CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7745 |
0.7780 |
0.0035 |
0.5% |
0.7972 |
| High |
0.7794 |
0.7830 |
0.0036 |
0.5% |
0.8025 |
| Low |
0.7727 |
0.7764 |
0.0037 |
0.5% |
0.7721 |
| Close |
0.7788 |
0.7799 |
0.0011 |
0.1% |
0.7731 |
| Range |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0304 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
63,971 |
66,901 |
2,930 |
4.6% |
423,212 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7996 |
0.7963 |
0.7835 |
|
| R3 |
0.7930 |
0.7897 |
0.7817 |
|
| R2 |
0.7864 |
0.7864 |
0.7811 |
|
| R1 |
0.7831 |
0.7831 |
0.7805 |
0.7848 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7806 |
| S1 |
0.7765 |
0.7765 |
0.7793 |
0.7782 |
| S2 |
0.7732 |
0.7732 |
0.7787 |
|
| S3 |
0.7666 |
0.7699 |
0.7781 |
|
| S4 |
0.7600 |
0.7633 |
0.7763 |
|
|
| 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 |
0.7830 |
0.7682 |
0.0148 |
1.9% |
0.0063 |
0.8% |
79% |
True |
False |
68,472 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0075 |
1.0% |
34% |
False |
False |
76,496 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0076 |
1.0% |
34% |
False |
False |
73,317 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0080 |
1.0% |
55% |
False |
False |
69,025 |
| 60 |
0.8025 |
0.7218 |
0.0807 |
10.3% |
0.0079 |
1.0% |
72% |
False |
False |
53,681 |
| 80 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0082 |
1.1% |
81% |
False |
False |
40,363 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0075 |
1.0% |
81% |
False |
False |
32,332 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0068 |
0.9% |
81% |
False |
False |
26,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8111 |
|
2.618 |
0.8003 |
|
1.618 |
0.7937 |
|
1.000 |
0.7896 |
|
0.618 |
0.7871 |
|
HIGH |
0.7830 |
|
0.618 |
0.7805 |
|
0.500 |
0.7797 |
|
0.382 |
0.7789 |
|
LOW |
0.7764 |
|
0.618 |
0.7723 |
|
1.000 |
0.7698 |
|
1.618 |
0.7657 |
|
2.618 |
0.7591 |
|
4.250 |
0.7484 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7788 |
| PP |
0.7798 |
0.7778 |
| S1 |
0.7797 |
0.7767 |
|