CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 02-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2016 |
02-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.7969 |
0.7972 |
0.0003 |
0.0% |
0.7902 |
High |
0.8004 |
0.7992 |
-0.0012 |
-0.1% |
0.8004 |
Low |
0.7944 |
0.7960 |
0.0016 |
0.2% |
0.7863 |
Close |
0.7974 |
0.7969 |
-0.0005 |
-0.1% |
0.7974 |
Range |
0.0060 |
0.0032 |
-0.0028 |
-46.7% |
0.0141 |
ATR |
0.0079 |
0.0076 |
-0.0003 |
-4.2% |
0.0000 |
Volume |
85,772 |
55,305 |
-30,467 |
-35.5% |
334,710 |
|
Daily Pivots for day following 02-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8070 |
0.8051 |
0.7987 |
|
R3 |
0.8038 |
0.8019 |
0.7978 |
|
R2 |
0.8006 |
0.8006 |
0.7975 |
|
R1 |
0.7987 |
0.7987 |
0.7972 |
0.7981 |
PP |
0.7974 |
0.7974 |
0.7974 |
0.7970 |
S1 |
0.7955 |
0.7955 |
0.7966 |
0.7949 |
S2 |
0.7942 |
0.7942 |
0.7963 |
|
S3 |
0.7910 |
0.7923 |
0.7960 |
|
S4 |
0.7878 |
0.7891 |
0.7951 |
|
|
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 |
0.7876 |
0.0128 |
1.6% |
0.0057 |
0.7% |
73% |
False |
False |
67,146 |
10 |
0.8004 |
0.7816 |
0.0188 |
2.4% |
0.0068 |
0.8% |
81% |
False |
False |
70,530 |
20 |
0.8004 |
0.7565 |
0.0439 |
5.5% |
0.0077 |
1.0% |
92% |
False |
False |
70,331 |
40 |
0.8004 |
0.7438 |
0.0566 |
7.1% |
0.0083 |
1.0% |
94% |
False |
False |
64,478 |
60 |
0.8004 |
0.7139 |
0.0865 |
10.9% |
0.0080 |
1.0% |
96% |
False |
False |
43,344 |
80 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0080 |
1.0% |
97% |
False |
False |
32,601 |
100 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0072 |
0.9% |
97% |
False |
False |
26,103 |
120 |
0.8004 |
0.6819 |
0.1185 |
14.9% |
0.0065 |
0.8% |
97% |
False |
False |
21,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8128 |
2.618 |
0.8076 |
1.618 |
0.8044 |
1.000 |
0.8024 |
0.618 |
0.8012 |
HIGH |
0.7992 |
0.618 |
0.7980 |
0.500 |
0.7976 |
0.382 |
0.7972 |
LOW |
0.7960 |
0.618 |
0.7940 |
1.000 |
0.7928 |
1.618 |
0.7908 |
2.618 |
0.7876 |
4.250 |
0.7824 |
|
|
Fisher Pivots for day following 02-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7976 |
0.7969 |
PP |
0.7974 |
0.7968 |
S1 |
0.7971 |
0.7968 |
|