CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7604 |
0.7698 |
0.0094 |
1.2% |
0.7678 |
| High |
0.7721 |
0.7761 |
0.0040 |
0.5% |
0.7721 |
| Low |
0.7601 |
0.7684 |
0.0083 |
1.1% |
0.7565 |
| Close |
0.7699 |
0.7759 |
0.0060 |
0.8% |
0.7699 |
| Range |
0.0120 |
0.0077 |
-0.0043 |
-35.8% |
0.0156 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,626 |
60,316 |
-19,310 |
-24.3% |
315,175 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7939 |
0.7801 |
|
| R3 |
0.7889 |
0.7862 |
0.7780 |
|
| R2 |
0.7812 |
0.7812 |
0.7773 |
|
| R1 |
0.7785 |
0.7785 |
0.7766 |
0.7799 |
| PP |
0.7735 |
0.7735 |
0.7735 |
0.7741 |
| S1 |
0.7708 |
0.7708 |
0.7752 |
0.7722 |
| S2 |
0.7658 |
0.7658 |
0.7745 |
|
| S3 |
0.7581 |
0.7631 |
0.7738 |
|
| S4 |
0.7504 |
0.7554 |
0.7717 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8070 |
0.7785 |
|
| R3 |
0.7974 |
0.7914 |
0.7742 |
|
| R2 |
0.7818 |
0.7818 |
0.7728 |
|
| R1 |
0.7758 |
0.7758 |
0.7713 |
0.7788 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7677 |
| S1 |
0.7602 |
0.7602 |
0.7685 |
0.7632 |
| S2 |
0.7506 |
0.7506 |
0.7670 |
|
| S3 |
0.7350 |
0.7446 |
0.7656 |
|
| S4 |
0.7194 |
0.7290 |
0.7613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7761 |
0.7565 |
0.0196 |
2.5% |
0.0090 |
1.2% |
99% |
True |
False |
66,816 |
| 10 |
0.7798 |
0.7565 |
0.0233 |
3.0% |
0.0092 |
1.2% |
83% |
False |
False |
68,675 |
| 20 |
0.7798 |
0.7461 |
0.0337 |
4.3% |
0.0087 |
1.1% |
88% |
False |
False |
62,793 |
| 40 |
0.7798 |
0.7162 |
0.0636 |
8.2% |
0.0083 |
1.1% |
94% |
False |
False |
38,166 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.6% |
0.0084 |
1.1% |
96% |
False |
False |
25,558 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.6% |
0.0074 |
1.0% |
96% |
False |
False |
19,214 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.6% |
0.0065 |
0.8% |
96% |
False |
False |
15,385 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.6% |
0.0062 |
0.8% |
96% |
False |
False |
12,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8088 |
|
2.618 |
0.7963 |
|
1.618 |
0.7886 |
|
1.000 |
0.7838 |
|
0.618 |
0.7809 |
|
HIGH |
0.7761 |
|
0.618 |
0.7732 |
|
0.500 |
0.7723 |
|
0.382 |
0.7713 |
|
LOW |
0.7684 |
|
0.618 |
0.7636 |
|
1.000 |
0.7607 |
|
1.618 |
0.7559 |
|
2.618 |
0.7482 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7747 |
0.7731 |
| PP |
0.7735 |
0.7702 |
| S1 |
0.7723 |
0.7674 |
|