CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7860 |
0.7832 |
-0.0028 |
-0.4% |
0.7720 |
| High |
0.7899 |
0.7840 |
-0.0059 |
-0.7% |
0.7899 |
| Low |
0.7835 |
0.7800 |
-0.0035 |
-0.4% |
0.7713 |
| Close |
0.7838 |
0.7814 |
-0.0024 |
-0.3% |
0.7838 |
| Range |
0.0064 |
0.0040 |
-0.0024 |
-37.5% |
0.0186 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
309 |
190 |
-119 |
-38.5% |
1,252 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7916 |
0.7836 |
|
| R3 |
0.7898 |
0.7876 |
0.7825 |
|
| R2 |
0.7858 |
0.7858 |
0.7821 |
|
| R1 |
0.7836 |
0.7836 |
0.7818 |
0.7827 |
| PP |
0.7818 |
0.7818 |
0.7818 |
0.7814 |
| S1 |
0.7796 |
0.7796 |
0.7810 |
0.7787 |
| S2 |
0.7778 |
0.7778 |
0.7807 |
|
| S3 |
0.7738 |
0.7756 |
0.7803 |
|
| S4 |
0.7698 |
0.7716 |
0.7792 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8375 |
0.8292 |
0.7940 |
|
| R3 |
0.8189 |
0.8106 |
0.7889 |
|
| R2 |
0.8003 |
0.8003 |
0.7872 |
|
| R1 |
0.7920 |
0.7920 |
0.7855 |
0.7962 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7837 |
| S1 |
0.7734 |
0.7734 |
0.7821 |
0.7776 |
| S2 |
0.7631 |
0.7631 |
0.7804 |
|
| S3 |
0.7445 |
0.7548 |
0.7787 |
|
| S4 |
0.7259 |
0.7362 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7899 |
0.7800 |
0.0099 |
1.3% |
0.0050 |
0.6% |
14% |
False |
True |
266 |
| 10 |
0.7899 |
0.7619 |
0.0280 |
3.6% |
0.0057 |
0.7% |
70% |
False |
False |
214 |
| 20 |
0.7899 |
0.7589 |
0.0310 |
4.0% |
0.0052 |
0.7% |
73% |
False |
False |
170 |
| 40 |
0.8000 |
0.7589 |
0.0411 |
5.3% |
0.0056 |
0.7% |
55% |
False |
False |
144 |
| 60 |
0.8000 |
0.7532 |
0.0468 |
6.0% |
0.0051 |
0.6% |
60% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7945 |
|
1.618 |
0.7905 |
|
1.000 |
0.7880 |
|
0.618 |
0.7865 |
|
HIGH |
0.7840 |
|
0.618 |
0.7825 |
|
0.500 |
0.7820 |
|
0.382 |
0.7815 |
|
LOW |
0.7800 |
|
0.618 |
0.7775 |
|
1.000 |
0.7760 |
|
1.618 |
0.7735 |
|
2.618 |
0.7695 |
|
4.250 |
0.7630 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7820 |
0.7850 |
| PP |
0.7818 |
0.7838 |
| S1 |
0.7816 |
0.7826 |
|