CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7610 |
0.7620 |
0.0010 |
0.1% |
0.7719 |
High |
0.7641 |
0.7684 |
0.0043 |
0.6% |
0.7782 |
Low |
0.7587 |
0.7619 |
0.0032 |
0.4% |
0.7600 |
Close |
0.7610 |
0.7675 |
0.0065 |
0.9% |
0.7613 |
Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0182 |
ATR |
0.0066 |
0.0066 |
0.0001 |
0.9% |
0.0000 |
Volume |
1,795 |
640 |
-1,155 |
-64.3% |
3,256 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7830 |
0.7711 |
|
R3 |
0.7789 |
0.7765 |
0.7693 |
|
R2 |
0.7724 |
0.7724 |
0.7687 |
|
R1 |
0.7700 |
0.7700 |
0.7681 |
0.7712 |
PP |
0.7659 |
0.7659 |
0.7659 |
0.7666 |
S1 |
0.7635 |
0.7635 |
0.7669 |
0.7647 |
S2 |
0.7594 |
0.7594 |
0.7663 |
|
S3 |
0.7529 |
0.7570 |
0.7657 |
|
S4 |
0.7464 |
0.7505 |
0.7639 |
|
|
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 |
0.7685 |
0.7587 |
0.0098 |
1.3% |
0.0058 |
0.8% |
90% |
False |
False |
799 |
10 |
0.7827 |
0.7587 |
0.0240 |
3.1% |
0.0061 |
0.8% |
37% |
False |
False |
640 |
20 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0065 |
0.8% |
20% |
False |
False |
467 |
40 |
0.8018 |
0.7570 |
0.0448 |
5.8% |
0.0067 |
0.9% |
23% |
False |
False |
339 |
60 |
0.8018 |
0.7417 |
0.0601 |
7.8% |
0.0067 |
0.9% |
43% |
False |
False |
261 |
80 |
0.8018 |
0.7112 |
0.0906 |
11.8% |
0.0066 |
0.9% |
62% |
False |
False |
202 |
100 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0062 |
0.8% |
71% |
False |
False |
181 |
120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0054 |
0.7% |
71% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7960 |
2.618 |
0.7854 |
1.618 |
0.7789 |
1.000 |
0.7749 |
0.618 |
0.7724 |
HIGH |
0.7684 |
0.618 |
0.7659 |
0.500 |
0.7652 |
0.382 |
0.7644 |
LOW |
0.7619 |
0.618 |
0.7579 |
1.000 |
0.7554 |
1.618 |
0.7514 |
2.618 |
0.7449 |
4.250 |
0.7343 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7667 |
0.7662 |
PP |
0.7659 |
0.7649 |
S1 |
0.7652 |
0.7636 |
|