CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 01-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.7714 |
0.7703 |
-0.0011 |
-0.1% |
0.7535 |
High |
0.7798 |
0.7711 |
-0.0087 |
-1.1% |
0.7798 |
Low |
0.7686 |
0.7606 |
-0.0080 |
-1.0% |
0.7528 |
Close |
0.7707 |
0.7677 |
-0.0030 |
-0.4% |
0.7677 |
Range |
0.0112 |
0.0105 |
-0.0007 |
-6.3% |
0.0270 |
ATR |
0.0086 |
0.0087 |
0.0001 |
1.6% |
0.0000 |
Volume |
86,843 |
83,142 |
-3,701 |
-4.3% |
341,193 |
|
Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7980 |
0.7933 |
0.7735 |
|
R3 |
0.7875 |
0.7828 |
0.7706 |
|
R2 |
0.7770 |
0.7770 |
0.7696 |
|
R1 |
0.7723 |
0.7723 |
0.7687 |
0.7694 |
PP |
0.7665 |
0.7665 |
0.7665 |
0.7650 |
S1 |
0.7618 |
0.7618 |
0.7667 |
0.7589 |
S2 |
0.7560 |
0.7560 |
0.7658 |
|
S3 |
0.7455 |
0.7513 |
0.7648 |
|
S4 |
0.7350 |
0.7408 |
0.7619 |
|
|
Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8478 |
0.8347 |
0.7826 |
|
R3 |
0.8208 |
0.8077 |
0.7751 |
|
R2 |
0.7938 |
0.7938 |
0.7727 |
|
R1 |
0.7807 |
0.7807 |
0.7702 |
0.7873 |
PP |
0.7668 |
0.7668 |
0.7668 |
0.7700 |
S1 |
0.7537 |
0.7537 |
0.7652 |
0.7603 |
S2 |
0.7398 |
0.7398 |
0.7628 |
|
S3 |
0.7128 |
0.7267 |
0.7603 |
|
S4 |
0.6858 |
0.6997 |
0.7529 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7798 |
0.7528 |
0.0270 |
3.5% |
0.0096 |
1.3% |
55% |
False |
False |
68,238 |
10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0082 |
1.1% |
56% |
False |
False |
61,145 |
20 |
0.7798 |
0.7424 |
0.0374 |
4.9% |
0.0090 |
1.2% |
68% |
False |
False |
56,719 |
40 |
0.7798 |
0.7139 |
0.0659 |
8.6% |
0.0082 |
1.1% |
82% |
False |
False |
28,831 |
60 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0082 |
1.1% |
88% |
False |
False |
19,338 |
80 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0071 |
0.9% |
88% |
False |
False |
14,530 |
100 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0062 |
0.8% |
88% |
False |
False |
11,632 |
120 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0060 |
0.8% |
88% |
False |
False |
9,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8157 |
2.618 |
0.7986 |
1.618 |
0.7881 |
1.000 |
0.7816 |
0.618 |
0.7776 |
HIGH |
0.7711 |
0.618 |
0.7671 |
0.500 |
0.7659 |
0.382 |
0.7646 |
LOW |
0.7606 |
0.618 |
0.7541 |
1.000 |
0.7501 |
1.618 |
0.7436 |
2.618 |
0.7331 |
4.250 |
0.7160 |
|
|
Fisher Pivots for day following 01-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7671 |
0.7702 |
PP |
0.7665 |
0.7694 |
S1 |
0.7659 |
0.7685 |
|