CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7861 |
0.7826 |
-0.0035 |
-0.4% |
0.7733 |
| High |
0.7899 |
0.7844 |
-0.0055 |
-0.7% |
0.7902 |
| Low |
0.7825 |
0.7789 |
-0.0036 |
-0.5% |
0.7703 |
| Close |
0.7836 |
0.7813 |
-0.0023 |
-0.3% |
0.7836 |
| Range |
0.0074 |
0.0055 |
-0.0019 |
-25.7% |
0.0199 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
87,659 |
60,035 |
-27,624 |
-31.5% |
220,900 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7952 |
0.7843 |
|
| R3 |
0.7925 |
0.7897 |
0.7828 |
|
| R2 |
0.7870 |
0.7870 |
0.7823 |
|
| R1 |
0.7842 |
0.7842 |
0.7818 |
0.7829 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7809 |
| S1 |
0.7787 |
0.7787 |
0.7808 |
0.7774 |
| S2 |
0.7760 |
0.7760 |
0.7803 |
|
| S3 |
0.7705 |
0.7732 |
0.7798 |
|
| S4 |
0.7650 |
0.7677 |
0.7783 |
|
|
| 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 |
0.7789 |
0.0113 |
1.4% |
0.0063 |
0.8% |
21% |
False |
True |
53,526 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0070 |
0.9% |
70% |
False |
False |
29,406 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0065 |
0.8% |
72% |
False |
False |
15,169 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0067 |
0.9% |
52% |
False |
False |
7,741 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0066 |
0.8% |
58% |
False |
False |
5,196 |
| 80 |
0.8018 |
0.7222 |
0.0796 |
10.2% |
0.0065 |
0.8% |
74% |
False |
False |
3,917 |
| 100 |
0.8018 |
0.6922 |
0.1096 |
14.0% |
0.0066 |
0.8% |
81% |
False |
False |
3,140 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0060 |
0.8% |
83% |
False |
False |
2,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.7988 |
|
1.618 |
0.7933 |
|
1.000 |
0.7899 |
|
0.618 |
0.7878 |
|
HIGH |
0.7844 |
|
0.618 |
0.7823 |
|
0.500 |
0.7817 |
|
0.382 |
0.7810 |
|
LOW |
0.7789 |
|
0.618 |
0.7755 |
|
1.000 |
0.7734 |
|
1.618 |
0.7700 |
|
2.618 |
0.7645 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7844 |
| PP |
0.7815 |
0.7834 |
| S1 |
0.7814 |
0.7823 |
|