CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7622 |
0.7610 |
-0.0012 |
-0.2% |
0.7719 |
| High |
0.7634 |
0.7641 |
0.0007 |
0.1% |
0.7782 |
| Low |
0.7594 |
0.7587 |
-0.0007 |
-0.1% |
0.7600 |
| Close |
0.7614 |
0.7610 |
-0.0004 |
-0.1% |
0.7613 |
| Range |
0.0040 |
0.0054 |
0.0014 |
35.0% |
0.0182 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
199 |
1,795 |
1,596 |
802.0% |
3,256 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7746 |
0.7640 |
|
| R3 |
0.7721 |
0.7692 |
0.7625 |
|
| R2 |
0.7667 |
0.7667 |
0.7620 |
|
| R1 |
0.7638 |
0.7638 |
0.7615 |
0.7637 |
| PP |
0.7613 |
0.7613 |
0.7613 |
0.7612 |
| S1 |
0.7584 |
0.7584 |
0.7605 |
0.7583 |
| S2 |
0.7559 |
0.7559 |
0.7600 |
|
| S3 |
0.7505 |
0.7530 |
0.7595 |
|
| S4 |
0.7451 |
0.7476 |
0.7580 |
|
|
| 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 |
0.7754 |
0.7587 |
0.0167 |
2.2% |
0.0061 |
0.8% |
14% |
False |
True |
844 |
| 10 |
0.7827 |
0.7587 |
0.0240 |
3.2% |
0.0060 |
0.8% |
10% |
False |
True |
607 |
| 20 |
0.8018 |
0.7587 |
0.0431 |
5.7% |
0.0065 |
0.9% |
5% |
False |
True |
445 |
| 40 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0067 |
0.9% |
9% |
False |
False |
327 |
| 60 |
0.8018 |
0.7396 |
0.0622 |
8.2% |
0.0067 |
0.9% |
34% |
False |
False |
251 |
| 80 |
0.8018 |
0.7112 |
0.0906 |
11.9% |
0.0066 |
0.9% |
55% |
False |
False |
194 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.5% |
0.0062 |
0.8% |
65% |
False |
False |
175 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.5% |
0.0054 |
0.7% |
65% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7782 |
|
1.618 |
0.7728 |
|
1.000 |
0.7695 |
|
0.618 |
0.7674 |
|
HIGH |
0.7641 |
|
0.618 |
0.7620 |
|
0.500 |
0.7614 |
|
0.382 |
0.7608 |
|
LOW |
0.7587 |
|
0.618 |
0.7554 |
|
1.000 |
0.7533 |
|
1.618 |
0.7500 |
|
2.618 |
0.7446 |
|
4.250 |
0.7358 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7614 |
0.7618 |
| PP |
0.7613 |
0.7615 |
| S1 |
0.7611 |
0.7613 |
|