CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7823 |
-0.0035 |
-0.4% |
0.7726 |
| High |
0.7897 |
0.7842 |
-0.0055 |
-0.7% |
0.7902 |
| Low |
0.7824 |
0.7787 |
-0.0037 |
-0.5% |
0.7703 |
| Close |
0.7835 |
0.7812 |
-0.0023 |
-0.3% |
0.7835 |
| Range |
0.0073 |
0.0055 |
-0.0018 |
-24.7% |
0.0199 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
33,806 |
9,097 |
-24,709 |
-73.1% |
346,184 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7950 |
0.7842 |
|
| R3 |
0.7924 |
0.7895 |
0.7827 |
|
| R2 |
0.7869 |
0.7869 |
0.7822 |
|
| R1 |
0.7840 |
0.7840 |
0.7817 |
0.7827 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7807 |
| S1 |
0.7785 |
0.7785 |
0.7807 |
0.7772 |
| S2 |
0.7759 |
0.7759 |
0.7802 |
|
| S3 |
0.7704 |
0.7730 |
0.7797 |
|
| S4 |
0.7649 |
0.7675 |
0.7782 |
|
|
| 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 |
0.7787 |
0.0115 |
1.5% |
0.0063 |
0.8% |
22% |
False |
True |
57,595 |
| 10 |
0.7902 |
0.7607 |
0.0295 |
3.8% |
0.0071 |
0.9% |
69% |
False |
False |
65,164 |
| 20 |
0.7902 |
0.7582 |
0.0320 |
4.1% |
0.0068 |
0.9% |
72% |
False |
False |
64,109 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.7% |
0.0072 |
0.9% |
52% |
False |
False |
68,734 |
| 60 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0075 |
1.0% |
58% |
False |
False |
67,047 |
| 80 |
0.8025 |
0.7218 |
0.0807 |
10.3% |
0.0077 |
1.0% |
74% |
False |
False |
56,995 |
| 100 |
0.8025 |
0.6884 |
0.1141 |
14.6% |
0.0079 |
1.0% |
81% |
False |
False |
45,680 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.4% |
0.0074 |
1.0% |
82% |
False |
False |
38,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7986 |
|
1.618 |
0.7931 |
|
1.000 |
0.7897 |
|
0.618 |
0.7876 |
|
HIGH |
0.7842 |
|
0.618 |
0.7821 |
|
0.500 |
0.7815 |
|
0.382 |
0.7808 |
|
LOW |
0.7787 |
|
0.618 |
0.7753 |
|
1.000 |
0.7732 |
|
1.618 |
0.7698 |
|
2.618 |
0.7643 |
|
4.250 |
0.7553 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7842 |
| PP |
0.7814 |
0.7832 |
| S1 |
0.7813 |
0.7822 |
|