CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7731 |
0.7829 |
0.0098 |
1.3% |
0.7698 |
| High |
0.7826 |
0.7914 |
0.0088 |
1.1% |
0.7844 |
| Low |
0.7705 |
0.7827 |
0.0122 |
1.6% |
0.7698 |
| Close |
0.7809 |
0.7911 |
0.0102 |
1.3% |
0.7790 |
| Range |
0.0121 |
0.0087 |
-0.0034 |
-28.1% |
0.0146 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.0% |
0.0000 |
| Volume |
294 |
609 |
315 |
107.1% |
624 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8145 |
0.8115 |
0.7959 |
|
| R3 |
0.8058 |
0.8028 |
0.7935 |
|
| R2 |
0.7971 |
0.7971 |
0.7927 |
|
| R1 |
0.7941 |
0.7941 |
0.7919 |
0.7956 |
| PP |
0.7884 |
0.7884 |
0.7884 |
0.7892 |
| S1 |
0.7854 |
0.7854 |
0.7903 |
0.7869 |
| S2 |
0.7797 |
0.7797 |
0.7895 |
|
| S3 |
0.7710 |
0.7767 |
0.7887 |
|
| S4 |
0.7623 |
0.7680 |
0.7863 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8215 |
0.8149 |
0.7870 |
|
| R3 |
0.8069 |
0.8003 |
0.7830 |
|
| R2 |
0.7923 |
0.7923 |
0.7817 |
|
| R1 |
0.7857 |
0.7857 |
0.7803 |
0.7890 |
| PP |
0.7777 |
0.7777 |
0.7777 |
0.7794 |
| S1 |
0.7711 |
0.7711 |
0.7777 |
0.7744 |
| S2 |
0.7631 |
0.7631 |
0.7763 |
|
| S3 |
0.7485 |
0.7565 |
0.7750 |
|
| S4 |
0.7339 |
0.7419 |
0.7710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7914 |
0.7705 |
0.0209 |
2.6% |
0.0070 |
0.9% |
99% |
True |
False |
274 |
| 10 |
0.7914 |
0.7588 |
0.0326 |
4.1% |
0.0076 |
1.0% |
99% |
True |
False |
180 |
| 20 |
0.7914 |
0.7529 |
0.0385 |
4.9% |
0.0071 |
0.9% |
99% |
True |
False |
143 |
| 40 |
0.7914 |
0.7222 |
0.0692 |
8.7% |
0.0068 |
0.9% |
100% |
True |
False |
115 |
| 60 |
0.7914 |
0.6993 |
0.0921 |
11.6% |
0.0067 |
0.8% |
100% |
True |
False |
85 |
| 80 |
0.7914 |
0.6842 |
0.1072 |
13.6% |
0.0058 |
0.7% |
100% |
True |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8284 |
|
2.618 |
0.8142 |
|
1.618 |
0.8055 |
|
1.000 |
0.8001 |
|
0.618 |
0.7968 |
|
HIGH |
0.7914 |
|
0.618 |
0.7881 |
|
0.500 |
0.7871 |
|
0.382 |
0.7860 |
|
LOW |
0.7827 |
|
0.618 |
0.7773 |
|
1.000 |
0.7740 |
|
1.618 |
0.7686 |
|
2.618 |
0.7599 |
|
4.250 |
0.7457 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7898 |
0.7877 |
| PP |
0.7884 |
0.7843 |
| S1 |
0.7871 |
0.7810 |
|