CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7848 |
0.7664 |
-0.0184 |
-2.3% |
0.7782 |
| High |
0.7848 |
0.7697 |
-0.0151 |
-1.9% |
0.7889 |
| Low |
0.7635 |
0.7621 |
-0.0014 |
-0.2% |
0.7635 |
| Close |
0.7711 |
0.7636 |
-0.0075 |
-1.0% |
0.7711 |
| Range |
0.0213 |
0.0076 |
-0.0137 |
-64.3% |
0.0254 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.9% |
0.0000 |
| Volume |
98,081 |
61,991 |
-36,090 |
-36.8% |
308,295 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7879 |
0.7834 |
0.7678 |
|
| R3 |
0.7803 |
0.7758 |
0.7657 |
|
| R2 |
0.7727 |
0.7727 |
0.7650 |
|
| R1 |
0.7682 |
0.7682 |
0.7643 |
0.7667 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7644 |
| S1 |
0.7606 |
0.7606 |
0.7629 |
0.7591 |
| S2 |
0.7575 |
0.7575 |
0.7622 |
|
| S3 |
0.7499 |
0.7530 |
0.7615 |
|
| S4 |
0.7423 |
0.7454 |
0.7594 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8507 |
0.8363 |
0.7851 |
|
| R3 |
0.8253 |
0.8109 |
0.7781 |
|
| R2 |
0.7999 |
0.7999 |
0.7758 |
|
| R1 |
0.7855 |
0.7855 |
0.7734 |
0.7800 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7718 |
| S1 |
0.7601 |
0.7601 |
0.7688 |
0.7546 |
| S2 |
0.7491 |
0.7491 |
0.7664 |
|
| S3 |
0.7237 |
0.7347 |
0.7641 |
|
| S4 |
0.6983 |
0.7093 |
0.7571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0097 |
1.3% |
6% |
False |
True |
63,960 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0084 |
1.1% |
6% |
False |
True |
62,816 |
| 20 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0077 |
1.0% |
9% |
False |
False |
46,111 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
11% |
False |
False |
23,367 |
| 60 |
0.8018 |
0.7570 |
0.0448 |
5.9% |
0.0070 |
0.9% |
15% |
False |
False |
15,648 |
| 80 |
0.8018 |
0.7438 |
0.0580 |
7.6% |
0.0070 |
0.9% |
34% |
False |
False |
11,765 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.4% |
0.0068 |
0.9% |
56% |
False |
False |
9,418 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.4% |
0.0066 |
0.9% |
68% |
False |
False |
7,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8020 |
|
2.618 |
0.7896 |
|
1.618 |
0.7820 |
|
1.000 |
0.7773 |
|
0.618 |
0.7744 |
|
HIGH |
0.7697 |
|
0.618 |
0.7668 |
|
0.500 |
0.7659 |
|
0.382 |
0.7650 |
|
LOW |
0.7621 |
|
0.618 |
0.7574 |
|
1.000 |
0.7545 |
|
1.618 |
0.7498 |
|
2.618 |
0.7422 |
|
4.250 |
0.7298 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7755 |
| PP |
0.7651 |
0.7715 |
| S1 |
0.7644 |
0.7676 |
|