CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7675 |
-0.0031 |
-0.4% |
0.7625 |
| High |
0.7711 |
0.7682 |
-0.0029 |
-0.4% |
0.7745 |
| Low |
0.7651 |
0.7613 |
-0.0038 |
-0.5% |
0.7582 |
| Close |
0.7688 |
0.7615 |
-0.0073 |
-0.9% |
0.7688 |
| Range |
0.0060 |
0.0069 |
0.0009 |
15.0% |
0.0163 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.3% |
0.0000 |
| Volume |
51,810 |
90,107 |
38,297 |
73.9% |
313,970 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7798 |
0.7653 |
|
| R3 |
0.7775 |
0.7729 |
0.7634 |
|
| R2 |
0.7706 |
0.7706 |
0.7628 |
|
| R1 |
0.7660 |
0.7660 |
0.7621 |
0.7649 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7631 |
| S1 |
0.7591 |
0.7591 |
0.7609 |
0.7580 |
| S2 |
0.7568 |
0.7568 |
0.7602 |
|
| S3 |
0.7499 |
0.7522 |
0.7596 |
|
| S4 |
0.7430 |
0.7453 |
0.7577 |
|
|
| 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% |
0.0067 |
0.9% |
20% |
False |
False |
71,774 |
| 10 |
0.7790 |
0.7582 |
0.0208 |
2.7% |
0.0067 |
0.9% |
16% |
False |
False |
68,216 |
| 20 |
0.8025 |
0.7582 |
0.0443 |
5.8% |
0.0073 |
1.0% |
7% |
False |
False |
70,090 |
| 40 |
0.8025 |
0.7565 |
0.0460 |
6.0% |
0.0075 |
1.0% |
11% |
False |
False |
70,210 |
| 60 |
0.8025 |
0.7438 |
0.0587 |
7.7% |
0.0079 |
1.0% |
30% |
False |
False |
66,348 |
| 80 |
0.8025 |
0.7139 |
0.0886 |
11.6% |
0.0078 |
1.0% |
54% |
False |
False |
50,031 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0079 |
1.0% |
66% |
False |
False |
40,098 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0072 |
1.0% |
66% |
False |
False |
33,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7863 |
|
1.618 |
0.7794 |
|
1.000 |
0.7751 |
|
0.618 |
0.7725 |
|
HIGH |
0.7682 |
|
0.618 |
0.7656 |
|
0.500 |
0.7648 |
|
0.382 |
0.7639 |
|
LOW |
0.7613 |
|
0.618 |
0.7570 |
|
1.000 |
0.7544 |
|
1.618 |
0.7501 |
|
2.618 |
0.7432 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7679 |
| PP |
0.7637 |
0.7658 |
| S1 |
0.7626 |
0.7636 |
|