CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7606 |
-0.0019 |
-0.2% |
0.7724 |
| High |
0.7633 |
0.7642 |
0.0009 |
0.1% |
0.7790 |
| Low |
0.7591 |
0.7582 |
-0.0009 |
-0.1% |
0.7597 |
| Close |
0.7613 |
0.7609 |
-0.0004 |
-0.1% |
0.7612 |
| Range |
0.0042 |
0.0060 |
0.0018 |
42.9% |
0.0193 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
45,203 |
63,783 |
18,580 |
41.1% |
316,578 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7760 |
0.7642 |
|
| R3 |
0.7731 |
0.7700 |
0.7626 |
|
| R2 |
0.7671 |
0.7671 |
0.7620 |
|
| R1 |
0.7640 |
0.7640 |
0.7615 |
0.7656 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7619 |
| S1 |
0.7580 |
0.7580 |
0.7604 |
0.7596 |
| S2 |
0.7551 |
0.7551 |
0.7598 |
|
| S3 |
0.7491 |
0.7520 |
0.7593 |
|
| S4 |
0.7431 |
0.7460 |
0.7576 |
|
|
| 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 |
0.7755 |
0.7582 |
0.0173 |
2.3% |
0.0065 |
0.9% |
16% |
False |
True |
65,642 |
| 10 |
0.7830 |
0.7582 |
0.0248 |
3.3% |
0.0066 |
0.9% |
11% |
False |
True |
61,370 |
| 20 |
0.8025 |
0.7582 |
0.0443 |
5.8% |
0.0071 |
0.9% |
6% |
False |
True |
69,459 |
| 40 |
0.8025 |
0.7565 |
0.0460 |
6.0% |
0.0077 |
1.0% |
10% |
False |
False |
69,927 |
| 60 |
0.8025 |
0.7384 |
0.0641 |
8.4% |
0.0079 |
1.0% |
35% |
False |
False |
61,587 |
| 80 |
0.8025 |
0.7096 |
0.0929 |
12.2% |
0.0080 |
1.0% |
55% |
False |
False |
46,359 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0078 |
1.0% |
66% |
False |
False |
37,152 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0071 |
0.9% |
66% |
False |
False |
30,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7799 |
|
1.618 |
0.7739 |
|
1.000 |
0.7702 |
|
0.618 |
0.7679 |
|
HIGH |
0.7642 |
|
0.618 |
0.7619 |
|
0.500 |
0.7612 |
|
0.382 |
0.7605 |
|
LOW |
0.7582 |
|
0.618 |
0.7545 |
|
1.000 |
0.7522 |
|
1.618 |
0.7485 |
|
2.618 |
0.7425 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7612 |
0.7617 |
| PP |
0.7611 |
0.7614 |
| S1 |
0.7610 |
0.7612 |
|