CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 14-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7833 |
0.7802 |
-0.0031 |
-0.4% |
0.7678 |
High |
0.7848 |
0.7824 |
-0.0024 |
-0.3% |
0.7721 |
Low |
0.7795 |
0.7754 |
-0.0041 |
-0.5% |
0.7565 |
Close |
0.7806 |
0.7781 |
-0.0025 |
-0.3% |
0.7699 |
Range |
0.0053 |
0.0070 |
0.0017 |
32.1% |
0.0156 |
ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
84,424 |
62,444 |
-21,980 |
-26.0% |
315,175 |
|
Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7996 |
0.7959 |
0.7820 |
|
R3 |
0.7926 |
0.7889 |
0.7800 |
|
R2 |
0.7856 |
0.7856 |
0.7794 |
|
R1 |
0.7819 |
0.7819 |
0.7787 |
0.7803 |
PP |
0.7786 |
0.7786 |
0.7786 |
0.7778 |
S1 |
0.7749 |
0.7749 |
0.7775 |
0.7733 |
S2 |
0.7716 |
0.7716 |
0.7768 |
|
S3 |
0.7646 |
0.7679 |
0.7762 |
|
S4 |
0.7576 |
0.7609 |
0.7743 |
|
|
Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8130 |
0.8070 |
0.7785 |
|
R3 |
0.7974 |
0.7914 |
0.7742 |
|
R2 |
0.7818 |
0.7818 |
0.7728 |
|
R1 |
0.7758 |
0.7758 |
0.7713 |
0.7788 |
PP |
0.7662 |
0.7662 |
0.7662 |
0.7677 |
S1 |
0.7602 |
0.7602 |
0.7685 |
0.7632 |
S2 |
0.7506 |
0.7506 |
0.7670 |
|
S3 |
0.7350 |
0.7446 |
0.7656 |
|
S4 |
0.7194 |
0.7290 |
0.7613 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7848 |
0.7601 |
0.0247 |
3.2% |
0.0085 |
1.1% |
73% |
False |
False |
74,003 |
10 |
0.7848 |
0.7565 |
0.0283 |
3.6% |
0.0083 |
1.1% |
76% |
False |
False |
68,870 |
20 |
0.7848 |
0.7521 |
0.0327 |
4.2% |
0.0083 |
1.1% |
80% |
False |
False |
64,732 |
40 |
0.7848 |
0.7218 |
0.0630 |
8.1% |
0.0081 |
1.0% |
89% |
False |
False |
43,862 |
60 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0084 |
1.1% |
93% |
False |
False |
29,378 |
80 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0075 |
1.0% |
93% |
False |
False |
22,086 |
100 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0066 |
0.9% |
93% |
False |
False |
17,684 |
120 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0062 |
0.8% |
93% |
False |
False |
14,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8122 |
2.618 |
0.8007 |
1.618 |
0.7937 |
1.000 |
0.7894 |
0.618 |
0.7867 |
HIGH |
0.7824 |
0.618 |
0.7797 |
0.500 |
0.7789 |
0.382 |
0.7781 |
LOW |
0.7754 |
0.618 |
0.7711 |
1.000 |
0.7684 |
1.618 |
0.7641 |
2.618 |
0.7571 |
4.250 |
0.7457 |
|
|
Fisher Pivots for day following 14-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7789 |
0.7794 |
PP |
0.7786 |
0.7789 |
S1 |
0.7784 |
0.7785 |
|