CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7905 |
0.7860 |
-0.0045 |
-0.6% |
0.7731 |
| High |
0.7917 |
0.7920 |
0.0003 |
0.0% |
0.7936 |
| Low |
0.7850 |
0.7851 |
0.0001 |
0.0% |
0.7705 |
| Close |
0.7859 |
0.7884 |
0.0025 |
0.3% |
0.7884 |
| Range |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0231 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
419 |
283 |
-136 |
-32.5% |
2,399 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8092 |
0.8057 |
0.7922 |
|
| R3 |
0.8023 |
0.7988 |
0.7903 |
|
| R2 |
0.7954 |
0.7954 |
0.7897 |
|
| R1 |
0.7919 |
0.7919 |
0.7890 |
0.7937 |
| PP |
0.7885 |
0.7885 |
0.7885 |
0.7894 |
| S1 |
0.7850 |
0.7850 |
0.7878 |
0.7868 |
| S2 |
0.7816 |
0.7816 |
0.7871 |
|
| S3 |
0.7747 |
0.7781 |
0.7865 |
|
| S4 |
0.7678 |
0.7712 |
0.7846 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8535 |
0.8440 |
0.8011 |
|
| R3 |
0.8304 |
0.8209 |
0.7948 |
|
| R2 |
0.8073 |
0.8073 |
0.7926 |
|
| R1 |
0.7978 |
0.7978 |
0.7905 |
0.8026 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7865 |
| S1 |
0.7747 |
0.7747 |
0.7863 |
0.7795 |
| S2 |
0.7611 |
0.7611 |
0.7842 |
|
| S3 |
0.7380 |
0.7516 |
0.7820 |
|
| S4 |
0.7149 |
0.7285 |
0.7757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7936 |
0.7705 |
0.0231 |
2.9% |
0.0085 |
1.1% |
77% |
False |
False |
479 |
| 10 |
0.7936 |
0.7698 |
0.0238 |
3.0% |
0.0071 |
0.9% |
78% |
False |
False |
302 |
| 20 |
0.7936 |
0.7542 |
0.0394 |
5.0% |
0.0073 |
0.9% |
87% |
False |
False |
203 |
| 40 |
0.7936 |
0.7382 |
0.0554 |
7.0% |
0.0068 |
0.9% |
91% |
False |
False |
149 |
| 60 |
0.7936 |
0.7100 |
0.0836 |
10.6% |
0.0067 |
0.8% |
94% |
False |
False |
109 |
| 80 |
0.7936 |
0.6842 |
0.1094 |
13.9% |
0.0061 |
0.8% |
95% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8101 |
|
1.618 |
0.8032 |
|
1.000 |
0.7989 |
|
0.618 |
0.7963 |
|
HIGH |
0.7920 |
|
0.618 |
0.7894 |
|
0.500 |
0.7886 |
|
0.382 |
0.7877 |
|
LOW |
0.7851 |
|
0.618 |
0.7808 |
|
1.000 |
0.7782 |
|
1.618 |
0.7739 |
|
2.618 |
0.7670 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7886 |
0.7893 |
| PP |
0.7885 |
0.7890 |
| S1 |
0.7885 |
0.7887 |
|