CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7782 |
0.0068 |
0.9% |
0.7826 |
| High |
0.7796 |
0.7830 |
0.0034 |
0.4% |
0.7844 |
| Low |
0.7713 |
0.7774 |
0.0061 |
0.8% |
0.7643 |
| Close |
0.7769 |
0.7814 |
0.0045 |
0.6% |
0.7769 |
| Range |
0.0083 |
0.0056 |
-0.0027 |
-32.5% |
0.0201 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
56,108 |
50,484 |
-5,624 |
-10.0% |
317,918 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7974 |
0.7950 |
0.7845 |
|
| R3 |
0.7918 |
0.7894 |
0.7829 |
|
| R2 |
0.7862 |
0.7862 |
0.7824 |
|
| R1 |
0.7838 |
0.7838 |
0.7819 |
0.7850 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7812 |
| S1 |
0.7782 |
0.7782 |
0.7809 |
0.7794 |
| S2 |
0.7750 |
0.7750 |
0.7804 |
|
| S3 |
0.7694 |
0.7726 |
0.7799 |
|
| S4 |
0.7638 |
0.7670 |
0.7783 |
|
|
| 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 |
0.7830 |
0.7643 |
0.0187 |
2.4% |
0.0072 |
0.9% |
91% |
True |
False |
61,673 |
| 10 |
0.7902 |
0.7643 |
0.0259 |
3.3% |
0.0068 |
0.9% |
66% |
False |
False |
57,600 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0067 |
0.9% |
72% |
False |
False |
30,424 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0065 |
0.8% |
53% |
False |
False |
15,390 |
| 60 |
0.8018 |
0.7542 |
0.0476 |
6.1% |
0.0068 |
0.9% |
57% |
False |
False |
10,328 |
| 80 |
0.8018 |
0.7382 |
0.0636 |
8.1% |
0.0067 |
0.9% |
68% |
False |
False |
7,770 |
| 100 |
0.8018 |
0.7100 |
0.0918 |
11.7% |
0.0066 |
0.8% |
78% |
False |
False |
6,221 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0062 |
0.8% |
83% |
False |
False |
5,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8068 |
|
2.618 |
0.7977 |
|
1.618 |
0.7921 |
|
1.000 |
0.7886 |
|
0.618 |
0.7865 |
|
HIGH |
0.7830 |
|
0.618 |
0.7809 |
|
0.500 |
0.7802 |
|
0.382 |
0.7795 |
|
LOW |
0.7774 |
|
0.618 |
0.7739 |
|
1.000 |
0.7718 |
|
1.618 |
0.7683 |
|
2.618 |
0.7627 |
|
4.250 |
0.7536 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7810 |
0.7788 |
| PP |
0.7806 |
0.7762 |
| S1 |
0.7802 |
0.7737 |
|