CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7902 |
0.7889 |
-0.0013 |
-0.2% |
0.7723 |
| High |
0.7903 |
0.7940 |
0.0037 |
0.5% |
0.7941 |
| Low |
0.7863 |
0.7883 |
0.0020 |
0.3% |
0.7698 |
| Close |
0.7884 |
0.7923 |
0.0039 |
0.5% |
0.7884 |
| Range |
0.0040 |
0.0057 |
0.0017 |
42.5% |
0.0243 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
54,285 |
53,261 |
-1,024 |
-1.9% |
396,005 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8062 |
0.7954 |
|
| R3 |
0.8029 |
0.8005 |
0.7939 |
|
| R2 |
0.7972 |
0.7972 |
0.7933 |
|
| R1 |
0.7948 |
0.7948 |
0.7928 |
0.7960 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7922 |
| S1 |
0.7891 |
0.7891 |
0.7918 |
0.7903 |
| S2 |
0.7858 |
0.7858 |
0.7913 |
|
| S3 |
0.7801 |
0.7834 |
0.7907 |
|
| S4 |
0.7744 |
0.7777 |
0.7892 |
|
|
| 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 |
0.7838 |
0.0103 |
1.3% |
0.0069 |
0.9% |
83% |
False |
False |
67,924 |
| 10 |
0.7941 |
0.7698 |
0.0243 |
3.1% |
0.0076 |
1.0% |
93% |
False |
False |
70,686 |
| 20 |
0.7941 |
0.7565 |
0.0376 |
4.7% |
0.0084 |
1.1% |
95% |
False |
False |
70,395 |
| 40 |
0.7941 |
0.7384 |
0.0557 |
7.0% |
0.0084 |
1.1% |
97% |
False |
False |
57,650 |
| 60 |
0.7941 |
0.7096 |
0.0845 |
10.7% |
0.0083 |
1.0% |
98% |
False |
False |
38,660 |
| 80 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0080 |
1.0% |
98% |
False |
False |
29,076 |
| 100 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0071 |
0.9% |
98% |
False |
False |
23,281 |
| 120 |
0.7941 |
0.6819 |
0.1122 |
14.2% |
0.0065 |
0.8% |
98% |
False |
False |
19,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8182 |
|
2.618 |
0.8089 |
|
1.618 |
0.8032 |
|
1.000 |
0.7997 |
|
0.618 |
0.7975 |
|
HIGH |
0.7940 |
|
0.618 |
0.7918 |
|
0.500 |
0.7912 |
|
0.382 |
0.7905 |
|
LOW |
0.7883 |
|
0.618 |
0.7848 |
|
1.000 |
0.7826 |
|
1.618 |
0.7791 |
|
2.618 |
0.7734 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7919 |
0.7912 |
| PP |
0.7915 |
0.7900 |
| S1 |
0.7912 |
0.7889 |
|