0061 |
0.8% |
66% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7852 |
|
2.618 |
0.7774 |
|
1.618 |
0.7726 |
|
1.000 |
0.7696 |
|
0.618 |
0.7678 |
|
HIGH |
0.7648 |
|
0.618 |
0.7630 |
|
0.500 |
0.7624 |
|
0.382 |
0.7618 |
|
LOW |
0.7600 |
|
0.618 |
0.7570 |
|
1.000 |
0.7552 |
|
1.618 |
0.7522 |
|
2.618 |
0.7474 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7677 |
| PP |
0.7620 |
0.7656 |
| S1 |
0.7617 |
0.7634 |
|