CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7848 |
0.0046 |
0.6% |
0.7782 |
| High |
0.7889 |
0.7848 |
-0.0041 |
-0.5% |
0.7889 |
| Low |
0.7801 |
0.7635 |
-0.0166 |
-2.1% |
0.7635 |
| Close |
0.7814 |
0.7711 |
-0.0103 |
-1.3% |
0.7711 |
| Range |
0.0088 |
0.0213 |
0.0125 |
142.0% |
0.0254 |
| ATR |
0.0070 |
0.0080 |
0.0010 |
14.6% |
0.0000 |
| Volume |
63,616 |
98,081 |
34,465 |
54.2% |
308,295 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8370 |
0.8254 |
0.7828 |
|
| R3 |
0.8157 |
0.8041 |
0.7770 |
|
| R2 |
0.7944 |
0.7944 |
0.7750 |
|
| R1 |
0.7828 |
0.7828 |
0.7731 |
0.7780 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7707 |
| S1 |
0.7615 |
0.7615 |
0.7691 |
0.7567 |
| S2 |
0.7518 |
0.7518 |
0.7672 |
|
| S3 |
0.7305 |
0.7402 |
0.7652 |
|
| S4 |
0.7092 |
0.7189 |
0.7594 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8507 |
0.8363 |
0.7851 |
|
| R3 |
0.8253 |
0.8109 |
0.7781 |
|
| R2 |
0.7999 |
0.7999 |
0.7758 |
|
| R1 |
0.7855 |
0.7855 |
0.7734 |
0.7800 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7718 |
| S1 |
0.7601 |
0.7601 |
0.7688 |
0.7546 |
| S2 |
0.7491 |
0.7491 |
0.7664 |
|
| S3 |
0.7237 |
0.7347 |
0.7641 |
|
| S4 |
0.6983 |
0.7093 |
0.7571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7889 |
0.7635 |
0.0254 |
3.3% |
0.0093 |
1.2% |
30% |
False |
True |
61,659 |
| 10 |
0.7889 |
0.7635 |
0.0254 |
3.3% |
0.0082 |
1.1% |
30% |
False |
True |
62,621 |
| 20 |
0.7902 |
0.7609 |
0.0293 |
3.8% |
0.0076 |
1.0% |
35% |
False |
False |
43,040 |
| 40 |
0.8018 |
0.7587 |
0.0431 |
5.6% |
0.0071 |
0.9% |
29% |
False |
False |
21,821 |
| 60 |
0.8018 |
0.7570 |
0.0448 |
5.8% |
0.0070 |
0.9% |
31% |
False |
False |
14,618 |
| 80 |
0.8018 |
0.7429 |
0.0589 |
7.6% |
0.0070 |
0.9% |
48% |
False |
False |
10,991 |
| 100 |
0.8018 |
0.7150 |
0.0868 |
11.3% |
0.0068 |
0.9% |
65% |
False |
False |
8,798 |
| 120 |
0.8018 |
0.6842 |
0.1176 |
15.3% |
0.0065 |
0.8% |
74% |
False |
False |
7,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8753 |
|
2.618 |
0.8406 |
|
1.618 |
0.8193 |
|
1.000 |
0.8061 |
|
0.618 |
0.7980 |
|
HIGH |
0.7848 |
|
0.618 |
0.7767 |
|
0.500 |
0.7742 |
|
0.382 |
0.7716 |
|
LOW |
0.7635 |
|
0.618 |
0.7503 |
|
1.000 |
0.7422 |
|
1.618 |
0.7290 |
|
2.618 |
0.7077 |
|
4.250 |
0.6730 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7742 |
0.7762 |
| PP |
0.7731 |
0.7745 |
| S1 |
0.7721 |
0.7728 |
|