CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7860 |
0.7771 |
-0.0089 |
-1.1% |
0.7902 |
| High |
0.7876 |
0.7822 |
-0.0054 |
-0.7% |
0.8004 |
| Low |
0.7760 |
0.7767 |
0.0007 |
0.1% |
0.7863 |
| Close |
0.7774 |
0.7775 |
0.0001 |
0.0% |
0.7974 |
| Range |
0.0116 |
0.0055 |
-0.0061 |
-52.6% |
0.0141 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
109,278 |
75,649 |
-33,629 |
-30.8% |
334,710 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7919 |
0.7805 |
|
| R3 |
0.7898 |
0.7864 |
0.7790 |
|
| R2 |
0.7843 |
0.7843 |
0.7785 |
|
| R1 |
0.7809 |
0.7809 |
0.7780 |
0.7826 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7797 |
| S1 |
0.7754 |
0.7754 |
0.7770 |
0.7771 |
| S2 |
0.7733 |
0.7733 |
0.7765 |
|
| S3 |
0.7678 |
0.7699 |
0.7760 |
|
| S4 |
0.7623 |
0.7644 |
0.7745 |
|
|
| 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% |
0.0087 |
1.1% |
6% |
False |
False |
84,521 |
| 10 |
0.8025 |
0.7760 |
0.0265 |
3.4% |
0.0075 |
1.0% |
6% |
False |
False |
75,362 |
| 20 |
0.8025 |
0.7601 |
0.0424 |
5.5% |
0.0082 |
1.1% |
41% |
False |
False |
74,700 |
| 40 |
0.8025 |
0.7461 |
0.0564 |
7.3% |
0.0085 |
1.1% |
56% |
False |
False |
69,096 |
| 60 |
0.8025 |
0.7139 |
0.0886 |
11.4% |
0.0082 |
1.0% |
72% |
False |
False |
48,025 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0083 |
1.1% |
79% |
False |
False |
36,105 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0075 |
1.0% |
79% |
False |
False |
28,915 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0067 |
0.9% |
79% |
False |
False |
24,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8056 |
|
2.618 |
0.7966 |
|
1.618 |
0.7911 |
|
1.000 |
0.7877 |
|
0.618 |
0.7856 |
|
HIGH |
0.7822 |
|
0.618 |
0.7801 |
|
0.500 |
0.7795 |
|
0.382 |
0.7788 |
|
LOW |
0.7767 |
|
0.618 |
0.7733 |
|
1.000 |
0.7712 |
|
1.618 |
0.7678 |
|
2.618 |
0.7623 |
|
4.250 |
0.7533 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7795 |
0.7893 |
| PP |
0.7788 |
0.7853 |
| S1 |
0.7782 |
0.7814 |
|