CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7604 |
-0.0032 |
-0.4% |
0.7678 |
| High |
0.7681 |
0.7721 |
0.0040 |
0.5% |
0.7721 |
| Low |
0.7587 |
0.7601 |
0.0014 |
0.2% |
0.7565 |
| Close |
0.7603 |
0.7699 |
0.0096 |
1.3% |
0.7699 |
| Range |
0.0094 |
0.0120 |
0.0026 |
27.7% |
0.0156 |
| ATR |
0.0085 |
0.0087 |
0.0003 |
3.0% |
0.0000 |
| Volume |
62,753 |
79,626 |
16,873 |
26.9% |
315,175 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7986 |
0.7765 |
|
| R3 |
0.7914 |
0.7866 |
0.7732 |
|
| R2 |
0.7794 |
0.7794 |
0.7721 |
|
| R1 |
0.7746 |
0.7746 |
0.7710 |
0.7770 |
| PP |
0.7674 |
0.7674 |
0.7674 |
0.7686 |
| S1 |
0.7626 |
0.7626 |
0.7688 |
0.7650 |
| S2 |
0.7554 |
0.7554 |
0.7677 |
|
| S3 |
0.7434 |
0.7506 |
0.7666 |
|
| S4 |
0.7314 |
0.7386 |
0.7633 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8070 |
0.7785 |
|
| R3 |
0.7974 |
0.7914 |
0.7742 |
|
| R2 |
0.7818 |
0.7818 |
0.7728 |
|
| R1 |
0.7758 |
0.7758 |
0.7713 |
0.7788 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7677 |
| S1 |
0.7602 |
0.7602 |
0.7685 |
0.7632 |
| S2 |
0.7506 |
0.7506 |
0.7670 |
|
| S3 |
0.7350 |
0.7446 |
0.7656 |
|
| S4 |
0.7194 |
0.7290 |
0.7613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7721 |
0.7565 |
0.0156 |
2.0% |
0.0085 |
1.1% |
86% |
True |
False |
63,035 |
| 10 |
0.7798 |
0.7528 |
0.0270 |
3.5% |
0.0091 |
1.2% |
63% |
False |
False |
65,636 |
| 20 |
0.7798 |
0.7461 |
0.0337 |
4.4% |
0.0089 |
1.2% |
71% |
False |
False |
64,702 |
| 40 |
0.7798 |
0.7139 |
0.0659 |
8.6% |
0.0082 |
1.1% |
85% |
False |
False |
36,670 |
| 60 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0084 |
1.1% |
90% |
False |
False |
24,556 |
| 80 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0074 |
1.0% |
90% |
False |
False |
18,462 |
| 100 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0064 |
0.8% |
90% |
False |
False |
14,782 |
| 120 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0062 |
0.8% |
90% |
False |
False |
12,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8035 |
|
1.618 |
0.7915 |
|
1.000 |
0.7841 |
|
0.618 |
0.7795 |
|
HIGH |
0.7721 |
|
0.618 |
0.7675 |
|
0.500 |
0.7661 |
|
0.382 |
0.7647 |
|
LOW |
0.7601 |
|
0.618 |
0.7527 |
|
1.000 |
0.7481 |
|
1.618 |
0.7407 |
|
2.618 |
0.7287 |
|
4.250 |
0.7091 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7684 |
| PP |
0.7674 |
0.7668 |
| S1 |
0.7661 |
0.7653 |
|