CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7755 |
0.7750 |
-0.0005 |
-0.1% |
0.7735 |
| High |
0.7790 |
0.7755 |
-0.0035 |
-0.4% |
0.7830 |
| Low |
0.7719 |
0.7670 |
-0.0049 |
-0.6% |
0.7682 |
| Close |
0.7743 |
0.7702 |
-0.0041 |
-0.5% |
0.7730 |
| Range |
0.0071 |
0.0085 |
0.0014 |
19.7% |
0.0148 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.0% |
0.0000 |
| Volume |
58,865 |
79,262 |
20,397 |
34.7% |
313,250 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7918 |
0.7749 |
|
| R3 |
0.7879 |
0.7833 |
0.7725 |
|
| R2 |
0.7794 |
0.7794 |
0.7718 |
|
| R1 |
0.7748 |
0.7748 |
0.7710 |
0.7729 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7699 |
| S1 |
0.7663 |
0.7663 |
0.7694 |
0.7644 |
| S2 |
0.7624 |
0.7624 |
0.7686 |
|
| S3 |
0.7539 |
0.7578 |
0.7679 |
|
| S4 |
0.7454 |
0.7493 |
0.7655 |
|
|
| 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 |
0.7670 |
0.0160 |
2.1% |
0.0070 |
0.9% |
20% |
False |
True |
60,156 |
| 10 |
0.7830 |
0.7670 |
0.0160 |
2.1% |
0.0065 |
0.8% |
20% |
False |
True |
65,189 |
| 20 |
0.8025 |
0.7670 |
0.0355 |
4.6% |
0.0071 |
0.9% |
9% |
False |
True |
70,045 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0080 |
1.0% |
36% |
False |
False |
69,163 |
| 60 |
0.8025 |
0.7218 |
0.0807 |
10.5% |
0.0080 |
1.0% |
60% |
False |
False |
57,539 |
| 80 |
0.8025 |
0.6988 |
0.1037 |
13.5% |
0.0081 |
1.1% |
69% |
False |
False |
43,268 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.7% |
0.0077 |
1.0% |
73% |
False |
False |
34,667 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.7% |
0.0070 |
0.9% |
73% |
False |
False |
28,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8116 |
|
2.618 |
0.7978 |
|
1.618 |
0.7893 |
|
1.000 |
0.7840 |
|
0.618 |
0.7808 |
|
HIGH |
0.7755 |
|
0.618 |
0.7723 |
|
0.500 |
0.7713 |
|
0.382 |
0.7702 |
|
LOW |
0.7670 |
|
0.618 |
0.7617 |
|
1.000 |
0.7585 |
|
1.618 |
0.7532 |
|
2.618 |
0.7447 |
|
4.250 |
0.7309 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7730 |
| PP |
0.7709 |
0.7721 |
| S1 |
0.7706 |
0.7711 |
|