CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7703 |
0.7678 |
-0.0025 |
-0.3% |
0.7535 |
| High |
0.7711 |
0.7692 |
-0.0019 |
-0.2% |
0.7798 |
| Low |
0.7606 |
0.7641 |
0.0035 |
0.5% |
0.7528 |
| Close |
0.7677 |
0.7657 |
-0.0020 |
-0.3% |
0.7677 |
| Range |
0.0105 |
0.0051 |
-0.0054 |
-51.4% |
0.0270 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
83,142 |
41,411 |
-41,731 |
-50.2% |
341,193 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7788 |
0.7685 |
|
| R3 |
0.7765 |
0.7737 |
0.7671 |
|
| R2 |
0.7714 |
0.7714 |
0.7666 |
|
| R1 |
0.7686 |
0.7686 |
0.7662 |
0.7675 |
| PP |
0.7663 |
0.7663 |
0.7663 |
0.7658 |
| S1 |
0.7635 |
0.7635 |
0.7652 |
0.7624 |
| S2 |
0.7612 |
0.7612 |
0.7648 |
|
| S3 |
0.7561 |
0.7584 |
0.7643 |
|
| S4 |
0.7510 |
0.7533 |
0.7629 |
|
|
| 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 |
0.7567 |
0.0231 |
3.0% |
0.0093 |
1.2% |
39% |
False |
False |
70,535 |
| 10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0080 |
1.1% |
49% |
False |
False |
59,433 |
| 20 |
0.7798 |
0.7438 |
0.0360 |
4.7% |
0.0088 |
1.1% |
61% |
False |
False |
58,625 |
| 40 |
0.7798 |
0.7139 |
0.0659 |
8.6% |
0.0081 |
1.1% |
79% |
False |
False |
29,851 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0081 |
1.1% |
86% |
False |
False |
20,024 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0071 |
0.9% |
86% |
False |
False |
15,046 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0062 |
0.8% |
86% |
False |
False |
12,046 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0060 |
0.8% |
86% |
False |
False |
10,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7826 |
|
1.618 |
0.7775 |
|
1.000 |
0.7743 |
|
0.618 |
0.7724 |
|
HIGH |
0.7692 |
|
0.618 |
0.7673 |
|
0.500 |
0.7667 |
|
0.382 |
0.7660 |
|
LOW |
0.7641 |
|
0.618 |
0.7609 |
|
1.000 |
0.7590 |
|
1.618 |
0.7558 |
|
2.618 |
0.7507 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7702 |
| PP |
0.7663 |
0.7687 |
| S1 |
0.7660 |
0.7672 |
|