CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7783 |
-0.0019 |
-0.2% |
0.7698 |
| High |
0.7824 |
0.7815 |
-0.0009 |
-0.1% |
0.7848 |
| Low |
0.7754 |
0.7750 |
-0.0004 |
-0.1% |
0.7684 |
| Close |
0.7781 |
0.7789 |
0.0008 |
0.1% |
0.7789 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.1% |
0.0164 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
62,444 |
56,445 |
-5,999 |
-9.6% |
346,837 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7949 |
0.7825 |
|
| R3 |
0.7915 |
0.7884 |
0.7807 |
|
| R2 |
0.7850 |
0.7850 |
0.7801 |
|
| R1 |
0.7819 |
0.7819 |
0.7795 |
0.7835 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7792 |
| S1 |
0.7754 |
0.7754 |
0.7783 |
0.7770 |
| S2 |
0.7720 |
0.7720 |
0.7777 |
|
| S3 |
0.7655 |
0.7689 |
0.7771 |
|
| S4 |
0.7590 |
0.7624 |
0.7753 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8266 |
0.8191 |
0.7879 |
|
| R3 |
0.8102 |
0.8027 |
0.7834 |
|
| R2 |
0.7938 |
0.7938 |
0.7819 |
|
| R1 |
0.7863 |
0.7863 |
0.7804 |
0.7901 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7792 |
| S1 |
0.7699 |
0.7699 |
0.7774 |
0.7737 |
| S2 |
0.7610 |
0.7610 |
0.7759 |
|
| S3 |
0.7446 |
0.7535 |
0.7744 |
|
| S4 |
0.7282 |
0.7371 |
0.7699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7848 |
0.7684 |
0.0164 |
2.1% |
0.0074 |
1.0% |
64% |
False |
False |
69,367 |
| 10 |
0.7848 |
0.7565 |
0.0283 |
3.6% |
0.0079 |
1.0% |
79% |
False |
False |
66,201 |
| 20 |
0.7848 |
0.7521 |
0.0327 |
4.2% |
0.0081 |
1.0% |
82% |
False |
False |
63,673 |
| 40 |
0.7848 |
0.7218 |
0.0630 |
8.1% |
0.0081 |
1.0% |
91% |
False |
False |
45,256 |
| 60 |
0.7848 |
0.6884 |
0.0964 |
12.4% |
0.0084 |
1.1% |
94% |
False |
False |
30,310 |
| 80 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0075 |
1.0% |
94% |
False |
False |
22,790 |
| 100 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0067 |
0.9% |
94% |
False |
False |
18,249 |
| 120 |
0.7848 |
0.6819 |
0.1029 |
13.2% |
0.0063 |
0.8% |
94% |
False |
False |
15,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8091 |
|
2.618 |
0.7985 |
|
1.618 |
0.7920 |
|
1.000 |
0.7880 |
|
0.618 |
0.7855 |
|
HIGH |
0.7815 |
|
0.618 |
0.7790 |
|
0.500 |
0.7783 |
|
0.382 |
0.7775 |
|
LOW |
0.7750 |
|
0.618 |
0.7710 |
|
1.000 |
0.7685 |
|
1.618 |
0.7645 |
|
2.618 |
0.7580 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7787 |
0.7799 |
| PP |
0.7785 |
0.7796 |
| S1 |
0.7783 |
0.7792 |
|