CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7636 |
-0.0039 |
-0.5% |
0.7625 |
| High |
0.7682 |
0.7666 |
-0.0016 |
-0.2% |
0.7745 |
| Low |
0.7613 |
0.7620 |
0.0007 |
0.1% |
0.7582 |
| Close |
0.7615 |
0.7648 |
0.0033 |
0.4% |
0.7688 |
| Range |
0.0069 |
0.0046 |
-0.0023 |
-33.3% |
0.0163 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
90,107 |
66,050 |
-24,057 |
-26.7% |
313,970 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7761 |
0.7673 |
|
| R3 |
0.7737 |
0.7715 |
0.7661 |
|
| R2 |
0.7691 |
0.7691 |
0.7656 |
|
| R1 |
0.7669 |
0.7669 |
0.7652 |
0.7680 |
| PP |
0.7645 |
0.7645 |
0.7645 |
0.7650 |
| S1 |
0.7623 |
0.7623 |
0.7644 |
0.7634 |
| S2 |
0.7599 |
0.7599 |
0.7640 |
|
| S3 |
0.7553 |
0.7577 |
0.7635 |
|
| S4 |
0.7507 |
0.7531 |
0.7623 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8161 |
0.8087 |
0.7778 |
|
| R3 |
0.7998 |
0.7924 |
0.7733 |
|
| R2 |
0.7835 |
0.7835 |
0.7718 |
|
| R1 |
0.7761 |
0.7761 |
0.7703 |
0.7798 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7690 |
| S1 |
0.7598 |
0.7598 |
0.7673 |
0.7635 |
| S2 |
0.7509 |
0.7509 |
0.7658 |
|
| S3 |
0.7346 |
0.7435 |
0.7643 |
|
| S4 |
0.7183 |
0.7272 |
0.7598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7745 |
0.7613 |
0.0132 |
1.7% |
0.0064 |
0.8% |
27% |
False |
False |
72,228 |
| 10 |
0.7755 |
0.7582 |
0.0173 |
2.3% |
0.0065 |
0.8% |
38% |
False |
False |
68,935 |
| 20 |
0.7876 |
0.7582 |
0.0294 |
3.8% |
0.0067 |
0.9% |
22% |
False |
False |
68,563 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.8% |
0.0074 |
1.0% |
15% |
False |
False |
70,203 |
| 60 |
0.8025 |
0.7438 |
0.0587 |
7.7% |
0.0079 |
1.0% |
36% |
False |
False |
67,266 |
| 80 |
0.8025 |
0.7139 |
0.0886 |
11.6% |
0.0078 |
1.0% |
57% |
False |
False |
50,853 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0079 |
1.0% |
69% |
False |
False |
40,756 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.8% |
0.0073 |
0.9% |
69% |
False |
False |
33,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7786 |
|
1.618 |
0.7740 |
|
1.000 |
0.7712 |
|
0.618 |
0.7694 |
|
HIGH |
0.7666 |
|
0.618 |
0.7648 |
|
0.500 |
0.7643 |
|
0.382 |
0.7638 |
|
LOW |
0.7620 |
|
0.618 |
0.7592 |
|
1.000 |
0.7574 |
|
1.618 |
0.7546 |
|
2.618 |
0.7500 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7662 |
| PP |
0.7645 |
0.7657 |
| S1 |
0.7643 |
0.7653 |
|