CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7818 |
0.0095 |
1.2% |
0.7698 |
| High |
0.7829 |
0.7917 |
0.0088 |
1.1% |
0.7848 |
| Low |
0.7698 |
0.7816 |
0.0118 |
1.5% |
0.7684 |
| Close |
0.7808 |
0.7911 |
0.0103 |
1.3% |
0.7789 |
| Range |
0.0131 |
0.0101 |
-0.0030 |
-22.9% |
0.0164 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.9% |
0.0000 |
| Volume |
80,717 |
83,210 |
2,493 |
3.1% |
346,837 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8184 |
0.8149 |
0.7967 |
|
| R3 |
0.8083 |
0.8048 |
0.7939 |
|
| R2 |
0.7982 |
0.7982 |
0.7930 |
|
| R1 |
0.7947 |
0.7947 |
0.7920 |
0.7965 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7890 |
| S1 |
0.7846 |
0.7846 |
0.7902 |
0.7864 |
| S2 |
0.7780 |
0.7780 |
0.7892 |
|
| S3 |
0.7679 |
0.7745 |
0.7883 |
|
| S4 |
0.7578 |
0.7644 |
0.7855 |
|
|
| 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 |
0.7917 |
0.7698 |
0.0219 |
2.8% |
0.0084 |
1.1% |
97% |
True |
False |
73,448 |
| 10 |
0.7917 |
0.7584 |
0.0333 |
4.2% |
0.0089 |
1.1% |
98% |
True |
False |
71,817 |
| 20 |
0.7917 |
0.7521 |
0.0396 |
5.0% |
0.0087 |
1.1% |
98% |
True |
False |
66,605 |
| 40 |
0.7917 |
0.7218 |
0.0699 |
8.8% |
0.0084 |
1.1% |
99% |
True |
False |
49,323 |
| 60 |
0.7917 |
0.6988 |
0.0929 |
11.7% |
0.0084 |
1.1% |
99% |
True |
False |
33,029 |
| 80 |
0.7917 |
0.6819 |
0.1098 |
13.9% |
0.0078 |
1.0% |
99% |
True |
False |
24,836 |
| 100 |
0.7917 |
0.6819 |
0.1098 |
13.9% |
0.0069 |
0.9% |
99% |
True |
False |
19,888 |
| 120 |
0.7917 |
0.6819 |
0.1098 |
13.9% |
0.0064 |
0.8% |
99% |
True |
False |
16,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8346 |
|
2.618 |
0.8181 |
|
1.618 |
0.8080 |
|
1.000 |
0.8018 |
|
0.618 |
0.7979 |
|
HIGH |
0.7917 |
|
0.618 |
0.7878 |
|
0.500 |
0.7867 |
|
0.382 |
0.7855 |
|
LOW |
0.7816 |
|
0.618 |
0.7754 |
|
1.000 |
0.7715 |
|
1.618 |
0.7653 |
|
2.618 |
0.7552 |
|
4.250 |
0.7387 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7877 |
| PP |
0.7881 |
0.7842 |
| S1 |
0.7867 |
0.7808 |
|