CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7646 |
0.0010 |
0.1% |
0.7625 |
| High |
0.7666 |
0.7659 |
-0.0007 |
-0.1% |
0.7745 |
| Low |
0.7620 |
0.7607 |
-0.0013 |
-0.2% |
0.7582 |
| Close |
0.7648 |
0.7626 |
-0.0022 |
-0.3% |
0.7688 |
| Range |
0.0046 |
0.0052 |
0.0006 |
13.0% |
0.0163 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
66,050 |
58,416 |
-7,634 |
-11.6% |
313,970 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7758 |
0.7655 |
|
| R3 |
0.7735 |
0.7706 |
0.7640 |
|
| R2 |
0.7683 |
0.7683 |
0.7636 |
|
| R1 |
0.7654 |
0.7654 |
0.7631 |
0.7643 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7625 |
| S1 |
0.7602 |
0.7602 |
0.7621 |
0.7591 |
| S2 |
0.7579 |
0.7579 |
0.7616 |
|
| S3 |
0.7527 |
0.7550 |
0.7612 |
|
| S4 |
0.7475 |
0.7498 |
0.7597 |
|
|
| 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 |
0.7607 |
0.0138 |
1.8% |
0.0060 |
0.8% |
14% |
False |
True |
67,762 |
| 10 |
0.7745 |
0.7582 |
0.0163 |
2.1% |
0.0061 |
0.8% |
27% |
False |
False |
66,850 |
| 20 |
0.7830 |
0.7582 |
0.0248 |
3.3% |
0.0063 |
0.8% |
18% |
False |
False |
66,019 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.8% |
0.0074 |
1.0% |
10% |
False |
False |
70,037 |
| 60 |
0.8025 |
0.7438 |
0.0587 |
7.7% |
0.0079 |
1.0% |
32% |
False |
False |
67,617 |
| 80 |
0.8025 |
0.7139 |
0.0886 |
11.6% |
0.0077 |
1.0% |
55% |
False |
False |
51,581 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0079 |
1.0% |
67% |
False |
False |
41,339 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0073 |
1.0% |
67% |
False |
False |
34,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7795 |
|
1.618 |
0.7743 |
|
1.000 |
0.7711 |
|
0.618 |
0.7691 |
|
HIGH |
0.7659 |
|
0.618 |
0.7639 |
|
0.500 |
0.7633 |
|
0.382 |
0.7627 |
|
LOW |
0.7607 |
|
0.618 |
0.7575 |
|
1.000 |
0.7555 |
|
1.618 |
0.7523 |
|
2.618 |
0.7471 |
|
4.250 |
0.7386 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7633 |
0.7645 |
| PP |
0.7631 |
0.7638 |
| S1 |
0.7628 |
0.7632 |
|