CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7649 |
0.0014 |
0.2% |
0.7650 |
| High |
0.7653 |
0.7745 |
0.0092 |
1.2% |
0.7745 |
| Low |
0.7624 |
0.7649 |
0.0025 |
0.3% |
0.7619 |
| Close |
0.7631 |
0.7740 |
0.0109 |
1.4% |
0.7740 |
| Range |
0.0029 |
0.0096 |
0.0067 |
231.0% |
0.0126 |
| ATR |
0.0056 |
0.0061 |
0.0004 |
7.3% |
0.0000 |
| Volume |
80 |
404 |
324 |
405.0% |
701 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7966 |
0.7793 |
|
| R3 |
0.7903 |
0.7870 |
0.7766 |
|
| R2 |
0.7807 |
0.7807 |
0.7758 |
|
| R1 |
0.7774 |
0.7774 |
0.7749 |
0.7790 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7720 |
| S1 |
0.7678 |
0.7678 |
0.7731 |
0.7695 |
| S2 |
0.7615 |
0.7615 |
0.7722 |
|
| S3 |
0.7519 |
0.7582 |
0.7714 |
|
| S4 |
0.7423 |
0.7486 |
0.7687 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8036 |
0.7809 |
|
| R3 |
0.7953 |
0.7910 |
0.7775 |
|
| R2 |
0.7827 |
0.7827 |
0.7763 |
|
| R1 |
0.7784 |
0.7784 |
0.7752 |
0.7805 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7712 |
| S1 |
0.7658 |
0.7658 |
0.7728 |
0.7680 |
| S2 |
0.7575 |
0.7575 |
0.7717 |
|
| S3 |
0.7449 |
0.7532 |
0.7705 |
|
| S4 |
0.7323 |
0.7406 |
0.7671 |
|
|
| 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% |
0.0052 |
0.7% |
96% |
True |
False |
149 |
| 10 |
0.7745 |
0.7589 |
0.0156 |
2.0% |
0.0048 |
0.6% |
97% |
True |
False |
148 |
| 20 |
0.7825 |
0.7589 |
0.0236 |
3.0% |
0.0050 |
0.6% |
64% |
False |
False |
150 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0054 |
0.7% |
37% |
False |
False |
118 |
| 60 |
0.8000 |
0.7469 |
0.0531 |
6.9% |
0.0052 |
0.7% |
51% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8153 |
|
2.618 |
0.7996 |
|
1.618 |
0.7900 |
|
1.000 |
0.7841 |
|
0.618 |
0.7804 |
|
HIGH |
0.7745 |
|
0.618 |
0.7708 |
|
0.500 |
0.7697 |
|
0.382 |
0.7686 |
|
LOW |
0.7649 |
|
0.618 |
0.7590 |
|
1.000 |
0.7553 |
|
1.618 |
0.7494 |
|
2.618 |
0.7398 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7726 |
0.7722 |
| PP |
0.7711 |
0.7703 |
| S1 |
0.7697 |
0.7685 |
|