CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7972 |
0.7978 |
0.0006 |
0.1% |
0.7902 |
| High |
0.7992 |
0.8025 |
0.0033 |
0.4% |
0.8004 |
| Low |
0.7960 |
0.7854 |
-0.0106 |
-1.3% |
0.7863 |
| Close |
0.7969 |
0.7859 |
-0.0110 |
-1.4% |
0.7974 |
| Range |
0.0032 |
0.0171 |
0.0139 |
434.4% |
0.0141 |
| ATR |
0.0076 |
0.0082 |
0.0007 |
9.0% |
0.0000 |
| Volume |
55,305 |
96,602 |
41,297 |
74.7% |
334,710 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8426 |
0.8313 |
0.7953 |
|
| R3 |
0.8255 |
0.8142 |
0.7906 |
|
| R2 |
0.8084 |
0.8084 |
0.7890 |
|
| R1 |
0.7971 |
0.7971 |
0.7875 |
0.7942 |
| PP |
0.7913 |
0.7913 |
0.7913 |
0.7898 |
| S1 |
0.7800 |
0.7800 |
0.7843 |
0.7771 |
| S2 |
0.7742 |
0.7742 |
0.7828 |
|
| S3 |
0.7571 |
0.7629 |
0.7812 |
|
| S4 |
0.7400 |
0.7458 |
0.7765 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8370 |
0.8313 |
0.8052 |
|
| R3 |
0.8229 |
0.8172 |
0.8013 |
|
| R2 |
0.8088 |
0.8088 |
0.8000 |
|
| R1 |
0.8031 |
0.8031 |
0.7987 |
0.8060 |
| PP |
0.7947 |
0.7947 |
0.7947 |
0.7961 |
| S1 |
0.7890 |
0.7890 |
0.7961 |
0.7919 |
| S2 |
0.7806 |
0.7806 |
0.7948 |
|
| S3 |
0.7665 |
0.7749 |
0.7935 |
|
| S4 |
0.7524 |
0.7608 |
0.7896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7854 |
0.0171 |
2.2% |
0.0080 |
1.0% |
3% |
True |
True |
75,814 |
| 10 |
0.8025 |
0.7838 |
0.0187 |
2.4% |
0.0075 |
0.9% |
11% |
True |
False |
71,869 |
| 20 |
0.8025 |
0.7584 |
0.0441 |
5.6% |
0.0082 |
1.0% |
62% |
True |
False |
71,843 |
| 40 |
0.8025 |
0.7438 |
0.0587 |
7.5% |
0.0085 |
1.1% |
72% |
True |
False |
66,618 |
| 60 |
0.8025 |
0.7139 |
0.0886 |
11.3% |
0.0081 |
1.0% |
81% |
True |
False |
44,950 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.3% |
0.0082 |
1.0% |
86% |
True |
False |
33,805 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.3% |
0.0074 |
0.9% |
86% |
True |
False |
27,068 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.3% |
0.0066 |
0.8% |
86% |
True |
False |
22,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8752 |
|
2.618 |
0.8473 |
|
1.618 |
0.8302 |
|
1.000 |
0.8196 |
|
0.618 |
0.8131 |
|
HIGH |
0.8025 |
|
0.618 |
0.7960 |
|
0.500 |
0.7940 |
|
0.382 |
0.7919 |
|
LOW |
0.7854 |
|
0.618 |
0.7748 |
|
1.000 |
0.7683 |
|
1.618 |
0.7577 |
|
2.618 |
0.7406 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7940 |
0.7940 |
| PP |
0.7913 |
0.7913 |
| S1 |
0.7886 |
0.7886 |
|