CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7861 |
-0.0019 |
-0.2% |
0.7733 |
| High |
0.7893 |
0.7899 |
0.0006 |
0.1% |
0.7902 |
| Low |
0.7834 |
0.7825 |
-0.0009 |
-0.1% |
0.7703 |
| Close |
0.7869 |
0.7836 |
-0.0033 |
-0.4% |
0.7836 |
| Range |
0.0059 |
0.0074 |
0.0015 |
25.4% |
0.0199 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
58,586 |
87,659 |
29,073 |
49.6% |
220,900 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8030 |
0.7877 |
|
| R3 |
0.8001 |
0.7956 |
0.7856 |
|
| R2 |
0.7927 |
0.7927 |
0.7850 |
|
| R1 |
0.7882 |
0.7882 |
0.7843 |
0.7868 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7846 |
| S1 |
0.7808 |
0.7808 |
0.7829 |
0.7794 |
| S2 |
0.7779 |
0.7779 |
0.7822 |
|
| S3 |
0.7705 |
0.7734 |
0.7816 |
|
| S4 |
0.7631 |
0.7660 |
0.7795 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8411 |
0.8322 |
0.7945 |
|
| R3 |
0.8212 |
0.8123 |
0.7891 |
|
| R2 |
0.8013 |
0.8013 |
0.7872 |
|
| R1 |
0.7924 |
0.7924 |
0.7854 |
0.7969 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7836 |
| S1 |
0.7725 |
0.7725 |
0.7818 |
0.7770 |
| S2 |
0.7615 |
0.7615 |
0.7800 |
|
| S3 |
0.7416 |
0.7526 |
0.7781 |
|
| S4 |
0.7217 |
0.7327 |
0.7727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7902 |
0.7703 |
0.0199 |
2.5% |
0.0074 |
0.9% |
67% |
False |
False |
44,180 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.7% |
0.0070 |
0.9% |
77% |
False |
False |
23,459 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0066 |
0.8% |
79% |
False |
False |
12,185 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0066 |
0.8% |
58% |
False |
False |
6,246 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.2% |
0.0067 |
0.9% |
63% |
False |
False |
4,201 |
| 80 |
0.8018 |
0.7222 |
0.0796 |
10.2% |
0.0065 |
0.8% |
77% |
False |
False |
3,166 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0066 |
0.8% |
85% |
False |
False |
2,541 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0059 |
0.8% |
85% |
False |
False |
2,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8214 |
|
2.618 |
0.8093 |
|
1.618 |
0.8019 |
|
1.000 |
0.7973 |
|
0.618 |
0.7945 |
|
HIGH |
0.7899 |
|
0.618 |
0.7871 |
|
0.500 |
0.7862 |
|
0.382 |
0.7853 |
|
LOW |
0.7825 |
|
0.618 |
0.7779 |
|
1.000 |
0.7751 |
|
1.618 |
0.7705 |
|
2.618 |
0.7631 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7862 |
0.7864 |
| PP |
0.7853 |
0.7854 |
| S1 |
0.7845 |
0.7845 |
|