CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7733 |
0.0098 |
1.3% |
0.7660 |
| High |
0.7744 |
0.7811 |
0.0067 |
0.9% |
0.7744 |
| Low |
0.7632 |
0.7703 |
0.0071 |
0.9% |
0.7609 |
| Close |
0.7738 |
0.7806 |
0.0068 |
0.9% |
0.7738 |
| Range |
0.0112 |
0.0108 |
-0.0004 |
-3.6% |
0.0135 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.2% |
0.0000 |
| Volume |
6,087 |
13,302 |
7,215 |
118.5% |
13,131 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8060 |
0.7865 |
|
| R3 |
0.7989 |
0.7952 |
0.7836 |
|
| R2 |
0.7881 |
0.7881 |
0.7826 |
|
| R1 |
0.7844 |
0.7844 |
0.7816 |
0.7863 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7783 |
| S1 |
0.7736 |
0.7736 |
0.7796 |
0.7755 |
| S2 |
0.7665 |
0.7665 |
0.7786 |
|
| S3 |
0.7557 |
0.7628 |
0.7776 |
|
| S4 |
0.7449 |
0.7520 |
0.7747 |
|
|
| 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 |
0.7811 |
0.7609 |
0.0202 |
2.6% |
0.0076 |
1.0% |
98% |
True |
False |
5,286 |
| 10 |
0.7811 |
0.7587 |
0.0224 |
2.9% |
0.0067 |
0.9% |
98% |
True |
False |
3,249 |
| 20 |
0.7827 |
0.7587 |
0.0240 |
3.1% |
0.0064 |
0.8% |
91% |
False |
False |
1,882 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0066 |
0.8% |
51% |
False |
False |
1,066 |
| 60 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0068 |
0.9% |
62% |
False |
False |
749 |
| 80 |
0.8018 |
0.7150 |
0.0868 |
11.1% |
0.0066 |
0.8% |
76% |
False |
False |
573 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0065 |
0.8% |
82% |
False |
False |
468 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0057 |
0.7% |
82% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8270 |
|
2.618 |
0.8094 |
|
1.618 |
0.7986 |
|
1.000 |
0.7919 |
|
0.618 |
0.7878 |
|
HIGH |
0.7811 |
|
0.618 |
0.7770 |
|
0.500 |
0.7757 |
|
0.382 |
0.7744 |
|
LOW |
0.7703 |
|
0.618 |
0.7636 |
|
1.000 |
0.7595 |
|
1.618 |
0.7528 |
|
2.618 |
0.7420 |
|
4.250 |
0.7244 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7774 |
| PP |
0.7773 |
0.7742 |
| S1 |
0.7757 |
0.7710 |
|