CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7880 |
0.7858 |
-0.0022 |
-0.3% |
0.7726 |
| High |
0.7892 |
0.7897 |
0.0005 |
0.1% |
0.7902 |
| Low |
0.7833 |
0.7824 |
-0.0009 |
-0.1% |
0.7703 |
| Close |
0.7868 |
0.7835 |
-0.0033 |
-0.4% |
0.7835 |
| Range |
0.0059 |
0.0073 |
0.0014 |
23.7% |
0.0199 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.0% |
0.0000 |
| Volume |
98,261 |
33,806 |
-64,455 |
-65.6% |
346,184 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8026 |
0.7875 |
|
| R3 |
0.7998 |
0.7953 |
0.7855 |
|
| R2 |
0.7925 |
0.7925 |
0.7848 |
|
| R1 |
0.7880 |
0.7880 |
0.7842 |
0.7866 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7845 |
| S1 |
0.7807 |
0.7807 |
0.7828 |
0.7793 |
| S2 |
0.7779 |
0.7779 |
0.7822 |
|
| S3 |
0.7706 |
0.7734 |
0.7815 |
|
| S4 |
0.7633 |
0.7661 |
0.7795 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8410 |
0.8322 |
0.7944 |
|
| R3 |
0.8211 |
0.8123 |
0.7890 |
|
| R2 |
0.8012 |
0.8012 |
0.7871 |
|
| R1 |
0.7924 |
0.7924 |
0.7853 |
0.7968 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7836 |
| S1 |
0.7725 |
0.7725 |
0.7817 |
0.7769 |
| S2 |
0.7614 |
0.7614 |
0.7799 |
|
| S3 |
0.7415 |
0.7526 |
0.7780 |
|
| S4 |
0.7216 |
0.7327 |
0.7726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7902 |
0.7703 |
0.0199 |
2.5% |
0.0074 |
0.9% |
66% |
False |
False |
69,236 |
| 10 |
0.7902 |
0.7607 |
0.0295 |
3.8% |
0.0071 |
0.9% |
77% |
False |
False |
69,435 |
| 20 |
0.7902 |
0.7582 |
0.0320 |
4.1% |
0.0069 |
0.9% |
79% |
False |
False |
66,518 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.7% |
0.0073 |
0.9% |
57% |
False |
False |
69,917 |
| 60 |
0.8025 |
0.7521 |
0.0504 |
6.4% |
0.0076 |
1.0% |
62% |
False |
False |
68,189 |
| 80 |
0.8025 |
0.7218 |
0.0807 |
10.3% |
0.0077 |
1.0% |
76% |
False |
False |
56,890 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.4% |
0.0080 |
1.0% |
84% |
False |
False |
45,594 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.4% |
0.0074 |
0.9% |
84% |
False |
False |
38,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8207 |
|
2.618 |
0.8088 |
|
1.618 |
0.8015 |
|
1.000 |
0.7970 |
|
0.618 |
0.7942 |
|
HIGH |
0.7897 |
|
0.618 |
0.7869 |
|
0.500 |
0.7861 |
|
0.382 |
0.7852 |
|
LOW |
0.7824 |
|
0.618 |
0.7779 |
|
1.000 |
0.7751 |
|
1.618 |
0.7706 |
|
2.618 |
0.7633 |
|
4.250 |
0.7514 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7861 |
0.7863 |
| PP |
0.7852 |
0.7854 |
| S1 |
0.7844 |
0.7844 |
|