CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7823 |
0.7798 |
-0.0025 |
-0.3% |
0.7726 |
| High |
0.7842 |
0.7801 |
-0.0041 |
-0.5% |
0.7902 |
| Low |
0.7787 |
0.7771 |
-0.0016 |
-0.2% |
0.7703 |
| Close |
0.7812 |
0.7781 |
-0.0031 |
-0.4% |
0.7835 |
| Range |
0.0055 |
0.0030 |
-0.0025 |
-45.5% |
0.0199 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
9,097 |
1,380 |
-7,717 |
-84.8% |
346,184 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7858 |
0.7798 |
|
| R3 |
0.7844 |
0.7828 |
0.7789 |
|
| R2 |
0.7814 |
0.7814 |
0.7787 |
|
| R1 |
0.7798 |
0.7798 |
0.7784 |
0.7791 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7781 |
| S1 |
0.7768 |
0.7768 |
0.7778 |
0.7761 |
| S2 |
0.7754 |
0.7754 |
0.7776 |
|
| S3 |
0.7724 |
0.7738 |
0.7773 |
|
| S4 |
0.7694 |
0.7708 |
0.7765 |
|
|
| 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 |
0.7771 |
0.0131 |
1.7% |
0.0057 |
0.7% |
8% |
False |
True |
43,989 |
| 10 |
0.7902 |
0.7607 |
0.0295 |
3.8% |
0.0067 |
0.9% |
59% |
False |
False |
56,291 |
| 20 |
0.7902 |
0.7582 |
0.0320 |
4.1% |
0.0067 |
0.9% |
62% |
False |
False |
62,254 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.7% |
0.0070 |
0.9% |
45% |
False |
False |
66,750 |
| 60 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0075 |
1.0% |
52% |
False |
False |
66,094 |
| 80 |
0.8025 |
0.7218 |
0.0807 |
10.4% |
0.0076 |
1.0% |
70% |
False |
False |
57,005 |
| 100 |
0.8025 |
0.6988 |
0.1037 |
13.3% |
0.0078 |
1.0% |
76% |
False |
False |
45,690 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0074 |
1.0% |
80% |
False |
False |
38,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7880 |
|
1.618 |
0.7850 |
|
1.000 |
0.7831 |
|
0.618 |
0.7820 |
|
HIGH |
0.7801 |
|
0.618 |
0.7790 |
|
0.500 |
0.7786 |
|
0.382 |
0.7782 |
|
LOW |
0.7771 |
|
0.618 |
0.7752 |
|
1.000 |
0.7741 |
|
1.618 |
0.7722 |
|
2.618 |
0.7692 |
|
4.250 |
0.7644 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7834 |
| PP |
0.7784 |
0.7816 |
| S1 |
0.7783 |
0.7799 |
|