CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7786 |
0.7724 |
-0.0062 |
-0.8% |
0.7735 |
| High |
0.7790 |
0.7768 |
-0.0022 |
-0.3% |
0.7830 |
| Low |
0.7717 |
0.7714 |
-0.0003 |
0.0% |
0.7682 |
| Close |
0.7730 |
0.7753 |
0.0023 |
0.3% |
0.7730 |
| Range |
0.0073 |
0.0054 |
-0.0019 |
-26.0% |
0.0148 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
57,267 |
38,487 |
-18,780 |
-32.8% |
313,250 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7907 |
0.7884 |
0.7783 |
|
| R3 |
0.7853 |
0.7830 |
0.7768 |
|
| R2 |
0.7799 |
0.7799 |
0.7763 |
|
| R1 |
0.7776 |
0.7776 |
0.7758 |
0.7788 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7751 |
| S1 |
0.7722 |
0.7722 |
0.7748 |
0.7734 |
| S2 |
0.7691 |
0.7691 |
0.7743 |
|
| S3 |
0.7637 |
0.7668 |
0.7738 |
|
| S4 |
0.7583 |
0.7614 |
0.7723 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8191 |
0.8109 |
0.7811 |
|
| R3 |
0.8043 |
0.7961 |
0.7771 |
|
| R2 |
0.7895 |
0.7895 |
0.7757 |
|
| R1 |
0.7813 |
0.7813 |
0.7744 |
0.7780 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7731 |
| S1 |
0.7665 |
0.7665 |
0.7716 |
0.7632 |
| S2 |
0.7599 |
0.7599 |
0.7703 |
|
| S3 |
0.7451 |
0.7517 |
0.7689 |
|
| S4 |
0.7303 |
0.7369 |
0.7649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7830 |
0.7704 |
0.0126 |
1.6% |
0.0061 |
0.8% |
39% |
False |
False |
56,952 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0079 |
1.0% |
21% |
False |
False |
71,964 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0073 |
0.9% |
21% |
False |
False |
71,247 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0078 |
1.0% |
46% |
False |
False |
68,015 |
| 60 |
0.8025 |
0.7218 |
0.0807 |
10.4% |
0.0080 |
1.0% |
66% |
False |
False |
55,255 |
| 80 |
0.8025 |
0.6988 |
0.1037 |
13.4% |
0.0081 |
1.0% |
74% |
False |
False |
41,549 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0076 |
1.0% |
77% |
False |
False |
33,287 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0069 |
0.9% |
77% |
False |
False |
27,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7909 |
|
1.618 |
0.7855 |
|
1.000 |
0.7822 |
|
0.618 |
0.7801 |
|
HIGH |
0.7768 |
|
0.618 |
0.7747 |
|
0.500 |
0.7741 |
|
0.382 |
0.7735 |
|
LOW |
0.7714 |
|
0.618 |
0.7681 |
|
1.000 |
0.7660 |
|
1.618 |
0.7627 |
|
2.618 |
0.7573 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7772 |
| PP |
0.7745 |
0.7766 |
| S1 |
0.7741 |
0.7759 |
|