CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7685 |
-0.0015 |
-0.2% |
0.7600 |
| High |
0.7745 |
0.7698 |
-0.0047 |
-0.6% |
0.7745 |
| Low |
0.7700 |
0.7662 |
-0.0038 |
-0.5% |
0.7589 |
| Close |
0.7702 |
0.7691 |
-0.0011 |
-0.1% |
0.7691 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.0% |
0.0156 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
532 |
46 |
-486 |
-91.4% |
759 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7777 |
0.7711 |
|
| R3 |
0.7756 |
0.7741 |
0.7701 |
|
| R2 |
0.7720 |
0.7720 |
0.7698 |
|
| R1 |
0.7705 |
0.7705 |
0.7694 |
0.7712 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7687 |
| S1 |
0.7669 |
0.7669 |
0.7688 |
0.7677 |
| S2 |
0.7648 |
0.7648 |
0.7684 |
|
| S3 |
0.7612 |
0.7633 |
0.7681 |
|
| S4 |
0.7576 |
0.7597 |
0.7671 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8073 |
0.7777 |
|
| R3 |
0.7987 |
0.7917 |
0.7734 |
|
| R2 |
0.7831 |
0.7831 |
0.7720 |
|
| R1 |
0.7761 |
0.7761 |
0.7705 |
0.7796 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7693 |
| S1 |
0.7605 |
0.7605 |
0.7677 |
0.7640 |
| S2 |
0.7519 |
0.7519 |
0.7662 |
|
| S3 |
0.7363 |
0.7449 |
0.7648 |
|
| S4 |
0.7207 |
0.7293 |
0.7605 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7745 |
0.7589 |
0.0156 |
2.0% |
0.0042 |
0.5% |
65% |
False |
False |
151 |
| 10 |
0.7781 |
0.7589 |
0.0192 |
2.5% |
0.0047 |
0.6% |
53% |
False |
False |
125 |
| 20 |
0.7988 |
0.7589 |
0.0399 |
5.2% |
0.0053 |
0.7% |
26% |
False |
False |
133 |
| 40 |
0.8000 |
0.7579 |
0.0421 |
5.5% |
0.0050 |
0.7% |
27% |
False |
False |
101 |
| 60 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0052 |
0.7% |
42% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7792 |
|
1.618 |
0.7756 |
|
1.000 |
0.7734 |
|
0.618 |
0.7720 |
|
HIGH |
0.7698 |
|
0.618 |
0.7684 |
|
0.500 |
0.7680 |
|
0.382 |
0.7676 |
|
LOW |
0.7662 |
|
0.618 |
0.7640 |
|
1.000 |
0.7626 |
|
1.618 |
0.7604 |
|
2.618 |
0.7568 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7689 |
| PP |
0.7684 |
0.7687 |
| S1 |
0.7680 |
0.7686 |
|