CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7735 |
-0.0040 |
-0.5% |
0.7972 |
| High |
0.7795 |
0.7748 |
-0.0047 |
-0.6% |
0.8025 |
| Low |
0.7721 |
0.7682 |
-0.0039 |
-0.5% |
0.7721 |
| Close |
0.7731 |
0.7713 |
-0.0018 |
-0.2% |
0.7731 |
| Range |
0.0074 |
0.0066 |
-0.0008 |
-10.8% |
0.0304 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
86,378 |
66,973 |
-19,405 |
-22.5% |
423,212 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7879 |
0.7749 |
|
| R3 |
0.7846 |
0.7813 |
0.7731 |
|
| R2 |
0.7780 |
0.7780 |
0.7725 |
|
| R1 |
0.7747 |
0.7747 |
0.7719 |
0.7731 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7706 |
| S1 |
0.7681 |
0.7681 |
0.7707 |
0.7665 |
| S2 |
0.7648 |
0.7648 |
0.7701 |
|
| S3 |
0.7582 |
0.7615 |
0.7695 |
|
| S4 |
0.7516 |
0.7549 |
0.7677 |
|
|
| 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 |
0.7682 |
0.0343 |
4.4% |
0.0096 |
1.2% |
9% |
False |
True |
86,976 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0077 |
1.0% |
9% |
False |
True |
77,061 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0079 |
1.0% |
9% |
False |
True |
75,371 |
| 40 |
0.8025 |
0.7461 |
0.0564 |
7.3% |
0.0083 |
1.1% |
45% |
False |
False |
69,082 |
| 60 |
0.8025 |
0.7162 |
0.0863 |
11.2% |
0.0081 |
1.1% |
64% |
False |
False |
50,568 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0082 |
1.1% |
74% |
False |
False |
38,011 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0075 |
1.0% |
74% |
False |
False |
30,446 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0067 |
0.9% |
74% |
False |
False |
25,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7921 |
|
1.618 |
0.7855 |
|
1.000 |
0.7814 |
|
0.618 |
0.7789 |
|
HIGH |
0.7748 |
|
0.618 |
0.7723 |
|
0.500 |
0.7715 |
|
0.382 |
0.7707 |
|
LOW |
0.7682 |
|
0.618 |
0.7641 |
|
1.000 |
0.7616 |
|
1.618 |
0.7575 |
|
2.618 |
0.7509 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7752 |
| PP |
0.7714 |
0.7739 |
| S1 |
0.7714 |
0.7726 |
|