CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7698 |
0.0092 |
1.2% |
0.7680 |
| High |
0.7720 |
0.7760 |
0.0040 |
0.5% |
0.7720 |
| Low |
0.7606 |
0.7698 |
0.0092 |
1.2% |
0.7570 |
| Close |
0.7700 |
0.7760 |
0.0060 |
0.8% |
0.7700 |
| Range |
0.0114 |
0.0062 |
-0.0052 |
-45.6% |
0.0150 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
121 |
68 |
-53 |
-43.8% |
448 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7905 |
0.7794 |
|
| R3 |
0.7863 |
0.7843 |
0.7777 |
|
| R2 |
0.7801 |
0.7801 |
0.7771 |
|
| R1 |
0.7781 |
0.7781 |
0.7766 |
0.7791 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7745 |
| S1 |
0.7719 |
0.7719 |
0.7754 |
0.7729 |
| S2 |
0.7677 |
0.7677 |
0.7749 |
|
| S3 |
0.7615 |
0.7657 |
0.7743 |
|
| S4 |
0.7553 |
0.7595 |
0.7726 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8057 |
0.7783 |
|
| R3 |
0.7963 |
0.7907 |
0.7741 |
|
| R2 |
0.7813 |
0.7813 |
0.7728 |
|
| R1 |
0.7757 |
0.7757 |
0.7714 |
0.7785 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7678 |
| S1 |
0.7607 |
0.7607 |
0.7686 |
0.7635 |
| S2 |
0.7513 |
0.7513 |
0.7673 |
|
| S3 |
0.7363 |
0.7457 |
0.7659 |
|
| S4 |
0.7213 |
0.7307 |
0.7618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7760 |
0.7570 |
0.0190 |
2.4% |
0.0079 |
1.0% |
100% |
True |
False |
99 |
| 10 |
0.7775 |
0.7570 |
0.0205 |
2.6% |
0.0075 |
1.0% |
93% |
False |
False |
109 |
| 20 |
0.7775 |
0.7465 |
0.0310 |
4.0% |
0.0070 |
0.9% |
95% |
False |
False |
112 |
| 40 |
0.7775 |
0.7174 |
0.0601 |
7.7% |
0.0066 |
0.9% |
98% |
False |
False |
80 |
| 60 |
0.7775 |
0.6842 |
0.0933 |
12.0% |
0.0065 |
0.8% |
98% |
False |
False |
71 |
| 80 |
0.7775 |
0.6842 |
0.0933 |
12.0% |
0.0053 |
0.7% |
98% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7922 |
|
1.618 |
0.7860 |
|
1.000 |
0.7822 |
|
0.618 |
0.7798 |
|
HIGH |
0.7760 |
|
0.618 |
0.7736 |
|
0.500 |
0.7729 |
|
0.382 |
0.7722 |
|
LOW |
0.7698 |
|
0.618 |
0.7660 |
|
1.000 |
0.7636 |
|
1.618 |
0.7598 |
|
2.618 |
0.7536 |
|
4.250 |
0.7435 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7733 |
| PP |
0.7739 |
0.7705 |
| S1 |
0.7729 |
0.7678 |
|