CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7646 |
0.0000 |
0.0% |
0.7622 |
| High |
0.7665 |
0.7659 |
-0.0006 |
-0.1% |
0.7744 |
| Low |
0.7623 |
0.7609 |
-0.0014 |
-0.2% |
0.7587 |
| Close |
0.7649 |
0.7627 |
-0.0022 |
-0.3% |
0.7689 |
| Range |
0.0042 |
0.0050 |
0.0008 |
19.0% |
0.0157 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,151 |
2,154 |
1,003 |
87.1% |
6,064 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7782 |
0.7754 |
0.7655 |
|
| R3 |
0.7732 |
0.7704 |
0.7641 |
|
| R2 |
0.7682 |
0.7682 |
0.7636 |
|
| R1 |
0.7654 |
0.7654 |
0.7632 |
0.7643 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7626 |
| S1 |
0.7604 |
0.7604 |
0.7622 |
0.7593 |
| S2 |
0.7582 |
0.7582 |
0.7618 |
|
| S3 |
0.7532 |
0.7554 |
0.7613 |
|
| S4 |
0.7482 |
0.7504 |
0.7600 |
|
|
| 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 |
0.7609 |
0.0135 |
1.8% |
0.0057 |
0.7% |
13% |
False |
True |
2,094 |
| 10 |
0.7744 |
0.7587 |
0.0157 |
2.1% |
0.0057 |
0.8% |
25% |
False |
False |
1,447 |
| 20 |
0.7827 |
0.7587 |
0.0240 |
3.1% |
0.0059 |
0.8% |
17% |
False |
False |
931 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.7% |
0.0066 |
0.9% |
9% |
False |
False |
585 |
| 60 |
0.8018 |
0.7450 |
0.0568 |
7.4% |
0.0067 |
0.9% |
31% |
False |
False |
430 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0065 |
0.9% |
55% |
False |
False |
331 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0064 |
0.8% |
67% |
False |
False |
277 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0056 |
0.7% |
67% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7790 |
|
1.618 |
0.7740 |
|
1.000 |
0.7709 |
|
0.618 |
0.7690 |
|
HIGH |
0.7659 |
|
0.618 |
0.7640 |
|
0.500 |
0.7634 |
|
0.382 |
0.7628 |
|
LOW |
0.7609 |
|
0.618 |
0.7578 |
|
1.000 |
0.7559 |
|
1.618 |
0.7528 |
|
2.618 |
0.7478 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7645 |
| PP |
0.7632 |
0.7639 |
| S1 |
0.7629 |
0.7633 |
|