CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7810 |
0.0028 |
0.4% |
0.7826 |
| High |
0.7830 |
0.7837 |
0.0007 |
0.1% |
0.7844 |
| Low |
0.7774 |
0.7798 |
0.0024 |
0.3% |
0.7643 |
| Close |
0.7814 |
0.7814 |
0.0000 |
0.0% |
0.7769 |
| Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0201 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
50,484 |
43,757 |
-6,727 |
-13.3% |
317,918 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7933 |
0.7913 |
0.7835 |
|
| R3 |
0.7894 |
0.7874 |
0.7825 |
|
| R2 |
0.7855 |
0.7855 |
0.7821 |
|
| R1 |
0.7835 |
0.7835 |
0.7818 |
0.7845 |
| PP |
0.7816 |
0.7816 |
0.7816 |
0.7822 |
| S1 |
0.7796 |
0.7796 |
0.7810 |
0.7806 |
| S2 |
0.7777 |
0.7777 |
0.7807 |
|
| S3 |
0.7738 |
0.7757 |
0.7803 |
|
| S4 |
0.7699 |
0.7718 |
0.7793 |
|
|
| 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 |
0.7837 |
0.7643 |
0.0194 |
2.5% |
0.0072 |
0.9% |
88% |
True |
False |
59,377 |
| 10 |
0.7902 |
0.7643 |
0.0259 |
3.3% |
0.0065 |
0.8% |
66% |
False |
False |
59,706 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.0% |
0.0067 |
0.9% |
72% |
False |
False |
32,602 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0065 |
0.8% |
53% |
False |
False |
16,481 |
| 60 |
0.8018 |
0.7570 |
0.0448 |
5.7% |
0.0067 |
0.9% |
54% |
False |
False |
11,057 |
| 80 |
0.8018 |
0.7388 |
0.0630 |
8.1% |
0.0067 |
0.9% |
68% |
False |
False |
8,316 |
| 100 |
0.8018 |
0.7100 |
0.0918 |
11.7% |
0.0066 |
0.8% |
78% |
False |
False |
6,658 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0063 |
0.8% |
83% |
False |
False |
5,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8003 |
|
2.618 |
0.7939 |
|
1.618 |
0.7900 |
|
1.000 |
0.7876 |
|
0.618 |
0.7861 |
|
HIGH |
0.7837 |
|
0.618 |
0.7822 |
|
0.500 |
0.7818 |
|
0.382 |
0.7813 |
|
LOW |
0.7798 |
|
0.618 |
0.7774 |
|
1.000 |
0.7759 |
|
1.618 |
0.7735 |
|
2.618 |
0.7696 |
|
4.250 |
0.7632 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7801 |
| PP |
0.7816 |
0.7788 |
| S1 |
0.7815 |
0.7775 |
|