CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7833 |
0.0081 |
1.0% |
0.7678 |
| High |
0.7844 |
0.7848 |
0.0004 |
0.1% |
0.7721 |
| Low |
0.7739 |
0.7795 |
0.0056 |
0.7% |
0.7565 |
| Close |
0.7843 |
0.7806 |
-0.0037 |
-0.5% |
0.7699 |
| Range |
0.0105 |
0.0053 |
-0.0052 |
-49.5% |
0.0156 |
| ATR |
0.0088 |
0.0085 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
83,208 |
84,424 |
1,216 |
1.5% |
315,175 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7944 |
0.7835 |
|
| R3 |
0.7922 |
0.7891 |
0.7821 |
|
| R2 |
0.7869 |
0.7869 |
0.7816 |
|
| R1 |
0.7838 |
0.7838 |
0.7811 |
0.7827 |
| PP |
0.7816 |
0.7816 |
0.7816 |
0.7811 |
| S1 |
0.7785 |
0.7785 |
0.7801 |
0.7774 |
| S2 |
0.7763 |
0.7763 |
0.7796 |
|
| S3 |
0.7710 |
0.7732 |
0.7791 |
|
| S4 |
0.7657 |
0.7679 |
0.7777 |
|
|
| 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 |
0.7848 |
0.7587 |
0.0261 |
3.3% |
0.0090 |
1.2% |
84% |
True |
False |
74,065 |
| 10 |
0.7848 |
0.7565 |
0.0283 |
3.6% |
0.0088 |
1.1% |
85% |
True |
False |
71,310 |
| 20 |
0.7848 |
0.7461 |
0.0387 |
5.0% |
0.0089 |
1.1% |
89% |
True |
False |
65,546 |
| 40 |
0.7848 |
0.7201 |
0.0647 |
8.3% |
0.0082 |
1.1% |
94% |
True |
False |
42,321 |
| 60 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0084 |
1.1% |
96% |
True |
False |
28,341 |
| 80 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0075 |
1.0% |
96% |
True |
False |
21,307 |
| 100 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0066 |
0.8% |
96% |
True |
False |
17,060 |
| 120 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0062 |
0.8% |
96% |
True |
False |
14,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.7987 |
|
1.618 |
0.7934 |
|
1.000 |
0.7901 |
|
0.618 |
0.7881 |
|
HIGH |
0.7848 |
|
0.618 |
0.7828 |
|
0.500 |
0.7822 |
|
0.382 |
0.7815 |
|
LOW |
0.7795 |
|
0.618 |
0.7762 |
|
1.000 |
0.7742 |
|
1.618 |
0.7709 |
|
2.618 |
0.7656 |
|
4.250 |
0.7570 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7793 |
| PP |
0.7816 |
0.7779 |
| S1 |
0.7811 |
0.7766 |
|