CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7726 |
0.0092 |
1.2% |
0.7675 |
| High |
0.7743 |
0.7810 |
0.0067 |
0.9% |
0.7743 |
| Low |
0.7629 |
0.7703 |
0.0074 |
1.0% |
0.7607 |
| Close |
0.7737 |
0.7805 |
0.0068 |
0.9% |
0.7737 |
| Range |
0.0114 |
0.0107 |
-0.0007 |
-6.1% |
0.0136 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
3.4% |
0.0000 |
| Volume |
81,790 |
67,305 |
-14,485 |
-17.7% |
296,363 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8056 |
0.7864 |
|
| R3 |
0.7987 |
0.7949 |
0.7834 |
|
| R2 |
0.7880 |
0.7880 |
0.7825 |
|
| R1 |
0.7842 |
0.7842 |
0.7815 |
0.7861 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7782 |
| S1 |
0.7735 |
0.7735 |
0.7795 |
0.7754 |
| S2 |
0.7666 |
0.7666 |
0.7785 |
|
| S3 |
0.7559 |
0.7628 |
0.7776 |
|
| S4 |
0.7452 |
0.7521 |
0.7746 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8056 |
0.7812 |
|
| R3 |
0.7968 |
0.7920 |
0.7774 |
|
| R2 |
0.7832 |
0.7832 |
0.7762 |
|
| R1 |
0.7784 |
0.7784 |
0.7749 |
0.7808 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7708 |
| S1 |
0.7648 |
0.7648 |
0.7725 |
0.7672 |
| S2 |
0.7560 |
0.7560 |
0.7712 |
|
| S3 |
0.7424 |
0.7512 |
0.7700 |
|
| S4 |
0.7288 |
0.7376 |
0.7662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7810 |
0.7607 |
0.0203 |
2.6% |
0.0078 |
1.0% |
98% |
True |
False |
72,733 |
| 10 |
0.7810 |
0.7582 |
0.0228 |
2.9% |
0.0069 |
0.9% |
98% |
True |
False |
67,763 |
| 20 |
0.7830 |
0.7582 |
0.0248 |
3.2% |
0.0068 |
0.9% |
90% |
False |
False |
65,373 |
| 40 |
0.8025 |
0.7582 |
0.0443 |
5.7% |
0.0074 |
0.9% |
50% |
False |
False |
70,205 |
| 60 |
0.8025 |
0.7461 |
0.0564 |
7.2% |
0.0079 |
1.0% |
61% |
False |
False |
68,371 |
| 80 |
0.8025 |
0.7139 |
0.0886 |
11.4% |
0.0078 |
1.0% |
75% |
False |
False |
53,438 |
| 100 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0080 |
1.0% |
82% |
False |
False |
42,816 |
| 120 |
0.8025 |
0.6819 |
0.1206 |
15.5% |
0.0074 |
0.9% |
82% |
False |
False |
35,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8265 |
|
2.618 |
0.8090 |
|
1.618 |
0.7983 |
|
1.000 |
0.7917 |
|
0.618 |
0.7876 |
|
HIGH |
0.7810 |
|
0.618 |
0.7769 |
|
0.500 |
0.7757 |
|
0.382 |
0.7744 |
|
LOW |
0.7703 |
|
0.618 |
0.7637 |
|
1.000 |
0.7596 |
|
1.618 |
0.7530 |
|
2.618 |
0.7423 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7789 |
0.7773 |
| PP |
0.7773 |
0.7741 |
| S1 |
0.7757 |
0.7709 |
|