CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7648 |
-0.0002 |
0.0% |
0.7600 |
| High |
0.7694 |
0.7660 |
-0.0034 |
-0.4% |
0.7745 |
| Low |
0.7619 |
0.7634 |
0.0015 |
0.2% |
0.7589 |
| Close |
0.7619 |
0.7652 |
0.0033 |
0.4% |
0.7691 |
| Range |
0.0075 |
0.0026 |
-0.0049 |
-65.3% |
0.0156 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
160 |
57 |
-103 |
-64.4% |
759 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7715 |
0.7666 |
|
| R3 |
0.7701 |
0.7689 |
0.7659 |
|
| R2 |
0.7675 |
0.7675 |
0.7657 |
|
| R1 |
0.7663 |
0.7663 |
0.7654 |
0.7669 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7652 |
| S1 |
0.7637 |
0.7637 |
0.7650 |
0.7643 |
| S2 |
0.7623 |
0.7623 |
0.7647 |
|
| S3 |
0.7597 |
0.7611 |
0.7645 |
|
| S4 |
0.7571 |
0.7585 |
0.7638 |
|
|
| 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 |
0.7619 |
0.0126 |
1.6% |
0.0048 |
0.6% |
26% |
False |
False |
168 |
| 10 |
0.7750 |
0.7589 |
0.0161 |
2.1% |
0.0049 |
0.6% |
39% |
False |
False |
132 |
| 20 |
0.7871 |
0.7589 |
0.0282 |
3.7% |
0.0051 |
0.7% |
22% |
False |
False |
135 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.4% |
0.0051 |
0.7% |
15% |
False |
False |
106 |
| 60 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0052 |
0.7% |
34% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7728 |
|
1.618 |
0.7702 |
|
1.000 |
0.7686 |
|
0.618 |
0.7676 |
|
HIGH |
0.7660 |
|
0.618 |
0.7650 |
|
0.500 |
0.7647 |
|
0.382 |
0.7644 |
|
LOW |
0.7634 |
|
0.618 |
0.7618 |
|
1.000 |
0.7608 |
|
1.618 |
0.7592 |
|
2.618 |
0.7566 |
|
4.250 |
0.7524 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7650 |
0.7659 |
| PP |
0.7649 |
0.7656 |
| S1 |
0.7647 |
0.7654 |
|