CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7069 |
0.7022 |
-0.0047 |
-0.7% |
0.7170 |
| High |
0.7069 |
0.7039 |
-0.0030 |
-0.4% |
0.7182 |
| Low |
0.7034 |
0.7000 |
-0.0034 |
-0.5% |
0.7074 |
| Close |
0.7042 |
0.7021 |
-0.0021 |
-0.3% |
0.7084 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0108 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
1.0% |
0.0000 |
| Volume |
213 |
60 |
-153 |
-71.8% |
860 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7137 |
0.7118 |
0.7042 |
|
| R3 |
0.7098 |
0.7079 |
0.7032 |
|
| R2 |
0.7059 |
0.7059 |
0.7028 |
|
| R1 |
0.7040 |
0.7040 |
0.7025 |
0.7030 |
| PP |
0.7020 |
0.7020 |
0.7020 |
0.7015 |
| S1 |
0.7001 |
0.7001 |
0.7017 |
0.6991 |
| S2 |
0.6981 |
0.6981 |
0.7014 |
|
| S3 |
0.6942 |
0.6962 |
0.7010 |
|
| S4 |
0.6903 |
0.6923 |
0.7000 |
|
|
| 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 |
0.7205 |
|
2.618 |
0.7141 |
|
1.618 |
0.7102 |
|
1.000 |
0.7078 |
|
0.618 |
0.7063 |
|
HIGH |
0.7039 |
|
0.618 |
0.7024 |
|
0.500 |
0.7020 |
|
0.382 |
0.7015 |
|
LOW |
0.7000 |
|
0.618 |
0.6976 |
|
1.000 |
0.6961 |
|
1.618 |
0.6937 |
|
2.618 |
0.6898 |
|
4.250 |
0.6834 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7021 |
0.7051 |
| PP |
0.7020 |
0.7041 |
| S1 |
0.7020 |
0.7031 |
|