CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7708 |
0.7660 |
-0.0048 |
-0.6% |
0.7622 |
| High |
0.7711 |
0.7680 |
-0.0031 |
-0.4% |
0.7744 |
| Low |
0.7655 |
0.7614 |
-0.0041 |
-0.5% |
0.7587 |
| Close |
0.7689 |
0.7616 |
-0.0073 |
-0.9% |
0.7689 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0157 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.0% |
0.0000 |
| Volume |
561 |
3,739 |
3,178 |
566.5% |
6,064 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7835 |
0.7791 |
0.7652 |
|
| R3 |
0.7769 |
0.7725 |
0.7634 |
|
| R2 |
0.7703 |
0.7703 |
0.7628 |
|
| R1 |
0.7659 |
0.7659 |
0.7622 |
0.7648 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7631 |
| S1 |
0.7593 |
0.7593 |
0.7610 |
0.7582 |
| S2 |
0.7571 |
0.7571 |
0.7604 |
|
| S3 |
0.7505 |
0.7527 |
0.7598 |
|
| S4 |
0.7439 |
0.7461 |
0.7580 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8144 |
0.8074 |
0.7775 |
|
| R3 |
0.7987 |
0.7917 |
0.7732 |
|
| R2 |
0.7830 |
0.7830 |
0.7718 |
|
| R1 |
0.7760 |
0.7760 |
0.7703 |
0.7795 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7691 |
| S1 |
0.7603 |
0.7603 |
0.7675 |
0.7638 |
| S2 |
0.7516 |
0.7516 |
0.7660 |
|
| S3 |
0.7359 |
0.7446 |
0.7646 |
|
| S4 |
0.7202 |
0.7289 |
0.7603 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7744 |
0.7587 |
0.0157 |
2.1% |
0.0063 |
0.8% |
18% |
False |
False |
1,920 |
| 10 |
0.7782 |
0.7587 |
0.0195 |
2.6% |
0.0062 |
0.8% |
15% |
False |
False |
1,257 |
| 20 |
0.8018 |
0.7587 |
0.0431 |
5.7% |
0.0068 |
0.9% |
7% |
False |
False |
803 |
| 40 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0067 |
0.9% |
10% |
False |
False |
509 |
| 60 |
0.8018 |
0.7450 |
0.0568 |
7.5% |
0.0068 |
0.9% |
29% |
False |
False |
378 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0066 |
0.9% |
54% |
False |
False |
291 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0064 |
0.8% |
66% |
False |
False |
247 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0055 |
0.7% |
66% |
False |
False |
212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7961 |
|
2.618 |
0.7853 |
|
1.618 |
0.7787 |
|
1.000 |
0.7746 |
|
0.618 |
0.7721 |
|
HIGH |
0.7680 |
|
0.618 |
0.7655 |
|
0.500 |
0.7647 |
|
0.382 |
0.7639 |
|
LOW |
0.7614 |
|
0.618 |
0.7573 |
|
1.000 |
0.7548 |
|
1.618 |
0.7507 |
|
2.618 |
0.7441 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7647 |
0.7679 |
| PP |
0.7637 |
0.7658 |
| S1 |
0.7626 |
0.7637 |
|