CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7854 |
0.7893 |
0.0039 |
0.5% |
0.7650 |
| High |
0.7899 |
0.7893 |
-0.0006 |
-0.1% |
0.7745 |
| Low |
0.7854 |
0.7838 |
-0.0016 |
-0.2% |
0.7619 |
| Close |
0.7877 |
0.7871 |
-0.0006 |
-0.1% |
0.7740 |
| Range |
0.0045 |
0.0055 |
0.0010 |
22.2% |
0.0126 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
154 |
254 |
100 |
64.9% |
701 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8032 |
0.8007 |
0.7901 |
|
| R3 |
0.7977 |
0.7952 |
0.7886 |
|
| R2 |
0.7922 |
0.7922 |
0.7881 |
|
| R1 |
0.7897 |
0.7897 |
0.7876 |
0.7882 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7860 |
| S1 |
0.7842 |
0.7842 |
0.7866 |
0.7827 |
| S2 |
0.7812 |
0.7812 |
0.7861 |
|
| S3 |
0.7757 |
0.7787 |
0.7856 |
|
| S4 |
0.7702 |
0.7732 |
0.7841 |
|
|
| 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 |
0.7649 |
0.0250 |
3.2% |
0.0067 |
0.9% |
89% |
False |
False |
269 |
| 10 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0055 |
0.7% |
90% |
False |
False |
222 |
| 20 |
0.7899 |
0.7589 |
0.0310 |
3.9% |
0.0052 |
0.7% |
91% |
False |
False |
160 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.2% |
0.0056 |
0.7% |
69% |
False |
False |
136 |
| 60 |
0.8000 |
0.7488 |
0.0512 |
6.5% |
0.0053 |
0.7% |
75% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8127 |
|
2.618 |
0.8037 |
|
1.618 |
0.7982 |
|
1.000 |
0.7948 |
|
0.618 |
0.7927 |
|
HIGH |
0.7893 |
|
0.618 |
0.7872 |
|
0.500 |
0.7866 |
|
0.382 |
0.7859 |
|
LOW |
0.7838 |
|
0.618 |
0.7804 |
|
1.000 |
0.7783 |
|
1.618 |
0.7749 |
|
2.618 |
0.7694 |
|
4.250 |
0.7604 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7869 |
0.7865 |
| PP |
0.7867 |
0.7858 |
| S1 |
0.7866 |
0.7852 |
|