CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7625 |
-0.0009 |
-0.1% |
0.7724 |
| High |
0.7652 |
0.7633 |
-0.0019 |
-0.2% |
0.7790 |
| Low |
0.7597 |
0.7591 |
-0.0006 |
-0.1% |
0.7597 |
| Close |
0.7612 |
0.7613 |
0.0001 |
0.0% |
0.7612 |
| Range |
0.0055 |
0.0042 |
-0.0013 |
-23.6% |
0.0193 |
| ATR |
0.0076 |
0.0073 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
57,210 |
45,203 |
-12,007 |
-21.0% |
316,578 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7718 |
0.7636 |
|
| R3 |
0.7696 |
0.7676 |
0.7625 |
|
| R2 |
0.7654 |
0.7654 |
0.7621 |
|
| R1 |
0.7634 |
0.7634 |
0.7617 |
0.7623 |
| PP |
0.7612 |
0.7612 |
0.7612 |
0.7607 |
| S1 |
0.7592 |
0.7592 |
0.7609 |
0.7581 |
| S2 |
0.7570 |
0.7570 |
0.7605 |
|
| S3 |
0.7528 |
0.7550 |
0.7601 |
|
| S4 |
0.7486 |
0.7508 |
0.7590 |
|
|
| 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 |
0.7591 |
0.0199 |
2.6% |
0.0067 |
0.9% |
11% |
False |
True |
64,658 |
| 10 |
0.7830 |
0.7591 |
0.0239 |
3.1% |
0.0064 |
0.8% |
9% |
False |
True |
60,805 |
| 20 |
0.8025 |
0.7591 |
0.0434 |
5.7% |
0.0070 |
0.9% |
5% |
False |
True |
68,933 |
| 40 |
0.8025 |
0.7565 |
0.0460 |
6.0% |
0.0078 |
1.0% |
10% |
False |
False |
70,055 |
| 60 |
0.8025 |
0.7366 |
0.0659 |
8.7% |
0.0079 |
1.0% |
37% |
False |
False |
60,565 |
| 80 |
0.8025 |
0.7091 |
0.0934 |
12.3% |
0.0080 |
1.0% |
56% |
False |
False |
45,566 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0078 |
1.0% |
66% |
False |
False |
36,516 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0071 |
0.9% |
66% |
False |
False |
30,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7812 |
|
2.618 |
0.7743 |
|
1.618 |
0.7701 |
|
1.000 |
0.7675 |
|
0.618 |
0.7659 |
|
HIGH |
0.7633 |
|
0.618 |
0.7617 |
|
0.500 |
0.7612 |
|
0.382 |
0.7607 |
|
LOW |
0.7591 |
|
0.618 |
0.7565 |
|
1.000 |
0.7549 |
|
1.618 |
0.7523 |
|
2.618 |
0.7481 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7639 |
| PP |
0.7612 |
0.7630 |
| S1 |
0.7612 |
0.7622 |
|