CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7678 |
0.7645 |
-0.0033 |
-0.4% |
0.7535 |
| High |
0.7692 |
0.7652 |
-0.0040 |
-0.5% |
0.7798 |
| Low |
0.7641 |
0.7565 |
-0.0076 |
-1.0% |
0.7528 |
| Close |
0.7657 |
0.7603 |
-0.0054 |
-0.7% |
0.7677 |
| Range |
0.0051 |
0.0087 |
0.0036 |
70.6% |
0.0270 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.6% |
0.0000 |
| Volume |
41,411 |
66,358 |
24,947 |
60.2% |
341,193 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7822 |
0.7651 |
|
| R3 |
0.7781 |
0.7735 |
0.7627 |
|
| R2 |
0.7694 |
0.7694 |
0.7619 |
|
| R1 |
0.7648 |
0.7648 |
0.7611 |
0.7628 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7596 |
| S1 |
0.7561 |
0.7561 |
0.7595 |
0.7541 |
| S2 |
0.7520 |
0.7520 |
0.7587 |
|
| S3 |
0.7433 |
0.7474 |
0.7579 |
|
| S4 |
0.7346 |
0.7387 |
0.7555 |
|
|
| 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 |
0.7565 |
0.0233 |
3.1% |
0.0091 |
1.2% |
16% |
False |
True |
70,022 |
| 10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0084 |
1.1% |
30% |
False |
False |
61,394 |
| 20 |
0.7798 |
0.7438 |
0.0360 |
4.7% |
0.0089 |
1.2% |
46% |
False |
False |
61,394 |
| 40 |
0.7798 |
0.7139 |
0.0659 |
8.7% |
0.0081 |
1.1% |
70% |
False |
False |
31,503 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0082 |
1.1% |
80% |
False |
False |
21,125 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0072 |
0.9% |
80% |
False |
False |
15,875 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0063 |
0.8% |
80% |
False |
False |
12,709 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0061 |
0.8% |
80% |
False |
False |
10,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7880 |
|
1.618 |
0.7793 |
|
1.000 |
0.7739 |
|
0.618 |
0.7706 |
|
HIGH |
0.7652 |
|
0.618 |
0.7619 |
|
0.500 |
0.7609 |
|
0.382 |
0.7598 |
|
LOW |
0.7565 |
|
0.618 |
0.7511 |
|
1.000 |
0.7478 |
|
1.618 |
0.7424 |
|
2.618 |
0.7337 |
|
4.250 |
0.7195 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7609 |
0.7638 |
| PP |
0.7607 |
0.7626 |
| S1 |
0.7605 |
0.7615 |
|