CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7101 |
0.7069 |
-0.0032 |
-0.5% |
0.7170 |
| High |
0.7101 |
0.7069 |
-0.0032 |
-0.5% |
0.7182 |
| Low |
0.7083 |
0.7034 |
-0.0049 |
-0.7% |
0.7074 |
| Close |
0.7084 |
0.7042 |
-0.0042 |
-0.6% |
0.7084 |
| Range |
0.0018 |
0.0035 |
0.0017 |
94.4% |
0.0108 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
2.9% |
0.0000 |
| Volume |
30 |
213 |
183 |
610.0% |
860 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7153 |
0.7133 |
0.7061 |
|
| R3 |
0.7118 |
0.7098 |
0.7052 |
|
| R2 |
0.7083 |
0.7083 |
0.7048 |
|
| R1 |
0.7063 |
0.7063 |
0.7045 |
0.7056 |
| PP |
0.7048 |
0.7048 |
0.7048 |
0.7045 |
| S1 |
0.7028 |
0.7028 |
0.7039 |
0.7021 |
| S2 |
0.7013 |
0.7013 |
0.7036 |
|
| S3 |
0.6978 |
0.6993 |
0.7032 |
|
| S4 |
0.6943 |
0.6958 |
0.7023 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7437 |
0.7369 |
0.7143 |
|
| R3 |
0.7329 |
0.7261 |
0.7114 |
|
| R2 |
0.7221 |
0.7221 |
0.7104 |
|
| R1 |
0.7153 |
0.7153 |
0.7094 |
0.7133 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7104 |
| S1 |
0.7045 |
0.7045 |
0.7074 |
0.7025 |
| S2 |
0.7005 |
0.7005 |
0.7064 |
|
| S3 |
0.6897 |
0.6937 |
0.7054 |
|
| S4 |
0.6789 |
0.6829 |
0.7025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7218 |
|
2.618 |
0.7161 |
|
1.618 |
0.7126 |
|
1.000 |
0.7104 |
|
0.618 |
0.7091 |
|
HIGH |
0.7069 |
|
0.618 |
0.7056 |
|
0.500 |
0.7052 |
|
0.382 |
0.7047 |
|
LOW |
0.7034 |
|
0.618 |
0.7012 |
|
1.000 |
0.6999 |
|
1.618 |
0.6977 |
|
2.618 |
0.6942 |
|
4.250 |
0.6885 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7052 |
0.7077 |
| PP |
0.7048 |
0.7065 |
| S1 |
0.7045 |
0.7054 |
|