CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7645 |
-0.0019 |
-0.2% |
0.7782 |
| High |
0.7697 |
0.7713 |
0.0016 |
0.2% |
0.7889 |
| Low |
0.7621 |
0.7630 |
0.0009 |
0.1% |
0.7635 |
| Close |
0.7636 |
0.7663 |
0.0027 |
0.4% |
0.7711 |
| Range |
0.0076 |
0.0083 |
0.0007 |
9.2% |
0.0254 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
61,991 |
54,188 |
-7,803 |
-12.6% |
308,295 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7918 |
0.7873 |
0.7709 |
|
| R3 |
0.7835 |
0.7790 |
0.7686 |
|
| R2 |
0.7752 |
0.7752 |
0.7678 |
|
| R1 |
0.7707 |
0.7707 |
0.7671 |
0.7730 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7680 |
| S1 |
0.7624 |
0.7624 |
0.7655 |
0.7647 |
| S2 |
0.7586 |
0.7586 |
0.7648 |
|
| S3 |
0.7503 |
0.7541 |
0.7640 |
|
| S4 |
0.7420 |
0.7458 |
0.7617 |
|
|
| 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% |
0.0106 |
1.4% |
16% |
False |
False |
66,046 |
| 10 |
0.7889 |
0.7621 |
0.0268 |
3.5% |
0.0089 |
1.2% |
16% |
False |
False |
62,712 |
| 20 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0078 |
1.0% |
18% |
False |
False |
48,634 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0073 |
0.9% |
18% |
False |
False |
24,719 |
| 60 |
0.8018 |
0.7570 |
0.0448 |
5.8% |
0.0070 |
0.9% |
21% |
False |
False |
16,551 |
| 80 |
0.8018 |
0.7450 |
0.0568 |
7.4% |
0.0070 |
0.9% |
37% |
False |
False |
12,442 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0068 |
0.9% |
59% |
False |
False |
9,959 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0066 |
0.9% |
70% |
False |
False |
8,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7930 |
|
1.618 |
0.7847 |
|
1.000 |
0.7796 |
|
0.618 |
0.7764 |
|
HIGH |
0.7713 |
|
0.618 |
0.7681 |
|
0.500 |
0.7672 |
|
0.382 |
0.7662 |
|
LOW |
0.7630 |
|
0.618 |
0.7579 |
|
1.000 |
0.7547 |
|
1.618 |
0.7496 |
|
2.618 |
0.7413 |
|
4.250 |
0.7277 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7672 |
0.7735 |
| PP |
0.7669 |
0.7711 |
| S1 |
0.7666 |
0.7687 |
|