CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7708 |
0.0033 |
0.4% |
0.7622 |
| High |
0.7744 |
0.7711 |
-0.0033 |
-0.4% |
0.7744 |
| Low |
0.7672 |
0.7655 |
-0.0017 |
-0.2% |
0.7587 |
| Close |
0.7700 |
0.7689 |
-0.0011 |
-0.1% |
0.7689 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-22.2% |
0.0157 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,869 |
561 |
-2,308 |
-80.4% |
6,064 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7853 |
0.7827 |
0.7720 |
|
| R3 |
0.7797 |
0.7771 |
0.7704 |
|
| R2 |
0.7741 |
0.7741 |
0.7699 |
|
| R1 |
0.7715 |
0.7715 |
0.7694 |
0.7700 |
| PP |
0.7685 |
0.7685 |
0.7685 |
0.7678 |
| S1 |
0.7659 |
0.7659 |
0.7684 |
0.7644 |
| S2 |
0.7629 |
0.7629 |
0.7679 |
|
| S3 |
0.7573 |
0.7603 |
0.7674 |
|
| S4 |
0.7517 |
0.7547 |
0.7658 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8074 |
0.7775 |
|
| R3 |
0.7987 |
0.7917 |
0.7732 |
|
| R2 |
0.7830 |
0.7830 |
0.7718 |
|
| R1 |
0.7760 |
0.7760 |
0.7703 |
0.7795 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7691 |
| S1 |
0.7603 |
0.7603 |
0.7675 |
0.7638 |
| S2 |
0.7516 |
0.7516 |
0.7660 |
|
| S3 |
0.7359 |
0.7446 |
0.7646 |
|
| S4 |
0.7202 |
0.7289 |
0.7603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7744 |
0.7587 |
0.0157 |
2.0% |
0.0057 |
0.7% |
65% |
False |
False |
1,212 |
| 10 |
0.7782 |
0.7587 |
0.0195 |
2.5% |
0.0061 |
0.8% |
52% |
False |
False |
932 |
| 20 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0066 |
0.9% |
24% |
False |
False |
623 |
| 40 |
0.8018 |
0.7570 |
0.0448 |
5.8% |
0.0066 |
0.9% |
27% |
False |
False |
416 |
| 60 |
0.8018 |
0.7438 |
0.0580 |
7.5% |
0.0068 |
0.9% |
43% |
False |
False |
316 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0066 |
0.9% |
62% |
False |
False |
244 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0063 |
0.8% |
72% |
False |
False |
211 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0055 |
0.7% |
72% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7949 |
|
2.618 |
0.7858 |
|
1.618 |
0.7802 |
|
1.000 |
0.7767 |
|
0.618 |
0.7746 |
|
HIGH |
0.7711 |
|
0.618 |
0.7690 |
|
0.500 |
0.7683 |
|
0.382 |
0.7676 |
|
LOW |
0.7655 |
|
0.618 |
0.7620 |
|
1.000 |
0.7599 |
|
1.618 |
0.7564 |
|
2.618 |
0.7508 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7687 |
| PP |
0.7685 |
0.7684 |
| S1 |
0.7683 |
0.7682 |
|