CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7843 |
0.0042 |
0.5% |
0.7660 |
| High |
0.7854 |
0.7902 |
0.0048 |
0.6% |
0.7744 |
| Low |
0.7790 |
0.7837 |
0.0047 |
0.6% |
0.7609 |
| Close |
0.7835 |
0.7875 |
0.0040 |
0.5% |
0.7738 |
| Range |
0.0064 |
0.0065 |
0.0001 |
1.6% |
0.0135 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
22,692 |
38,661 |
15,969 |
70.4% |
13,131 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8036 |
0.7911 |
|
| R3 |
0.8001 |
0.7971 |
0.7893 |
|
| R2 |
0.7936 |
0.7936 |
0.7887 |
|
| R1 |
0.7906 |
0.7906 |
0.7881 |
0.7921 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7879 |
| S1 |
0.7841 |
0.7841 |
0.7869 |
0.7856 |
| S2 |
0.7806 |
0.7806 |
0.7863 |
|
| S3 |
0.7741 |
0.7776 |
0.7857 |
|
| S4 |
0.7676 |
0.7711 |
0.7839 |
|
|
| 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 |
0.7902 |
0.7609 |
0.0293 |
3.7% |
0.0080 |
1.0% |
91% |
True |
False |
16,579 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.7% |
0.0070 |
0.9% |
91% |
True |
False |
9,185 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0065 |
0.8% |
91% |
True |
False |
4,896 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0066 |
0.8% |
67% |
False |
False |
2,596 |
| 60 |
0.8018 |
0.7465 |
0.0553 |
7.0% |
0.0068 |
0.9% |
74% |
False |
False |
1,768 |
| 80 |
0.8018 |
0.7200 |
0.0818 |
10.4% |
0.0066 |
0.8% |
83% |
False |
False |
1,339 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
14.9% |
0.0066 |
0.8% |
88% |
False |
False |
1,081 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
14.9% |
0.0058 |
0.7% |
88% |
False |
False |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8178 |
|
2.618 |
0.8072 |
|
1.618 |
0.8007 |
|
1.000 |
0.7967 |
|
0.618 |
0.7942 |
|
HIGH |
0.7902 |
|
0.618 |
0.7877 |
|
0.500 |
0.7870 |
|
0.382 |
0.7862 |
|
LOW |
0.7837 |
|
0.618 |
0.7797 |
|
1.000 |
0.7772 |
|
1.618 |
0.7732 |
|
2.618 |
0.7667 |
|
4.250 |
0.7561 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7851 |
| PP |
0.7871 |
0.7827 |
| S1 |
0.7870 |
0.7803 |
|