CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7636 |
0.0024 |
0.3% |
0.7535 |
| High |
0.7656 |
0.7681 |
0.0025 |
0.3% |
0.7798 |
| Low |
0.7584 |
0.7587 |
0.0003 |
0.0% |
0.7528 |
| Close |
0.7631 |
0.7603 |
-0.0028 |
-0.4% |
0.7677 |
| Range |
0.0072 |
0.0094 |
0.0022 |
30.6% |
0.0270 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.8% |
0.0000 |
| Volume |
65,027 |
62,753 |
-2,274 |
-3.5% |
341,193 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7848 |
0.7655 |
|
| R3 |
0.7812 |
0.7754 |
0.7629 |
|
| R2 |
0.7718 |
0.7718 |
0.7620 |
|
| R1 |
0.7660 |
0.7660 |
0.7612 |
0.7642 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7615 |
| S1 |
0.7566 |
0.7566 |
0.7594 |
0.7548 |
| S2 |
0.7530 |
0.7530 |
0.7586 |
|
| S3 |
0.7436 |
0.7472 |
0.7577 |
|
| S4 |
0.7342 |
0.7378 |
0.7551 |
|
|
| 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 |
0.7711 |
0.7565 |
0.0146 |
1.9% |
0.0082 |
1.1% |
26% |
False |
False |
63,738 |
| 10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0084 |
1.1% |
30% |
False |
False |
62,845 |
| 20 |
0.7798 |
0.7461 |
0.0337 |
4.4% |
0.0087 |
1.1% |
42% |
False |
False |
63,492 |
| 40 |
0.7798 |
0.7139 |
0.0659 |
8.7% |
0.0081 |
1.1% |
70% |
False |
False |
34,687 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0083 |
1.1% |
80% |
False |
False |
23,240 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0073 |
1.0% |
80% |
False |
False |
17,469 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0064 |
0.8% |
80% |
False |
False |
13,986 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.9% |
0.0061 |
0.8% |
80% |
False |
False |
11,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8081 |
|
2.618 |
0.7927 |
|
1.618 |
0.7833 |
|
1.000 |
0.7775 |
|
0.618 |
0.7739 |
|
HIGH |
0.7681 |
|
0.618 |
0.7645 |
|
0.500 |
0.7634 |
|
0.382 |
0.7623 |
|
LOW |
0.7587 |
|
0.618 |
0.7529 |
|
1.000 |
0.7493 |
|
1.618 |
0.7435 |
|
2.618 |
0.7341 |
|
4.250 |
0.7188 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7623 |
| PP |
0.7624 |
0.7616 |
| S1 |
0.7613 |
0.7610 |
|