CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7637 |
0.7622 |
-0.0015 |
-0.2% |
0.7719 |
High |
0.7648 |
0.7634 |
-0.0014 |
-0.2% |
0.7782 |
Low |
0.7600 |
0.7594 |
-0.0006 |
-0.1% |
0.7600 |
Close |
0.7613 |
0.7614 |
0.0001 |
0.0% |
0.7613 |
Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0182 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
628 |
199 |
-429 |
-68.3% |
3,256 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7714 |
0.7636 |
|
R3 |
0.7694 |
0.7674 |
0.7625 |
|
R2 |
0.7654 |
0.7654 |
0.7621 |
|
R1 |
0.7634 |
0.7634 |
0.7618 |
0.7624 |
PP |
0.7614 |
0.7614 |
0.7614 |
0.7609 |
S1 |
0.7594 |
0.7594 |
0.7610 |
0.7584 |
S2 |
0.7574 |
0.7574 |
0.7607 |
|
S3 |
0.7534 |
0.7554 |
0.7603 |
|
S4 |
0.7494 |
0.7514 |
0.7592 |
|
|
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 |
0.7594 |
0.0188 |
2.5% |
0.0062 |
0.8% |
11% |
False |
True |
595 |
10 |
0.7827 |
0.7594 |
0.0233 |
3.1% |
0.0059 |
0.8% |
9% |
False |
True |
486 |
20 |
0.8018 |
0.7594 |
0.0424 |
5.6% |
0.0064 |
0.8% |
5% |
False |
True |
360 |
40 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0068 |
0.9% |
10% |
False |
False |
284 |
60 |
0.8018 |
0.7388 |
0.0630 |
8.3% |
0.0067 |
0.9% |
36% |
False |
False |
221 |
80 |
0.8018 |
0.7100 |
0.0918 |
12.1% |
0.0066 |
0.9% |
56% |
False |
False |
172 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0062 |
0.8% |
66% |
False |
False |
157 |
120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0053 |
0.7% |
66% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7804 |
2.618 |
0.7739 |
1.618 |
0.7699 |
1.000 |
0.7674 |
0.618 |
0.7659 |
HIGH |
0.7634 |
0.618 |
0.7619 |
0.500 |
0.7614 |
0.382 |
0.7609 |
LOW |
0.7594 |
0.618 |
0.7569 |
1.000 |
0.7554 |
1.618 |
0.7529 |
2.618 |
0.7489 |
4.250 |
0.7424 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7614 |
0.7640 |
PP |
0.7614 |
0.7631 |
S1 |
0.7614 |
0.7623 |
|