CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7634 |
-0.0041 |
-0.5% |
0.7724 |
| High |
0.7686 |
0.7652 |
-0.0034 |
-0.4% |
0.7790 |
| Low |
0.7602 |
0.7597 |
-0.0005 |
-0.1% |
0.7597 |
| Close |
0.7636 |
0.7612 |
-0.0024 |
-0.3% |
0.7612 |
| Range |
0.0084 |
0.0055 |
-0.0029 |
-34.5% |
0.0193 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
82,754 |
57,210 |
-25,544 |
-30.9% |
316,578 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7785 |
0.7754 |
0.7642 |
|
| R3 |
0.7730 |
0.7699 |
0.7627 |
|
| R2 |
0.7675 |
0.7675 |
0.7622 |
|
| R1 |
0.7644 |
0.7644 |
0.7617 |
0.7632 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7615 |
| S1 |
0.7589 |
0.7589 |
0.7607 |
0.7577 |
| S2 |
0.7565 |
0.7565 |
0.7602 |
|
| S3 |
0.7510 |
0.7534 |
0.7597 |
|
| S4 |
0.7455 |
0.7479 |
0.7582 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8245 |
0.8122 |
0.7718 |
|
| R3 |
0.8052 |
0.7929 |
0.7665 |
|
| R2 |
0.7859 |
0.7859 |
0.7647 |
|
| R1 |
0.7736 |
0.7736 |
0.7630 |
0.7701 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7649 |
| S1 |
0.7543 |
0.7543 |
0.7594 |
0.7508 |
| S2 |
0.7473 |
0.7473 |
0.7577 |
|
| S3 |
0.7280 |
0.7350 |
0.7559 |
|
| S4 |
0.7087 |
0.7157 |
0.7506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7790 |
0.7597 |
0.0193 |
2.5% |
0.0070 |
0.9% |
8% |
False |
True |
63,315 |
| 10 |
0.7830 |
0.7597 |
0.0233 |
3.1% |
0.0066 |
0.9% |
6% |
False |
True |
62,982 |
| 20 |
0.8025 |
0.7597 |
0.0428 |
5.6% |
0.0070 |
0.9% |
4% |
False |
True |
69,387 |
| 40 |
0.8025 |
0.7528 |
0.0497 |
6.5% |
0.0079 |
1.0% |
17% |
False |
False |
69,674 |
| 60 |
0.8025 |
0.7366 |
0.0659 |
8.7% |
0.0079 |
1.0% |
37% |
False |
False |
59,827 |
| 80 |
0.8025 |
0.7085 |
0.0940 |
12.3% |
0.0080 |
1.1% |
56% |
False |
False |
45,005 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0078 |
1.0% |
66% |
False |
False |
36,065 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0071 |
0.9% |
66% |
False |
False |
30,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7796 |
|
1.618 |
0.7741 |
|
1.000 |
0.7707 |
|
0.618 |
0.7686 |
|
HIGH |
0.7652 |
|
0.618 |
0.7631 |
|
0.500 |
0.7625 |
|
0.382 |
0.7618 |
|
LOW |
0.7597 |
|
0.618 |
0.7563 |
|
1.000 |
0.7542 |
|
1.618 |
0.7508 |
|
2.618 |
0.7453 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7625 |
0.7676 |
| PP |
0.7620 |
0.7655 |
| S1 |
0.7616 |
0.7633 |
|