CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7903 |
0.7854 |
-0.0049 |
-0.6% |
0.7723 |
| High |
0.7919 |
0.7923 |
0.0004 |
0.1% |
0.7941 |
| Low |
0.7843 |
0.7838 |
-0.0005 |
-0.1% |
0.7698 |
| Close |
0.7858 |
0.7884 |
0.0026 |
0.3% |
0.7884 |
| Range |
0.0076 |
0.0085 |
0.0009 |
11.8% |
0.0243 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
71,047 |
82,082 |
11,035 |
15.5% |
396,005 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8095 |
0.7931 |
|
| R3 |
0.8052 |
0.8010 |
0.7907 |
|
| R2 |
0.7967 |
0.7967 |
0.7900 |
|
| R1 |
0.7925 |
0.7925 |
0.7892 |
0.7946 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7892 |
| S1 |
0.7840 |
0.7840 |
0.7876 |
0.7861 |
| S2 |
0.7797 |
0.7797 |
0.7868 |
|
| S3 |
0.7712 |
0.7755 |
0.7861 |
|
| S4 |
0.7627 |
0.7670 |
0.7837 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8470 |
0.8018 |
|
| R3 |
0.8327 |
0.8227 |
0.7951 |
|
| R2 |
0.8084 |
0.8084 |
0.7929 |
|
| R1 |
0.7984 |
0.7984 |
0.7906 |
0.8034 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7866 |
| S1 |
0.7741 |
0.7741 |
0.7862 |
0.7791 |
| S2 |
0.7598 |
0.7598 |
0.7839 |
|
| S3 |
0.7355 |
0.7498 |
0.7817 |
|
| S4 |
0.7112 |
0.7255 |
0.7750 |
|
|
| 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% |
0.0096 |
1.2% |
77% |
False |
False |
79,201 |
| 10 |
0.7941 |
0.7684 |
0.0257 |
3.3% |
0.0085 |
1.1% |
78% |
False |
False |
74,284 |
| 20 |
0.7941 |
0.7528 |
0.0413 |
5.2% |
0.0088 |
1.1% |
86% |
False |
False |
69,960 |
| 40 |
0.7941 |
0.7366 |
0.0575 |
7.3% |
0.0083 |
1.1% |
90% |
False |
False |
55,047 |
| 60 |
0.7941 |
0.7085 |
0.0856 |
10.9% |
0.0084 |
1.1% |
93% |
False |
False |
36,878 |
| 80 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0080 |
1.0% |
95% |
False |
False |
27,734 |
| 100 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0071 |
0.9% |
95% |
False |
False |
22,208 |
| 120 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0064 |
0.8% |
95% |
False |
False |
18,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8284 |
|
2.618 |
0.8146 |
|
1.618 |
0.8061 |
|
1.000 |
0.8008 |
|
0.618 |
0.7976 |
|
HIGH |
0.7923 |
|
0.618 |
0.7891 |
|
0.500 |
0.7881 |
|
0.382 |
0.7870 |
|
LOW |
0.7838 |
|
0.618 |
0.7785 |
|
1.000 |
0.7753 |
|
1.618 |
0.7700 |
|
2.618 |
0.7615 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7890 |
| PP |
0.7882 |
0.7888 |
| S1 |
0.7881 |
0.7886 |
|