CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7895 |
0.7903 |
0.0008 |
0.1% |
0.7698 |
| High |
0.7941 |
0.7919 |
-0.0022 |
-0.3% |
0.7848 |
| Low |
0.7855 |
0.7843 |
-0.0012 |
-0.2% |
0.7684 |
| Close |
0.7918 |
0.7858 |
-0.0060 |
-0.8% |
0.7789 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0164 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
78,949 |
71,047 |
-7,902 |
-10.0% |
346,837 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8056 |
0.7900 |
|
| R3 |
0.8025 |
0.7980 |
0.7879 |
|
| R2 |
0.7949 |
0.7949 |
0.7872 |
|
| R1 |
0.7904 |
0.7904 |
0.7865 |
0.7889 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7866 |
| S1 |
0.7828 |
0.7828 |
0.7851 |
0.7813 |
| S2 |
0.7797 |
0.7797 |
0.7844 |
|
| S3 |
0.7721 |
0.7752 |
0.7837 |
|
| S4 |
0.7645 |
0.7676 |
0.7816 |
|
|
| 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 |
0.7941 |
0.7698 |
0.0243 |
3.1% |
0.0092 |
1.2% |
66% |
False |
False |
74,073 |
| 10 |
0.7941 |
0.7601 |
0.0340 |
4.3% |
0.0088 |
1.1% |
76% |
False |
False |
74,038 |
| 20 |
0.7941 |
0.7521 |
0.0420 |
5.3% |
0.0086 |
1.1% |
80% |
False |
False |
68,441 |
| 40 |
0.7941 |
0.7284 |
0.0657 |
8.4% |
0.0084 |
1.1% |
87% |
False |
False |
53,039 |
| 60 |
0.7941 |
0.7067 |
0.0874 |
11.1% |
0.0083 |
1.1% |
91% |
False |
False |
35,516 |
| 80 |
0.7941 |
0.6819 |
0.1122 |
14.3% |
0.0079 |
1.0% |
93% |
False |
False |
26,709 |
| 100 |
0.7941 |
0.6819 |
0.1122 |
14.3% |
0.0070 |
0.9% |
93% |
False |
False |
21,387 |
| 120 |
0.7941 |
0.6819 |
0.1122 |
14.3% |
0.0064 |
0.8% |
93% |
False |
False |
17,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8242 |
|
2.618 |
0.8118 |
|
1.618 |
0.8042 |
|
1.000 |
0.7995 |
|
0.618 |
0.7966 |
|
HIGH |
0.7919 |
|
0.618 |
0.7890 |
|
0.500 |
0.7881 |
|
0.382 |
0.7872 |
|
LOW |
0.7843 |
|
0.618 |
0.7796 |
|
1.000 |
0.7767 |
|
1.618 |
0.7720 |
|
2.618 |
0.7644 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7879 |
| PP |
0.7873 |
0.7872 |
| S1 |
0.7866 |
0.7865 |
|