CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7745 |
0.0029 |
0.4% |
0.7972 |
| High |
0.7747 |
0.7794 |
0.0047 |
0.6% |
0.8025 |
| Low |
0.7704 |
0.7727 |
0.0023 |
0.3% |
0.7721 |
| Close |
0.7736 |
0.7788 |
0.0052 |
0.7% |
0.7731 |
| Range |
0.0043 |
0.0067 |
0.0024 |
55.8% |
0.0304 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
58,138 |
63,971 |
5,833 |
10.0% |
423,212 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7971 |
0.7946 |
0.7825 |
|
| R3 |
0.7904 |
0.7879 |
0.7806 |
|
| R2 |
0.7837 |
0.7837 |
0.7800 |
|
| R1 |
0.7812 |
0.7812 |
0.7794 |
0.7825 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7776 |
| S1 |
0.7745 |
0.7745 |
0.7782 |
0.7758 |
| S2 |
0.7703 |
0.7703 |
0.7776 |
|
| S3 |
0.7636 |
0.7678 |
0.7770 |
|
| S4 |
0.7569 |
0.7611 |
0.7751 |
|
|
| 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 |
0.7822 |
0.7682 |
0.0140 |
1.8% |
0.0061 |
0.8% |
76% |
False |
False |
70,221 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0074 |
1.0% |
31% |
False |
False |
76,109 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0077 |
1.0% |
31% |
False |
False |
73,094 |
| 40 |
0.8025 |
0.7461 |
0.0564 |
7.2% |
0.0083 |
1.1% |
58% |
False |
False |
69,320 |
| 60 |
0.8025 |
0.7201 |
0.0824 |
10.6% |
0.0080 |
1.0% |
71% |
False |
False |
52,579 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0082 |
1.1% |
80% |
False |
False |
39,529 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0076 |
1.0% |
80% |
False |
False |
31,665 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0068 |
0.9% |
80% |
False |
False |
26,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.7969 |
|
1.618 |
0.7902 |
|
1.000 |
0.7861 |
|
0.618 |
0.7835 |
|
HIGH |
0.7794 |
|
0.618 |
0.7768 |
|
0.500 |
0.7761 |
|
0.382 |
0.7753 |
|
LOW |
0.7727 |
|
0.618 |
0.7686 |
|
1.000 |
0.7660 |
|
1.618 |
0.7619 |
|
2.618 |
0.7552 |
|
4.250 |
0.7442 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7771 |
| PP |
0.7770 |
0.7755 |
| S1 |
0.7761 |
0.7738 |
|