CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7744 |
-0.0027 |
-0.3% |
0.7733 |
| High |
0.7798 |
0.7755 |
-0.0043 |
-0.6% |
0.7902 |
| Low |
0.7726 |
0.7643 |
-0.0083 |
-1.1% |
0.7703 |
| Close |
0.7742 |
0.7720 |
-0.0022 |
-0.3% |
0.7836 |
| Range |
0.0072 |
0.0112 |
0.0040 |
55.6% |
0.0199 |
| ATR |
0.0067 |
0.0071 |
0.0003 |
4.7% |
0.0000 |
| Volume |
64,288 |
82,252 |
17,964 |
27.9% |
220,900 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8042 |
0.7993 |
0.7782 |
|
| R3 |
0.7930 |
0.7881 |
0.7751 |
|
| R2 |
0.7818 |
0.7818 |
0.7741 |
|
| R1 |
0.7769 |
0.7769 |
0.7730 |
0.7738 |
| PP |
0.7706 |
0.7706 |
0.7706 |
0.7690 |
| S1 |
0.7657 |
0.7657 |
0.7710 |
0.7626 |
| S2 |
0.7594 |
0.7594 |
0.7699 |
|
| S3 |
0.7482 |
0.7545 |
0.7689 |
|
| S4 |
0.7370 |
0.7433 |
0.7658 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8411 |
0.8322 |
0.7945 |
|
| R3 |
0.8212 |
0.8123 |
0.7891 |
|
| R2 |
0.8013 |
0.8013 |
0.7872 |
|
| R1 |
0.7924 |
0.7924 |
0.7854 |
0.7969 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7836 |
| S1 |
0.7725 |
0.7725 |
0.7818 |
0.7770 |
| S2 |
0.7615 |
0.7615 |
0.7800 |
|
| S3 |
0.7416 |
0.7526 |
0.7781 |
|
| S4 |
0.7217 |
0.7327 |
0.7727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7899 |
0.7643 |
0.0256 |
3.3% |
0.0070 |
0.9% |
30% |
False |
True |
69,893 |
| 10 |
0.7902 |
0.7632 |
0.0270 |
3.5% |
0.0076 |
1.0% |
33% |
False |
False |
48,879 |
| 20 |
0.7902 |
0.7587 |
0.0315 |
4.1% |
0.0067 |
0.9% |
42% |
False |
False |
25,163 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0065 |
0.8% |
31% |
False |
False |
12,743 |
| 60 |
0.8018 |
0.7529 |
0.0489 |
6.3% |
0.0068 |
0.9% |
39% |
False |
False |
8,556 |
| 80 |
0.8018 |
0.7222 |
0.0796 |
10.3% |
0.0067 |
0.9% |
63% |
False |
False |
6,438 |
| 100 |
0.8018 |
0.6993 |
0.1025 |
13.3% |
0.0067 |
0.9% |
71% |
False |
False |
5,156 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.2% |
0.0061 |
0.8% |
75% |
False |
False |
4,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8048 |
|
1.618 |
0.7936 |
|
1.000 |
0.7867 |
|
0.618 |
0.7824 |
|
HIGH |
0.7755 |
|
0.618 |
0.7712 |
|
0.500 |
0.7699 |
|
0.382 |
0.7686 |
|
LOW |
0.7643 |
|
0.618 |
0.7574 |
|
1.000 |
0.7531 |
|
1.618 |
0.7462 |
|
2.618 |
0.7350 |
|
4.250 |
0.7167 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7724 |
| PP |
0.7706 |
0.7722 |
| S1 |
0.7699 |
0.7721 |
|