CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 20-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7818 |
0.7895 |
0.0077 |
1.0% |
0.7698 |
High |
0.7917 |
0.7941 |
0.0024 |
0.3% |
0.7848 |
Low |
0.7816 |
0.7855 |
0.0039 |
0.5% |
0.7684 |
Close |
0.7911 |
0.7918 |
0.0007 |
0.1% |
0.7789 |
Range |
0.0101 |
0.0086 |
-0.0015 |
-14.9% |
0.0164 |
ATR |
0.0088 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
Volume |
83,210 |
78,949 |
-4,261 |
-5.1% |
346,837 |
|
Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8163 |
0.8126 |
0.7965 |
|
R3 |
0.8077 |
0.8040 |
0.7942 |
|
R2 |
0.7991 |
0.7991 |
0.7934 |
|
R1 |
0.7954 |
0.7954 |
0.7926 |
0.7973 |
PP |
0.7905 |
0.7905 |
0.7905 |
0.7914 |
S1 |
0.7868 |
0.7868 |
0.7910 |
0.7887 |
S2 |
0.7819 |
0.7819 |
0.7902 |
|
S3 |
0.7733 |
0.7782 |
0.7894 |
|
S4 |
0.7647 |
0.7696 |
0.7871 |
|
|
Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8266 |
0.8191 |
0.7879 |
|
R3 |
0.8102 |
0.8027 |
0.7834 |
|
R2 |
0.7938 |
0.7938 |
0.7819 |
|
R1 |
0.7863 |
0.7863 |
0.7804 |
0.7901 |
PP |
0.7774 |
0.7774 |
0.7774 |
0.7792 |
S1 |
0.7699 |
0.7699 |
0.7774 |
0.7737 |
S2 |
0.7610 |
0.7610 |
0.7759 |
|
S3 |
0.7446 |
0.7535 |
0.7744 |
|
S4 |
0.7282 |
0.7371 |
0.7699 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7941 |
0.7698 |
0.0243 |
3.1% |
0.0091 |
1.1% |
91% |
True |
False |
72,353 |
10 |
0.7941 |
0.7587 |
0.0354 |
4.5% |
0.0090 |
1.1% |
94% |
True |
False |
73,209 |
20 |
0.7941 |
0.7521 |
0.0420 |
5.3% |
0.0088 |
1.1% |
95% |
True |
False |
68,282 |
40 |
0.7941 |
0.7218 |
0.0723 |
9.1% |
0.0084 |
1.1% |
97% |
True |
False |
51,286 |
60 |
0.7941 |
0.6988 |
0.0953 |
12.0% |
0.0084 |
1.1% |
98% |
True |
False |
34,342 |
80 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0079 |
1.0% |
98% |
True |
False |
25,822 |
100 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0069 |
0.9% |
98% |
True |
False |
20,677 |
120 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0064 |
0.8% |
98% |
True |
False |
17,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8307 |
2.618 |
0.8166 |
1.618 |
0.8080 |
1.000 |
0.8027 |
0.618 |
0.7994 |
HIGH |
0.7941 |
0.618 |
0.7908 |
0.500 |
0.7898 |
0.382 |
0.7888 |
LOW |
0.7855 |
0.618 |
0.7802 |
1.000 |
0.7769 |
1.618 |
0.7716 |
2.618 |
0.7630 |
4.250 |
0.7490 |
|
|
Fisher Pivots for day following 20-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7911 |
0.7885 |
PP |
0.7905 |
0.7852 |
S1 |
0.7898 |
0.7820 |
|