CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7755 |
0.0031 |
0.4% |
0.7735 |
| High |
0.7768 |
0.7790 |
0.0022 |
0.3% |
0.7830 |
| Low |
0.7714 |
0.7719 |
0.0005 |
0.1% |
0.7682 |
| Close |
0.7753 |
0.7743 |
-0.0010 |
-0.1% |
0.7730 |
| Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0148 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
38,487 |
58,865 |
20,378 |
52.9% |
313,250 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7924 |
0.7782 |
|
| R3 |
0.7893 |
0.7853 |
0.7763 |
|
| R2 |
0.7822 |
0.7822 |
0.7756 |
|
| R1 |
0.7782 |
0.7782 |
0.7750 |
0.7767 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7743 |
| S1 |
0.7711 |
0.7711 |
0.7736 |
0.7696 |
| S2 |
0.7680 |
0.7680 |
0.7730 |
|
| S3 |
0.7609 |
0.7640 |
0.7723 |
|
| S4 |
0.7538 |
0.7569 |
0.7704 |
|
|
| 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 |
0.7714 |
0.0116 |
1.5% |
0.0066 |
0.9% |
25% |
False |
False |
57,098 |
| 10 |
0.7876 |
0.7682 |
0.0194 |
2.5% |
0.0069 |
0.9% |
31% |
False |
False |
68,190 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0072 |
0.9% |
18% |
False |
False |
70,030 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0079 |
1.0% |
44% |
False |
False |
68,317 |
| 60 |
0.8025 |
0.7218 |
0.0807 |
10.4% |
0.0080 |
1.0% |
65% |
False |
False |
56,225 |
| 80 |
0.8025 |
0.6988 |
0.1037 |
13.4% |
0.0081 |
1.0% |
73% |
False |
False |
42,279 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0077 |
1.0% |
77% |
False |
False |
33,875 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0069 |
0.9% |
77% |
False |
False |
28,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8092 |
|
2.618 |
0.7976 |
|
1.618 |
0.7905 |
|
1.000 |
0.7861 |
|
0.618 |
0.7834 |
|
HIGH |
0.7790 |
|
0.618 |
0.7763 |
|
0.500 |
0.7755 |
|
0.382 |
0.7746 |
|
LOW |
0.7719 |
|
0.618 |
0.7675 |
|
1.000 |
0.7648 |
|
1.618 |
0.7604 |
|
2.618 |
0.7533 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7752 |
| PP |
0.7751 |
0.7749 |
| S1 |
0.7747 |
0.7746 |
|