CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7752 |
0.0054 |
0.7% |
0.7678 |
| High |
0.7761 |
0.7844 |
0.0083 |
1.1% |
0.7721 |
| Low |
0.7684 |
0.7739 |
0.0055 |
0.7% |
0.7565 |
| Close |
0.7759 |
0.7843 |
0.0084 |
1.1% |
0.7699 |
| Range |
0.0077 |
0.0105 |
0.0028 |
36.4% |
0.0156 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.5% |
0.0000 |
| Volume |
60,316 |
83,208 |
22,892 |
38.0% |
315,175 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8124 |
0.8088 |
0.7901 |
|
| R3 |
0.8019 |
0.7983 |
0.7872 |
|
| R2 |
0.7914 |
0.7914 |
0.7862 |
|
| R1 |
0.7878 |
0.7878 |
0.7853 |
0.7896 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7818 |
| S1 |
0.7773 |
0.7773 |
0.7833 |
0.7791 |
| S2 |
0.7704 |
0.7704 |
0.7824 |
|
| S3 |
0.7599 |
0.7668 |
0.7814 |
|
| S4 |
0.7494 |
0.7563 |
0.7785 |
|
|
| 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 |
0.7844 |
0.7584 |
0.0260 |
3.3% |
0.0094 |
1.2% |
100% |
True |
False |
70,186 |
| 10 |
0.7844 |
0.7565 |
0.0279 |
3.6% |
0.0092 |
1.2% |
100% |
True |
False |
70,104 |
| 20 |
0.7844 |
0.7461 |
0.0383 |
4.9% |
0.0090 |
1.1% |
100% |
True |
False |
64,127 |
| 40 |
0.7844 |
0.7191 |
0.0653 |
8.3% |
0.0083 |
1.1% |
100% |
True |
False |
40,230 |
| 60 |
0.7844 |
0.6819 |
0.1025 |
13.1% |
0.0085 |
1.1% |
100% |
True |
False |
26,940 |
| 80 |
0.7844 |
0.6819 |
0.1025 |
13.1% |
0.0075 |
1.0% |
100% |
True |
False |
20,252 |
| 100 |
0.7844 |
0.6819 |
0.1025 |
13.1% |
0.0066 |
0.8% |
100% |
True |
False |
16,216 |
| 120 |
0.7844 |
0.6819 |
0.1025 |
13.1% |
0.0063 |
0.8% |
100% |
True |
False |
13,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8290 |
|
2.618 |
0.8119 |
|
1.618 |
0.8014 |
|
1.000 |
0.7949 |
|
0.618 |
0.7909 |
|
HIGH |
0.7844 |
|
0.618 |
0.7804 |
|
0.500 |
0.7792 |
|
0.382 |
0.7779 |
|
LOW |
0.7739 |
|
0.618 |
0.7674 |
|
1.000 |
0.7634 |
|
1.618 |
0.7569 |
|
2.618 |
0.7464 |
|
4.250 |
0.7293 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7826 |
0.7803 |
| PP |
0.7809 |
0.7763 |
| S1 |
0.7792 |
0.7723 |
|