CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7796 |
0.7771 |
-0.0025 |
-0.3% |
0.7733 |
| High |
0.7804 |
0.7798 |
-0.0006 |
-0.1% |
0.7902 |
| Low |
0.7768 |
0.7726 |
-0.0042 |
-0.5% |
0.7703 |
| Close |
0.7781 |
0.7742 |
-0.0039 |
-0.5% |
0.7836 |
| Range |
0.0036 |
0.0072 |
0.0036 |
100.0% |
0.0199 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.5% |
0.0000 |
| Volume |
55,235 |
64,288 |
9,053 |
16.4% |
220,900 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7971 |
0.7929 |
0.7782 |
|
| R3 |
0.7899 |
0.7857 |
0.7762 |
|
| R2 |
0.7827 |
0.7827 |
0.7755 |
|
| R1 |
0.7785 |
0.7785 |
0.7749 |
0.7770 |
| PP |
0.7755 |
0.7755 |
0.7755 |
0.7748 |
| S1 |
0.7713 |
0.7713 |
0.7735 |
0.7698 |
| S2 |
0.7683 |
0.7683 |
0.7729 |
|
| S3 |
0.7611 |
0.7641 |
0.7722 |
|
| S4 |
0.7539 |
0.7569 |
0.7702 |
|
|
| 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 |
0.7899 |
0.7726 |
0.0173 |
2.2% |
0.0059 |
0.8% |
9% |
False |
True |
65,160 |
| 10 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0070 |
0.9% |
45% |
False |
False |
40,869 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0065 |
0.8% |
49% |
False |
False |
21,094 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0064 |
0.8% |
36% |
False |
False |
10,706 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0066 |
0.9% |
44% |
False |
False |
7,185 |
| 80 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0066 |
0.9% |
65% |
False |
False |
5,411 |
| 100 |
0.8018 |
0.6993 |
0.1025 |
13.2% |
0.0066 |
0.9% |
73% |
False |
False |
4,334 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0060 |
0.8% |
77% |
False |
False |
3,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8104 |
|
2.618 |
0.7986 |
|
1.618 |
0.7914 |
|
1.000 |
0.7870 |
|
0.618 |
0.7842 |
|
HIGH |
0.7798 |
|
0.618 |
0.7770 |
|
0.500 |
0.7762 |
|
0.382 |
0.7754 |
|
LOW |
0.7726 |
|
0.618 |
0.7682 |
|
1.000 |
0.7654 |
|
1.618 |
0.7610 |
|
2.618 |
0.7538 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7785 |
| PP |
0.7755 |
0.7771 |
| S1 |
0.7749 |
0.7756 |
|