CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7679 |
0.7706 |
0.0027 |
0.4% |
0.7625 |
| High |
0.7745 |
0.7711 |
-0.0034 |
-0.4% |
0.7745 |
| Low |
0.7670 |
0.7651 |
-0.0019 |
-0.2% |
0.7582 |
| Close |
0.7699 |
0.7688 |
-0.0011 |
-0.1% |
0.7688 |
| Range |
0.0075 |
0.0060 |
-0.0015 |
-20.0% |
0.0163 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
72,429 |
51,810 |
-20,619 |
-28.5% |
313,970 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7836 |
0.7721 |
|
| R3 |
0.7803 |
0.7776 |
0.7705 |
|
| R2 |
0.7743 |
0.7743 |
0.7699 |
|
| R1 |
0.7716 |
0.7716 |
0.7694 |
0.7700 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7675 |
| S1 |
0.7656 |
0.7656 |
0.7683 |
0.7640 |
| S2 |
0.7623 |
0.7623 |
0.7677 |
|
| S3 |
0.7563 |
0.7596 |
0.7672 |
|
| S4 |
0.7503 |
0.7536 |
0.7655 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8087 |
0.7778 |
|
| R3 |
0.7998 |
0.7924 |
0.7733 |
|
| R2 |
0.7835 |
0.7835 |
0.7718 |
|
| R1 |
0.7761 |
0.7761 |
0.7703 |
0.7798 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7690 |
| S1 |
0.7598 |
0.7598 |
0.7673 |
0.7635 |
| S2 |
0.7509 |
0.7509 |
0.7658 |
|
| S3 |
0.7346 |
0.7435 |
0.7643 |
|
| S4 |
0.7183 |
0.7272 |
0.7598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7745 |
0.7582 |
0.0163 |
2.1% |
0.0061 |
0.8% |
65% |
False |
False |
62,794 |
| 10 |
0.7790 |
0.7582 |
0.0208 |
2.7% |
0.0066 |
0.9% |
51% |
False |
False |
63,054 |
| 20 |
0.8025 |
0.7582 |
0.0443 |
5.8% |
0.0071 |
0.9% |
24% |
False |
False |
68,350 |
| 40 |
0.8025 |
0.7565 |
0.0460 |
6.0% |
0.0075 |
1.0% |
27% |
False |
False |
68,993 |
| 60 |
0.8025 |
0.7424 |
0.0601 |
7.8% |
0.0080 |
1.0% |
44% |
False |
False |
64,902 |
| 80 |
0.8025 |
0.7139 |
0.0886 |
11.5% |
0.0078 |
1.0% |
62% |
False |
False |
48,912 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.7% |
0.0079 |
1.0% |
72% |
False |
False |
39,200 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.7% |
0.0072 |
0.9% |
72% |
False |
False |
32,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7966 |
|
2.618 |
0.7868 |
|
1.618 |
0.7808 |
|
1.000 |
0.7771 |
|
0.618 |
0.7748 |
|
HIGH |
0.7711 |
|
0.618 |
0.7688 |
|
0.500 |
0.7681 |
|
0.382 |
0.7674 |
|
LOW |
0.7651 |
|
0.618 |
0.7614 |
|
1.000 |
0.7591 |
|
1.618 |
0.7554 |
|
2.618 |
0.7494 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7685 |
| PP |
0.7683 |
0.7682 |
| S1 |
0.7681 |
0.7680 |
|