CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7635 |
-0.0011 |
-0.1% |
0.7660 |
| High |
0.7659 |
0.7744 |
0.0085 |
1.1% |
0.7744 |
| Low |
0.7609 |
0.7632 |
0.0023 |
0.3% |
0.7609 |
| Close |
0.7627 |
0.7738 |
0.0111 |
1.5% |
0.7738 |
| Range |
0.0050 |
0.0112 |
0.0062 |
124.0% |
0.0135 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.9% |
0.0000 |
| Volume |
2,154 |
6,087 |
3,933 |
182.6% |
13,131 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8001 |
0.7800 |
|
| R3 |
0.7929 |
0.7889 |
0.7769 |
|
| R2 |
0.7817 |
0.7817 |
0.7759 |
|
| R1 |
0.7777 |
0.7777 |
0.7748 |
0.7797 |
| PP |
0.7705 |
0.7705 |
0.7705 |
0.7715 |
| S1 |
0.7665 |
0.7665 |
0.7728 |
0.7685 |
| S2 |
0.7593 |
0.7593 |
0.7717 |
|
| S3 |
0.7481 |
0.7553 |
0.7707 |
|
| S4 |
0.7369 |
0.7441 |
0.7676 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8055 |
0.7812 |
|
| R3 |
0.7967 |
0.7920 |
0.7775 |
|
| R2 |
0.7832 |
0.7832 |
0.7763 |
|
| R1 |
0.7785 |
0.7785 |
0.7750 |
0.7809 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7709 |
| S1 |
0.7650 |
0.7650 |
0.7726 |
0.7674 |
| S2 |
0.7562 |
0.7562 |
0.7713 |
|
| S3 |
0.7427 |
0.7515 |
0.7701 |
|
| S4 |
0.7292 |
0.7380 |
0.7664 |
|
|
| 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 |
1.7% |
0.0065 |
0.8% |
96% |
True |
False |
2,738 |
| 10 |
0.7744 |
0.7587 |
0.0157 |
2.0% |
0.0060 |
0.8% |
96% |
True |
False |
1,982 |
| 20 |
0.7827 |
0.7587 |
0.0240 |
3.1% |
0.0062 |
0.8% |
63% |
False |
False |
1,224 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0066 |
0.9% |
35% |
False |
False |
736 |
| 60 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0067 |
0.9% |
49% |
False |
False |
528 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.2% |
0.0066 |
0.8% |
68% |
False |
False |
407 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0065 |
0.8% |
76% |
False |
False |
336 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0057 |
0.7% |
76% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8220 |
|
2.618 |
0.8037 |
|
1.618 |
0.7925 |
|
1.000 |
0.7856 |
|
0.618 |
0.7813 |
|
HIGH |
0.7744 |
|
0.618 |
0.7701 |
|
0.500 |
0.7688 |
|
0.382 |
0.7675 |
|
LOW |
0.7632 |
|
0.618 |
0.7563 |
|
1.000 |
0.7520 |
|
1.618 |
0.7451 |
|
2.618 |
0.7339 |
|
4.250 |
0.7156 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7718 |
| PP |
0.7705 |
0.7697 |
| S1 |
0.7688 |
0.7677 |
|