CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.7860 |
-0.0118 |
-1.5% |
0.7902 |
| High |
0.8025 |
0.7876 |
-0.0149 |
-1.9% |
0.8004 |
| Low |
0.7854 |
0.7760 |
-0.0094 |
-1.2% |
0.7863 |
| Close |
0.7859 |
0.7774 |
-0.0085 |
-1.1% |
0.7974 |
| Range |
0.0171 |
0.0116 |
-0.0055 |
-32.2% |
0.0141 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.9% |
0.0000 |
| Volume |
96,602 |
109,278 |
12,676 |
13.1% |
334,710 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8079 |
0.7838 |
|
| R3 |
0.8035 |
0.7963 |
0.7806 |
|
| R2 |
0.7919 |
0.7919 |
0.7795 |
|
| R1 |
0.7847 |
0.7847 |
0.7785 |
0.7825 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7793 |
| S1 |
0.7731 |
0.7731 |
0.7763 |
0.7709 |
| S2 |
0.7687 |
0.7687 |
0.7753 |
|
| S3 |
0.7571 |
0.7615 |
0.7742 |
|
| S4 |
0.7455 |
0.7499 |
0.7710 |
|
|
| 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 |
0.8025 |
0.7760 |
0.0265 |
3.4% |
0.0088 |
1.1% |
5% |
False |
True |
81,996 |
| 10 |
0.8025 |
0.7760 |
0.0265 |
3.4% |
0.0078 |
1.0% |
5% |
False |
True |
74,902 |
| 20 |
0.8025 |
0.7587 |
0.0438 |
5.6% |
0.0084 |
1.1% |
43% |
False |
False |
74,055 |
| 40 |
0.8025 |
0.7438 |
0.0587 |
7.6% |
0.0086 |
1.1% |
57% |
False |
False |
68,416 |
| 60 |
0.8025 |
0.7139 |
0.0886 |
11.4% |
0.0082 |
1.1% |
72% |
False |
False |
46,768 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0083 |
1.1% |
79% |
False |
False |
35,169 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0074 |
1.0% |
79% |
False |
False |
28,160 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0066 |
0.9% |
79% |
False |
False |
23,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8369 |
|
2.618 |
0.8180 |
|
1.618 |
0.8064 |
|
1.000 |
0.7992 |
|
0.618 |
0.7948 |
|
HIGH |
0.7876 |
|
0.618 |
0.7832 |
|
0.500 |
0.7818 |
|
0.382 |
0.7804 |
|
LOW |
0.7760 |
|
0.618 |
0.7688 |
|
1.000 |
0.7644 |
|
1.618 |
0.7572 |
|
2.618 |
0.7456 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7893 |
| PP |
0.7803 |
0.7853 |
| S1 |
0.7789 |
0.7814 |
|