CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7716 |
-0.0019 |
-0.2% |
0.7972 |
| High |
0.7748 |
0.7747 |
-0.0001 |
0.0% |
0.8025 |
| Low |
0.7682 |
0.7704 |
0.0022 |
0.3% |
0.7721 |
| Close |
0.7713 |
0.7736 |
0.0023 |
0.3% |
0.7731 |
| Range |
0.0066 |
0.0043 |
-0.0023 |
-34.8% |
0.0304 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
66,973 |
58,138 |
-8,835 |
-13.2% |
423,212 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7858 |
0.7840 |
0.7760 |
|
| R3 |
0.7815 |
0.7797 |
0.7748 |
|
| R2 |
0.7772 |
0.7772 |
0.7744 |
|
| R1 |
0.7754 |
0.7754 |
0.7740 |
0.7763 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7734 |
| S1 |
0.7711 |
0.7711 |
0.7732 |
0.7720 |
| S2 |
0.7686 |
0.7686 |
0.7728 |
|
| S3 |
0.7643 |
0.7668 |
0.7724 |
|
| S4 |
0.7600 |
0.7625 |
0.7712 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8738 |
0.8538 |
0.7898 |
|
| R3 |
0.8434 |
0.8234 |
0.7815 |
|
| R2 |
0.8130 |
0.8130 |
0.7787 |
|
| R1 |
0.7930 |
0.7930 |
0.7759 |
0.7878 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7800 |
| S1 |
0.7626 |
0.7626 |
0.7703 |
0.7574 |
| S2 |
0.7522 |
0.7522 |
0.7675 |
|
| S3 |
0.7218 |
0.7322 |
0.7647 |
|
| S4 |
0.6914 |
0.7018 |
0.7564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7876 |
0.7682 |
0.0194 |
2.5% |
0.0071 |
0.9% |
28% |
False |
False |
79,283 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0076 |
1.0% |
16% |
False |
False |
77,548 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0076 |
1.0% |
16% |
False |
False |
74,117 |
| 40 |
0.8025 |
0.7461 |
0.0564 |
7.3% |
0.0083 |
1.1% |
49% |
False |
False |
69,122 |
| 60 |
0.8025 |
0.7191 |
0.0834 |
10.8% |
0.0081 |
1.0% |
65% |
False |
False |
51,526 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0083 |
1.1% |
76% |
False |
False |
38,734 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0076 |
1.0% |
76% |
False |
False |
31,025 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0067 |
0.9% |
76% |
False |
False |
25,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7930 |
|
2.618 |
0.7860 |
|
1.618 |
0.7817 |
|
1.000 |
0.7790 |
|
0.618 |
0.7774 |
|
HIGH |
0.7747 |
|
0.618 |
0.7731 |
|
0.500 |
0.7726 |
|
0.382 |
0.7720 |
|
LOW |
0.7704 |
|
0.618 |
0.7677 |
|
1.000 |
0.7661 |
|
1.618 |
0.7634 |
|
2.618 |
0.7591 |
|
4.250 |
0.7521 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7733 |
0.7739 |
| PP |
0.7729 |
0.7738 |
| S1 |
0.7726 |
0.7737 |
|