CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7612 |
-0.0033 |
-0.4% |
0.7535 |
| High |
0.7652 |
0.7656 |
0.0004 |
0.1% |
0.7798 |
| Low |
0.7565 |
0.7584 |
0.0019 |
0.3% |
0.7528 |
| Close |
0.7603 |
0.7631 |
0.0028 |
0.4% |
0.7677 |
| Range |
0.0087 |
0.0072 |
-0.0015 |
-17.2% |
0.0270 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66,358 |
65,027 |
-1,331 |
-2.0% |
341,193 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7807 |
0.7671 |
|
| R3 |
0.7768 |
0.7735 |
0.7651 |
|
| R2 |
0.7696 |
0.7696 |
0.7644 |
|
| R1 |
0.7663 |
0.7663 |
0.7638 |
0.7680 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7632 |
| S1 |
0.7591 |
0.7591 |
0.7624 |
0.7608 |
| S2 |
0.7552 |
0.7552 |
0.7618 |
|
| S3 |
0.7480 |
0.7519 |
0.7611 |
|
| S4 |
0.7408 |
0.7447 |
0.7591 |
|
|
| 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% |
0.0085 |
1.1% |
28% |
False |
False |
68,556 |
| 10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0085 |
1.1% |
40% |
False |
False |
63,354 |
| 20 |
0.7798 |
0.7438 |
0.0360 |
4.7% |
0.0089 |
1.2% |
54% |
False |
False |
62,778 |
| 40 |
0.7798 |
0.7139 |
0.0659 |
8.6% |
0.0081 |
1.1% |
75% |
False |
False |
33,124 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0082 |
1.1% |
83% |
False |
False |
22,207 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0072 |
0.9% |
83% |
False |
False |
16,686 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0063 |
0.8% |
83% |
False |
False |
13,358 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.8% |
0.0061 |
0.8% |
83% |
False |
False |
11,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7962 |
|
2.618 |
0.7844 |
|
1.618 |
0.7772 |
|
1.000 |
0.7728 |
|
0.618 |
0.7700 |
|
HIGH |
0.7656 |
|
0.618 |
0.7628 |
|
0.500 |
0.7620 |
|
0.382 |
0.7612 |
|
LOW |
0.7584 |
|
0.618 |
0.7540 |
|
1.000 |
0.7512 |
|
1.618 |
0.7468 |
|
2.618 |
0.7396 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7630 |
| PP |
0.7624 |
0.7629 |
| S1 |
0.7620 |
0.7629 |
|