CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7797 |
0.0071 |
0.9% |
0.7675 |
| High |
0.7810 |
0.7853 |
0.0043 |
0.6% |
0.7743 |
| Low |
0.7703 |
0.7789 |
0.0086 |
1.1% |
0.7607 |
| Close |
0.7805 |
0.7834 |
0.0029 |
0.4% |
0.7737 |
| Range |
0.0107 |
0.0064 |
-0.0043 |
-40.2% |
0.0136 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
67,305 |
69,407 |
2,102 |
3.1% |
296,363 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7990 |
0.7869 |
|
| R3 |
0.7953 |
0.7926 |
0.7852 |
|
| R2 |
0.7889 |
0.7889 |
0.7846 |
|
| R1 |
0.7862 |
0.7862 |
0.7840 |
0.7876 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7832 |
| S1 |
0.7798 |
0.7798 |
0.7828 |
0.7812 |
| S2 |
0.7761 |
0.7761 |
0.7822 |
|
| S3 |
0.7697 |
0.7734 |
0.7816 |
|
| S4 |
0.7633 |
0.7670 |
0.7799 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8056 |
0.7812 |
|
| R3 |
0.7968 |
0.7920 |
0.7774 |
|
| R2 |
0.7832 |
0.7832 |
0.7762 |
|
| R1 |
0.7784 |
0.7784 |
0.7749 |
0.7808 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7708 |
| S1 |
0.7648 |
0.7648 |
0.7725 |
0.7672 |
| S2 |
0.7560 |
0.7560 |
0.7712 |
|
| S3 |
0.7424 |
0.7512 |
0.7700 |
|
| S4 |
0.7288 |
0.7376 |
0.7662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7853 |
0.7607 |
0.0246 |
3.1% |
0.0077 |
1.0% |
92% |
True |
False |
68,593 |
| 10 |
0.7853 |
0.7582 |
0.0271 |
3.5% |
0.0072 |
0.9% |
93% |
True |
False |
70,184 |
| 20 |
0.7853 |
0.7582 |
0.0271 |
3.5% |
0.0068 |
0.9% |
93% |
True |
False |
65,495 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.7% |
0.0073 |
0.9% |
57% |
False |
False |
70,433 |
| 60 |
0.8025 |
0.7461 |
0.0564 |
7.2% |
0.0078 |
1.0% |
66% |
False |
False |
67,886 |
| 80 |
0.8025 |
0.7162 |
0.0863 |
11.0% |
0.0078 |
1.0% |
78% |
False |
False |
54,299 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.4% |
0.0080 |
1.0% |
84% |
False |
False |
43,508 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.4% |
0.0074 |
0.9% |
84% |
False |
False |
36,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8125 |
|
2.618 |
0.8021 |
|
1.618 |
0.7957 |
|
1.000 |
0.7917 |
|
0.618 |
0.7893 |
|
HIGH |
0.7853 |
|
0.618 |
0.7829 |
|
0.500 |
0.7821 |
|
0.382 |
0.7813 |
|
LOW |
0.7789 |
|
0.618 |
0.7749 |
|
1.000 |
0.7725 |
|
1.618 |
0.7685 |
|
2.618 |
0.7621 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7830 |
0.7803 |
| PP |
0.7825 |
0.7772 |
| S1 |
0.7821 |
0.7741 |
|