CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7744 |
0.7714 |
-0.0030 |
-0.4% |
0.7826 |
| High |
0.7755 |
0.7796 |
0.0041 |
0.5% |
0.7844 |
| Low |
0.7643 |
0.7713 |
0.0070 |
0.9% |
0.7643 |
| Close |
0.7720 |
0.7769 |
0.0049 |
0.6% |
0.7769 |
| Range |
0.0112 |
0.0083 |
-0.0029 |
-25.9% |
0.0201 |
| ATR |
0.0071 |
0.0071 |
0.0001 |
1.3% |
0.0000 |
| Volume |
82,252 |
56,108 |
-26,144 |
-31.8% |
317,918 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7972 |
0.7815 |
|
| R3 |
0.7925 |
0.7889 |
0.7792 |
|
| R2 |
0.7842 |
0.7842 |
0.7784 |
|
| R1 |
0.7806 |
0.7806 |
0.7777 |
0.7824 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7769 |
| S1 |
0.7723 |
0.7723 |
0.7761 |
0.7741 |
| S2 |
0.7676 |
0.7676 |
0.7754 |
|
| S3 |
0.7593 |
0.7640 |
0.7746 |
|
| S4 |
0.7510 |
0.7557 |
0.7723 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8263 |
0.7880 |
|
| R3 |
0.8154 |
0.8062 |
0.7824 |
|
| R2 |
0.7953 |
0.7953 |
0.7806 |
|
| R1 |
0.7861 |
0.7861 |
0.7787 |
0.7807 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7725 |
| S1 |
0.7660 |
0.7660 |
0.7751 |
0.7606 |
| S2 |
0.7551 |
0.7551 |
0.7732 |
|
| S3 |
0.7350 |
0.7459 |
0.7714 |
|
| S4 |
0.7149 |
0.7258 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7844 |
0.7643 |
0.0201 |
2.6% |
0.0072 |
0.9% |
63% |
False |
False |
63,583 |
| 10 |
0.7902 |
0.7643 |
0.0259 |
3.3% |
0.0073 |
0.9% |
49% |
False |
False |
53,881 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0067 |
0.9% |
58% |
False |
False |
27,932 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0065 |
0.8% |
42% |
False |
False |
14,135 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0067 |
0.9% |
49% |
False |
False |
9,490 |
| 80 |
0.8018 |
0.7320 |
0.0698 |
9.0% |
0.0067 |
0.9% |
64% |
False |
False |
7,139 |
| 100 |
0.8018 |
0.7089 |
0.0929 |
12.0% |
0.0066 |
0.9% |
73% |
False |
False |
5,716 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.1% |
0.0062 |
0.8% |
79% |
False |
False |
4,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8149 |
|
2.618 |
0.8013 |
|
1.618 |
0.7930 |
|
1.000 |
0.7879 |
|
0.618 |
0.7847 |
|
HIGH |
0.7796 |
|
0.618 |
0.7764 |
|
0.500 |
0.7755 |
|
0.382 |
0.7745 |
|
LOW |
0.7713 |
|
0.618 |
0.7662 |
|
1.000 |
0.7630 |
|
1.618 |
0.7579 |
|
2.618 |
0.7496 |
|
4.250 |
0.7360 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7753 |
| PP |
0.7759 |
0.7737 |
| S1 |
0.7755 |
0.7721 |
|