CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7646 |
-0.0014 |
-0.2% |
0.7622 |
| High |
0.7680 |
0.7665 |
-0.0015 |
-0.2% |
0.7744 |
| Low |
0.7614 |
0.7623 |
0.0009 |
0.1% |
0.7587 |
| Close |
0.7616 |
0.7649 |
0.0033 |
0.4% |
0.7689 |
| Range |
0.0066 |
0.0042 |
-0.0024 |
-36.4% |
0.0157 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
3,739 |
1,151 |
-2,588 |
-69.2% |
6,064 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7752 |
0.7672 |
|
| R3 |
0.7730 |
0.7710 |
0.7661 |
|
| R2 |
0.7688 |
0.7688 |
0.7657 |
|
| R1 |
0.7668 |
0.7668 |
0.7653 |
0.7678 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7651 |
| S1 |
0.7626 |
0.7626 |
0.7645 |
0.7636 |
| S2 |
0.7604 |
0.7604 |
0.7641 |
|
| S3 |
0.7562 |
0.7584 |
0.7637 |
|
| S4 |
0.7520 |
0.7542 |
0.7626 |
|
|
| 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 |
0.7614 |
0.0130 |
1.7% |
0.0060 |
0.8% |
27% |
False |
False |
1,792 |
| 10 |
0.7754 |
0.7587 |
0.0167 |
2.2% |
0.0061 |
0.8% |
37% |
False |
False |
1,318 |
| 20 |
0.7870 |
0.7587 |
0.0283 |
3.7% |
0.0062 |
0.8% |
22% |
False |
False |
837 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0066 |
0.9% |
14% |
False |
False |
534 |
| 60 |
0.8018 |
0.7450 |
0.0568 |
7.4% |
0.0067 |
0.9% |
35% |
False |
False |
397 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0065 |
0.9% |
57% |
False |
False |
305 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0063 |
0.8% |
69% |
False |
False |
256 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0056 |
0.7% |
69% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7844 |
|
2.618 |
0.7775 |
|
1.618 |
0.7733 |
|
1.000 |
0.7707 |
|
0.618 |
0.7691 |
|
HIGH |
0.7665 |
|
0.618 |
0.7649 |
|
0.500 |
0.7644 |
|
0.382 |
0.7639 |
|
LOW |
0.7623 |
|
0.618 |
0.7597 |
|
1.000 |
0.7581 |
|
1.618 |
0.7555 |
|
2.618 |
0.7513 |
|
4.250 |
0.7445 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7647 |
0.7663 |
| PP |
0.7646 |
0.7658 |
| S1 |
0.7644 |
0.7654 |
|