CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7775 |
0.0004 |
0.1% |
0.7972 |
| High |
0.7822 |
0.7795 |
-0.0027 |
-0.3% |
0.8025 |
| Low |
0.7767 |
0.7721 |
-0.0046 |
-0.6% |
0.7721 |
| Close |
0.7775 |
0.7731 |
-0.0044 |
-0.6% |
0.7731 |
| Range |
0.0055 |
0.0074 |
0.0019 |
34.5% |
0.0304 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
75,649 |
86,378 |
10,729 |
14.2% |
423,212 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7971 |
0.7925 |
0.7772 |
|
| R3 |
0.7897 |
0.7851 |
0.7751 |
|
| R2 |
0.7823 |
0.7823 |
0.7745 |
|
| R1 |
0.7777 |
0.7777 |
0.7738 |
0.7763 |
| PP |
0.7749 |
0.7749 |
0.7749 |
0.7742 |
| S1 |
0.7703 |
0.7703 |
0.7724 |
0.7689 |
| S2 |
0.7675 |
0.7675 |
0.7717 |
|
| S3 |
0.7601 |
0.7629 |
0.7711 |
|
| S4 |
0.7527 |
0.7555 |
0.7690 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8738 |
0.8538 |
0.7898 |
|
| R3 |
0.8434 |
0.8234 |
0.7815 |
|
| R2 |
0.8130 |
0.8130 |
0.7787 |
|
| R1 |
0.7930 |
0.7930 |
0.7759 |
0.7878 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7800 |
| S1 |
0.7626 |
0.7626 |
0.7703 |
0.7574 |
| S2 |
0.7522 |
0.7522 |
0.7675 |
|
| S3 |
0.7218 |
0.7322 |
0.7647 |
|
| S4 |
0.6914 |
0.7018 |
0.7564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7721 |
0.0304 |
3.9% |
0.0090 |
1.2% |
3% |
False |
True |
84,642 |
| 10 |
0.8025 |
0.7721 |
0.0304 |
3.9% |
0.0074 |
1.0% |
3% |
False |
True |
75,792 |
| 20 |
0.8025 |
0.7684 |
0.0341 |
4.4% |
0.0080 |
1.0% |
14% |
False |
False |
75,038 |
| 40 |
0.8025 |
0.7461 |
0.0564 |
7.3% |
0.0084 |
1.1% |
48% |
False |
False |
69,870 |
| 60 |
0.8025 |
0.7139 |
0.0886 |
11.5% |
0.0081 |
1.1% |
67% |
False |
False |
49,459 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0083 |
1.1% |
76% |
False |
False |
37,177 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0075 |
1.0% |
76% |
False |
False |
29,777 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0067 |
0.9% |
76% |
False |
False |
24,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.7989 |
|
1.618 |
0.7915 |
|
1.000 |
0.7869 |
|
0.618 |
0.7841 |
|
HIGH |
0.7795 |
|
0.618 |
0.7767 |
|
0.500 |
0.7758 |
|
0.382 |
0.7749 |
|
LOW |
0.7721 |
|
0.618 |
0.7675 |
|
1.000 |
0.7647 |
|
1.618 |
0.7601 |
|
2.618 |
0.7527 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7758 |
0.7799 |
| PP |
0.7749 |
0.7776 |
| S1 |
0.7740 |
0.7754 |
|