CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7940 |
0.7969 |
0.0029 |
0.4% |
0.7902 |
| High |
0.7991 |
0.8004 |
0.0013 |
0.2% |
0.8004 |
| Low |
0.7932 |
0.7944 |
0.0012 |
0.2% |
0.7863 |
| Close |
0.7985 |
0.7974 |
-0.0011 |
-0.1% |
0.7974 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0141 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
63,024 |
85,772 |
22,748 |
36.1% |
334,710 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8154 |
0.8124 |
0.8007 |
|
| R3 |
0.8094 |
0.8064 |
0.7991 |
|
| R2 |
0.8034 |
0.8034 |
0.7985 |
|
| R1 |
0.8004 |
0.8004 |
0.7980 |
0.8019 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7982 |
| S1 |
0.7944 |
0.7944 |
0.7969 |
0.7959 |
| S2 |
0.7914 |
0.7914 |
0.7963 |
|
| S3 |
0.7854 |
0.7884 |
0.7958 |
|
| S4 |
0.7794 |
0.7824 |
0.7941 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8370 |
0.8313 |
0.8052 |
|
| R3 |
0.8229 |
0.8172 |
0.8013 |
|
| R2 |
0.8088 |
0.8088 |
0.8000 |
|
| R1 |
0.8031 |
0.8031 |
0.7987 |
0.8060 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7961 |
| S1 |
0.7890 |
0.7890 |
0.7961 |
0.7919 |
| S2 |
0.7806 |
0.7806 |
0.7948 |
|
| S3 |
0.7665 |
0.7749 |
0.7935 |
|
| S4 |
0.7524 |
0.7608 |
0.7896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8004 |
0.7863 |
0.0141 |
1.8% |
0.0059 |
0.7% |
79% |
True |
False |
66,942 |
| 10 |
0.8004 |
0.7698 |
0.0306 |
3.8% |
0.0077 |
1.0% |
90% |
True |
False |
73,071 |
| 20 |
0.8004 |
0.7565 |
0.0439 |
5.5% |
0.0078 |
1.0% |
93% |
True |
False |
69,636 |
| 40 |
0.8004 |
0.7424 |
0.0580 |
7.3% |
0.0084 |
1.1% |
95% |
True |
False |
63,178 |
| 60 |
0.8004 |
0.7139 |
0.0865 |
10.8% |
0.0081 |
1.0% |
97% |
True |
False |
42,433 |
| 80 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0081 |
1.0% |
97% |
True |
False |
31,912 |
| 100 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0073 |
0.9% |
97% |
True |
False |
25,551 |
| 120 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0065 |
0.8% |
97% |
True |
False |
21,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8259 |
|
2.618 |
0.8161 |
|
1.618 |
0.8101 |
|
1.000 |
0.8064 |
|
0.618 |
0.8041 |
|
HIGH |
0.8004 |
|
0.618 |
0.7981 |
|
0.500 |
0.7974 |
|
0.382 |
0.7967 |
|
LOW |
0.7944 |
|
0.618 |
0.7907 |
|
1.000 |
0.7884 |
|
1.618 |
0.7847 |
|
2.618 |
0.7787 |
|
4.250 |
0.7689 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7974 |
0.7963 |
| PP |
0.7974 |
0.7951 |
| S1 |
0.7974 |
0.7940 |
|