CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7786 |
0.0006 |
0.1% |
0.7735 |
| High |
0.7830 |
0.7790 |
-0.0040 |
-0.5% |
0.7830 |
| Low |
0.7764 |
0.7717 |
-0.0047 |
-0.6% |
0.7682 |
| Close |
0.7799 |
0.7730 |
-0.0069 |
-0.9% |
0.7730 |
| Range |
0.0066 |
0.0073 |
0.0007 |
10.6% |
0.0148 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.5% |
0.0000 |
| Volume |
66,901 |
57,267 |
-9,634 |
-14.4% |
313,250 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7920 |
0.7770 |
|
| R3 |
0.7892 |
0.7847 |
0.7750 |
|
| R2 |
0.7819 |
0.7819 |
0.7743 |
|
| R1 |
0.7774 |
0.7774 |
0.7737 |
0.7760 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7739 |
| S1 |
0.7701 |
0.7701 |
0.7723 |
0.7687 |
| S2 |
0.7673 |
0.7673 |
0.7717 |
|
| S3 |
0.7600 |
0.7628 |
0.7710 |
|
| S4 |
0.7527 |
0.7555 |
0.7690 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8191 |
0.8109 |
0.7811 |
|
| R3 |
0.8043 |
0.7961 |
0.7771 |
|
| R2 |
0.7895 |
0.7895 |
0.7757 |
|
| R1 |
0.7813 |
0.7813 |
0.7744 |
0.7780 |
| PP |
0.7747 |
0.7747 |
0.7747 |
0.7731 |
| S1 |
0.7665 |
0.7665 |
0.7716 |
0.7632 |
| S2 |
0.7599 |
0.7599 |
0.7703 |
|
| S3 |
0.7451 |
0.7517 |
0.7689 |
|
| S4 |
0.7303 |
0.7369 |
0.7649 |
|
|
| 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% |
32% |
False |
False |
62,650 |
| 10 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0076 |
1.0% |
14% |
False |
False |
73,646 |
| 20 |
0.8025 |
0.7682 |
0.0343 |
4.4% |
0.0077 |
1.0% |
14% |
False |
False |
73,358 |
| 40 |
0.8025 |
0.7521 |
0.0504 |
6.5% |
0.0079 |
1.0% |
41% |
False |
False |
68,516 |
| 60 |
0.8025 |
0.7218 |
0.0807 |
10.4% |
0.0080 |
1.0% |
63% |
False |
False |
54,624 |
| 80 |
0.8025 |
0.6884 |
0.1141 |
14.8% |
0.0082 |
1.1% |
74% |
False |
False |
41,072 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0076 |
1.0% |
76% |
False |
False |
32,904 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.6% |
0.0069 |
0.9% |
76% |
False |
False |
27,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.7981 |
|
1.618 |
0.7908 |
|
1.000 |
0.7863 |
|
0.618 |
0.7835 |
|
HIGH |
0.7790 |
|
0.618 |
0.7762 |
|
0.500 |
0.7754 |
|
0.382 |
0.7745 |
|
LOW |
0.7717 |
|
0.618 |
0.7672 |
|
1.000 |
0.7644 |
|
1.618 |
0.7599 |
|
2.618 |
0.7526 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7754 |
0.7774 |
| PP |
0.7746 |
0.7759 |
| S1 |
0.7738 |
0.7745 |
|