CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7675 |
-0.0075 |
-1.0% |
0.7735 |
| High |
0.7755 |
0.7686 |
-0.0069 |
-0.9% |
0.7830 |
| Low |
0.7670 |
0.7602 |
-0.0068 |
-0.9% |
0.7682 |
| Close |
0.7702 |
0.7636 |
-0.0066 |
-0.9% |
0.7730 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0148 |
| ATR |
0.0076 |
0.0077 |
0.0002 |
2.3% |
0.0000 |
| Volume |
79,262 |
82,754 |
3,492 |
4.4% |
313,250 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7893 |
0.7849 |
0.7682 |
|
| R3 |
0.7809 |
0.7765 |
0.7659 |
|
| R2 |
0.7725 |
0.7725 |
0.7651 |
|
| R1 |
0.7681 |
0.7681 |
0.7644 |
0.7661 |
| PP |
0.7641 |
0.7641 |
0.7641 |
0.7632 |
| S1 |
0.7597 |
0.7597 |
0.7628 |
0.7577 |
| S2 |
0.7557 |
0.7557 |
0.7621 |
|
| S3 |
0.7473 |
0.7513 |
0.7613 |
|
| S4 |
0.7389 |
0.7429 |
0.7590 |
|
|
| 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 |
0.7790 |
0.7602 |
0.0188 |
2.5% |
0.0073 |
1.0% |
18% |
False |
True |
63,327 |
| 10 |
0.7830 |
0.7602 |
0.0228 |
3.0% |
0.0068 |
0.9% |
15% |
False |
True |
65,899 |
| 20 |
0.8025 |
0.7602 |
0.0423 |
5.5% |
0.0072 |
0.9% |
8% |
False |
True |
70,631 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.6% |
0.0079 |
1.0% |
23% |
False |
False |
69,536 |
| 60 |
0.8025 |
0.7284 |
0.0741 |
9.7% |
0.0080 |
1.0% |
48% |
False |
False |
58,903 |
| 80 |
0.8025 |
0.7067 |
0.0958 |
12.5% |
0.0080 |
1.1% |
59% |
False |
False |
44,295 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0078 |
1.0% |
68% |
False |
False |
35,493 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0070 |
0.9% |
68% |
False |
False |
29,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7906 |
|
1.618 |
0.7822 |
|
1.000 |
0.7770 |
|
0.618 |
0.7738 |
|
HIGH |
0.7686 |
|
0.618 |
0.7654 |
|
0.500 |
0.7644 |
|
0.382 |
0.7634 |
|
LOW |
0.7602 |
|
0.618 |
0.7550 |
|
1.000 |
0.7518 |
|
1.618 |
0.7466 |
|
2.618 |
0.7382 |
|
4.250 |
0.7245 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7644 |
0.7696 |
| PP |
0.7641 |
0.7676 |
| S1 |
0.7639 |
0.7656 |
|