CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7934 |
0.7940 |
0.0006 |
0.1% |
0.7723 |
| High |
0.7955 |
0.7991 |
0.0036 |
0.5% |
0.7941 |
| Low |
0.7876 |
0.7932 |
0.0056 |
0.7% |
0.7698 |
| Close |
0.7924 |
0.7985 |
0.0061 |
0.8% |
0.7884 |
| Range |
0.0079 |
0.0059 |
-0.0020 |
-25.3% |
0.0243 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
78,368 |
63,024 |
-15,344 |
-19.6% |
396,005 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8125 |
0.8017 |
|
| R3 |
0.8087 |
0.8066 |
0.8001 |
|
| R2 |
0.8028 |
0.8028 |
0.7996 |
|
| R1 |
0.8007 |
0.8007 |
0.7990 |
0.8018 |
| PP |
0.7969 |
0.7969 |
0.7969 |
0.7975 |
| S1 |
0.7948 |
0.7948 |
0.7980 |
0.7959 |
| S2 |
0.7910 |
0.7910 |
0.7974 |
|
| S3 |
0.7851 |
0.7889 |
0.7969 |
|
| S4 |
0.7792 |
0.7830 |
0.7953 |
|
|
| 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 |
0.7991 |
0.7838 |
0.0153 |
1.9% |
0.0064 |
0.8% |
96% |
True |
False |
66,204 |
| 10 |
0.7991 |
0.7698 |
0.0293 |
3.7% |
0.0078 |
1.0% |
98% |
True |
False |
70,138 |
| 20 |
0.7991 |
0.7565 |
0.0426 |
5.3% |
0.0081 |
1.0% |
99% |
True |
False |
69,504 |
| 40 |
0.7991 |
0.7424 |
0.0567 |
7.1% |
0.0084 |
1.1% |
99% |
True |
False |
61,070 |
| 60 |
0.7991 |
0.7096 |
0.0895 |
11.2% |
0.0083 |
1.0% |
99% |
True |
False |
41,009 |
| 80 |
0.7991 |
0.6819 |
0.1172 |
14.7% |
0.0081 |
1.0% |
99% |
True |
False |
30,841 |
| 100 |
0.7991 |
0.6819 |
0.1172 |
14.7% |
0.0072 |
0.9% |
99% |
True |
False |
24,694 |
| 120 |
0.7991 |
0.6819 |
0.1172 |
14.7% |
0.0065 |
0.8% |
99% |
True |
False |
20,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8242 |
|
2.618 |
0.8145 |
|
1.618 |
0.8086 |
|
1.000 |
0.8050 |
|
0.618 |
0.8027 |
|
HIGH |
0.7991 |
|
0.618 |
0.7968 |
|
0.500 |
0.7962 |
|
0.382 |
0.7955 |
|
LOW |
0.7932 |
|
0.618 |
0.7896 |
|
1.000 |
0.7873 |
|
1.618 |
0.7837 |
|
2.618 |
0.7778 |
|
4.250 |
0.7681 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7977 |
0.7968 |
| PP |
0.7969 |
0.7951 |
| S1 |
0.7962 |
0.7934 |
|