CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7934 |
0.0045 |
0.6% |
0.7723 |
| High |
0.7940 |
0.7955 |
0.0015 |
0.2% |
0.7941 |
| Low |
0.7883 |
0.7876 |
-0.0007 |
-0.1% |
0.7698 |
| Close |
0.7923 |
0.7924 |
0.0001 |
0.0% |
0.7884 |
| Range |
0.0057 |
0.0079 |
0.0022 |
38.6% |
0.0243 |
| ATR |
0.0082 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
53,261 |
78,368 |
25,107 |
47.1% |
396,005 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8155 |
0.8119 |
0.7967 |
|
| R3 |
0.8076 |
0.8040 |
0.7946 |
|
| R2 |
0.7997 |
0.7997 |
0.7938 |
|
| R1 |
0.7961 |
0.7961 |
0.7931 |
0.7940 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7908 |
| S1 |
0.7882 |
0.7882 |
0.7917 |
0.7861 |
| S2 |
0.7839 |
0.7839 |
0.7910 |
|
| S3 |
0.7760 |
0.7803 |
0.7902 |
|
| S4 |
0.7681 |
0.7724 |
0.7881 |
|
|
| 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 |
0.7955 |
0.7838 |
0.0117 |
1.5% |
0.0067 |
0.9% |
74% |
True |
False |
67,808 |
| 10 |
0.7955 |
0.7698 |
0.0257 |
3.2% |
0.0079 |
1.0% |
88% |
True |
False |
70,080 |
| 20 |
0.7955 |
0.7565 |
0.0390 |
4.9% |
0.0083 |
1.1% |
92% |
True |
False |
70,695 |
| 40 |
0.7955 |
0.7409 |
0.0546 |
6.9% |
0.0084 |
1.1% |
94% |
True |
False |
59,536 |
| 60 |
0.7955 |
0.7096 |
0.0859 |
10.8% |
0.0083 |
1.0% |
96% |
True |
False |
39,961 |
| 80 |
0.7955 |
0.6819 |
0.1136 |
14.3% |
0.0080 |
1.0% |
97% |
True |
False |
30,055 |
| 100 |
0.7955 |
0.6819 |
0.1136 |
14.3% |
0.0072 |
0.9% |
97% |
True |
False |
24,065 |
| 120 |
0.7955 |
0.6819 |
0.1136 |
14.3% |
0.0065 |
0.8% |
97% |
True |
False |
20,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8291 |
|
2.618 |
0.8162 |
|
1.618 |
0.8083 |
|
1.000 |
0.8034 |
|
0.618 |
0.8004 |
|
HIGH |
0.7955 |
|
0.618 |
0.7925 |
|
0.500 |
0.7916 |
|
0.382 |
0.7906 |
|
LOW |
0.7876 |
|
0.618 |
0.7827 |
|
1.000 |
0.7797 |
|
1.618 |
0.7748 |
|
2.618 |
0.7669 |
|
4.250 |
0.7540 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7921 |
0.7919 |
| PP |
0.7918 |
0.7914 |
| S1 |
0.7916 |
0.7909 |
|