CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7880 |
0.0037 |
0.5% |
0.7660 |
| High |
0.7902 |
0.7893 |
-0.0009 |
-0.1% |
0.7744 |
| Low |
0.7837 |
0.7834 |
-0.0003 |
0.0% |
0.7609 |
| Close |
0.7875 |
0.7869 |
-0.0006 |
-0.1% |
0.7738 |
| Range |
0.0065 |
0.0059 |
-0.0006 |
-9.2% |
0.0135 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
38,661 |
58,586 |
19,925 |
51.5% |
13,131 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8042 |
0.8015 |
0.7901 |
|
| R3 |
0.7983 |
0.7956 |
0.7885 |
|
| R2 |
0.7924 |
0.7924 |
0.7880 |
|
| R1 |
0.7897 |
0.7897 |
0.7874 |
0.7881 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7858 |
| S1 |
0.7838 |
0.7838 |
0.7864 |
0.7822 |
| S2 |
0.7806 |
0.7806 |
0.7858 |
|
| S3 |
0.7747 |
0.7779 |
0.7853 |
|
| S4 |
0.7688 |
0.7720 |
0.7837 |
|
|
| 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 |
0.7632 |
0.0270 |
3.4% |
0.0082 |
1.0% |
88% |
False |
False |
27,865 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.7% |
0.0069 |
0.9% |
89% |
False |
False |
14,980 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0065 |
0.8% |
90% |
False |
False |
7,810 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0066 |
0.8% |
65% |
False |
False |
4,056 |
| 60 |
0.8018 |
0.7476 |
0.0542 |
6.9% |
0.0068 |
0.9% |
73% |
False |
False |
2,744 |
| 80 |
0.8018 |
0.7216 |
0.0802 |
10.2% |
0.0066 |
0.8% |
81% |
False |
False |
2,071 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
14.9% |
0.0066 |
0.8% |
87% |
False |
False |
1,665 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
14.9% |
0.0059 |
0.7% |
87% |
False |
False |
1,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8144 |
|
2.618 |
0.8047 |
|
1.618 |
0.7988 |
|
1.000 |
0.7952 |
|
0.618 |
0.7929 |
|
HIGH |
0.7893 |
|
0.618 |
0.7870 |
|
0.500 |
0.7864 |
|
0.382 |
0.7857 |
|
LOW |
0.7834 |
|
0.618 |
0.7798 |
|
1.000 |
0.7775 |
|
1.618 |
0.7739 |
|
2.618 |
0.7680 |
|
4.250 |
0.7583 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7861 |
| PP |
0.7865 |
0.7854 |
| S1 |
0.7864 |
0.7846 |
|