CME Canadian Dollar Future September 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 |
0.7733 |
0.7801 |
0.0068 |
0.9% |
0.7660 |
| High |
0.7811 |
0.7854 |
0.0043 |
0.6% |
0.7744 |
| Low |
0.7703 |
0.7790 |
0.0087 |
1.1% |
0.7609 |
| Close |
0.7806 |
0.7835 |
0.0029 |
0.4% |
0.7738 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.7% |
0.0135 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
13,302 |
22,692 |
9,390 |
70.6% |
13,131 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8018 |
0.7991 |
0.7870 |
|
| R3 |
0.7954 |
0.7927 |
0.7853 |
|
| R2 |
0.7890 |
0.7890 |
0.7847 |
|
| R1 |
0.7863 |
0.7863 |
0.7841 |
0.7877 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7833 |
| S1 |
0.7799 |
0.7799 |
0.7829 |
0.7813 |
| S2 |
0.7762 |
0.7762 |
0.7823 |
|
| S3 |
0.7698 |
0.7735 |
0.7817 |
|
| S4 |
0.7634 |
0.7671 |
0.7800 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8055 |
0.7812 |
|
| R3 |
0.7967 |
0.7920 |
0.7775 |
|
| R2 |
0.7832 |
0.7832 |
0.7763 |
|
| R1 |
0.7785 |
0.7785 |
0.7750 |
0.7809 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7709 |
| S1 |
0.7650 |
0.7650 |
0.7726 |
0.7674 |
| S2 |
0.7562 |
0.7562 |
0.7713 |
|
| S3 |
0.7427 |
0.7515 |
0.7701 |
|
| S4 |
0.7292 |
0.7380 |
0.7664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7854 |
0.7609 |
0.0245 |
3.1% |
0.0075 |
1.0% |
92% |
True |
False |
9,077 |
| 10 |
0.7854 |
0.7587 |
0.0267 |
3.4% |
0.0069 |
0.9% |
93% |
True |
False |
5,499 |
| 20 |
0.7854 |
0.7587 |
0.0267 |
3.4% |
0.0064 |
0.8% |
93% |
True |
False |
2,992 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.5% |
0.0066 |
0.8% |
58% |
False |
False |
1,631 |
| 60 |
0.8018 |
0.7465 |
0.0553 |
7.1% |
0.0067 |
0.9% |
67% |
False |
False |
1,125 |
| 80 |
0.8018 |
0.7174 |
0.0844 |
10.8% |
0.0066 |
0.8% |
78% |
False |
False |
856 |
| 100 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0065 |
0.8% |
84% |
False |
False |
695 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.0% |
0.0058 |
0.7% |
84% |
False |
False |
590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8126 |
|
2.618 |
0.8022 |
|
1.618 |
0.7958 |
|
1.000 |
0.7918 |
|
0.618 |
0.7894 |
|
HIGH |
0.7854 |
|
0.618 |
0.7830 |
|
0.500 |
0.7822 |
|
0.382 |
0.7814 |
|
LOW |
0.7790 |
|
0.618 |
0.7750 |
|
1.000 |
0.7726 |
|
1.618 |
0.7686 |
|
2.618 |
0.7622 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7831 |
0.7804 |
| PP |
0.7826 |
0.7774 |
| S1 |
0.7822 |
0.7743 |
|