CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7868 |
0.7775 |
-0.0093 |
-1.2% |
0.7890 |
| High |
0.7870 |
0.7819 |
-0.0051 |
-0.6% |
0.8006 |
| Low |
0.7761 |
0.7772 |
0.0011 |
0.1% |
0.7870 |
| Close |
0.7774 |
0.7775 |
0.0001 |
0.0% |
0.7974 |
| Range |
0.0109 |
0.0047 |
-0.0062 |
-56.9% |
0.0136 |
| ATR |
0.0075 |
0.0073 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
261 |
229 |
-32 |
-12.3% |
716 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7899 |
0.7801 |
|
| R3 |
0.7883 |
0.7852 |
0.7788 |
|
| R2 |
0.7836 |
0.7836 |
0.7784 |
|
| R1 |
0.7805 |
0.7805 |
0.7779 |
0.7799 |
| PP |
0.7789 |
0.7789 |
0.7789 |
0.7785 |
| S1 |
0.7758 |
0.7758 |
0.7771 |
0.7752 |
| S2 |
0.7742 |
0.7742 |
0.7766 |
|
| S3 |
0.7695 |
0.7711 |
0.7762 |
|
| S4 |
0.7648 |
0.7664 |
0.7749 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8358 |
0.8302 |
0.8049 |
|
| R3 |
0.8222 |
0.8166 |
0.8011 |
|
| R2 |
0.8086 |
0.8086 |
0.7999 |
|
| R1 |
0.8030 |
0.8030 |
0.7986 |
0.8058 |
| PP |
0.7950 |
0.7950 |
0.7950 |
0.7964 |
| S1 |
0.7894 |
0.7894 |
0.7962 |
0.7922 |
| S2 |
0.7814 |
0.7814 |
0.7949 |
|
| S3 |
0.7678 |
0.7758 |
0.7937 |
|
| S4 |
0.7542 |
0.7622 |
0.7899 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8018 |
0.7761 |
0.0257 |
3.3% |
0.0080 |
1.0% |
5% |
False |
False |
253 |
| 10 |
0.8018 |
0.7761 |
0.0257 |
3.3% |
0.0065 |
0.8% |
5% |
False |
False |
211 |
| 20 |
0.8018 |
0.7606 |
0.0412 |
5.3% |
0.0071 |
0.9% |
41% |
False |
False |
248 |
| 40 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0070 |
0.9% |
56% |
False |
False |
180 |
| 60 |
0.8018 |
0.7150 |
0.0868 |
11.2% |
0.0067 |
0.9% |
72% |
False |
False |
134 |
| 80 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0065 |
0.8% |
79% |
False |
False |
114 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0056 |
0.7% |
79% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8019 |
|
2.618 |
0.7942 |
|
1.618 |
0.7895 |
|
1.000 |
0.7866 |
|
0.618 |
0.7848 |
|
HIGH |
0.7819 |
|
0.618 |
0.7801 |
|
0.500 |
0.7796 |
|
0.382 |
0.7790 |
|
LOW |
0.7772 |
|
0.618 |
0.7743 |
|
1.000 |
0.7725 |
|
1.618 |
0.7696 |
|
2.618 |
0.7649 |
|
4.250 |
0.7572 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7890 |
| PP |
0.7789 |
0.7851 |
| S1 |
0.7782 |
0.7813 |
|