CME Canadian Dollar Future December 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.7804 |
0.7854 |
0.0050 |
0.6% |
0.7650 |
High |
0.7850 |
0.7899 |
0.0049 |
0.6% |
0.7745 |
Low |
0.7804 |
0.7854 |
0.0050 |
0.6% |
0.7619 |
Close |
0.7837 |
0.7877 |
0.0040 |
0.5% |
0.7740 |
Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0126 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
Volume |
427 |
154 |
-273 |
-63.9% |
701 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8012 |
0.7989 |
0.7902 |
|
R3 |
0.7967 |
0.7944 |
0.7889 |
|
R2 |
0.7922 |
0.7922 |
0.7885 |
|
R1 |
0.7899 |
0.7899 |
0.7881 |
0.7911 |
PP |
0.7877 |
0.7877 |
0.7877 |
0.7882 |
S1 |
0.7854 |
0.7854 |
0.7873 |
0.7866 |
S2 |
0.7832 |
0.7832 |
0.7869 |
|
S3 |
0.7787 |
0.7809 |
0.7865 |
|
S4 |
0.7742 |
0.7764 |
0.7852 |
|
|
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 |
0.7899 |
0.7624 |
0.0275 |
3.5% |
0.0062 |
0.8% |
92% |
True |
False |
234 |
10 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0055 |
0.7% |
92% |
True |
False |
201 |
20 |
0.7899 |
0.7589 |
0.0310 |
3.9% |
0.0053 |
0.7% |
93% |
True |
False |
159 |
40 |
0.8000 |
0.7589 |
0.0411 |
5.2% |
0.0055 |
0.7% |
70% |
False |
False |
132 |
60 |
0.8000 |
0.7479 |
0.0521 |
6.6% |
0.0052 |
0.7% |
76% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8090 |
2.618 |
0.8017 |
1.618 |
0.7972 |
1.000 |
0.7944 |
0.618 |
0.7927 |
HIGH |
0.7899 |
0.618 |
0.7882 |
0.500 |
0.7877 |
0.382 |
0.7871 |
LOW |
0.7854 |
0.618 |
0.7826 |
1.000 |
0.7809 |
1.618 |
0.7781 |
2.618 |
0.7736 |
4.250 |
0.7663 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7877 |
0.7853 |
PP |
0.7877 |
0.7830 |
S1 |
0.7877 |
0.7806 |
|