CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7796 |
-0.0030 |
-0.4% |
0.7733 |
| High |
0.7844 |
0.7804 |
-0.0040 |
-0.5% |
0.7902 |
| Low |
0.7789 |
0.7768 |
-0.0021 |
-0.3% |
0.7703 |
| Close |
0.7813 |
0.7781 |
-0.0032 |
-0.4% |
0.7836 |
| Range |
0.0055 |
0.0036 |
-0.0019 |
-34.5% |
0.0199 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
60,035 |
55,235 |
-4,800 |
-8.0% |
220,900 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7873 |
0.7801 |
|
| R3 |
0.7856 |
0.7837 |
0.7791 |
|
| R2 |
0.7820 |
0.7820 |
0.7788 |
|
| R1 |
0.7801 |
0.7801 |
0.7784 |
0.7793 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7780 |
| S1 |
0.7765 |
0.7765 |
0.7778 |
0.7757 |
| S2 |
0.7748 |
0.7748 |
0.7774 |
|
| S3 |
0.7712 |
0.7729 |
0.7771 |
|
| S4 |
0.7676 |
0.7693 |
0.7761 |
|
|
| 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 |
0.7768 |
0.0134 |
1.7% |
0.0058 |
0.7% |
10% |
False |
True |
60,035 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0067 |
0.9% |
59% |
False |
False |
34,556 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0064 |
0.8% |
62% |
False |
False |
17,907 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0065 |
0.8% |
45% |
False |
False |
9,115 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0066 |
0.8% |
52% |
False |
False |
6,114 |
| 80 |
0.8018 |
0.7222 |
0.0796 |
10.2% |
0.0065 |
0.8% |
70% |
False |
False |
4,607 |
| 100 |
0.8018 |
0.6993 |
0.1025 |
13.2% |
0.0065 |
0.8% |
77% |
False |
False |
3,692 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0060 |
0.8% |
80% |
False |
False |
3,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7957 |
|
2.618 |
0.7898 |
|
1.618 |
0.7862 |
|
1.000 |
0.7840 |
|
0.618 |
0.7826 |
|
HIGH |
0.7804 |
|
0.618 |
0.7790 |
|
0.500 |
0.7786 |
|
0.382 |
0.7782 |
|
LOW |
0.7768 |
|
0.618 |
0.7746 |
|
1.000 |
0.7732 |
|
1.618 |
0.7710 |
|
2.618 |
0.7674 |
|
4.250 |
0.7615 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7834 |
| PP |
0.7784 |
0.7816 |
| S1 |
0.7783 |
0.7799 |
|