CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7065 |
0.7060 |
-0.0005 |
-0.1% |
0.6875 |
| High |
0.7087 |
0.7060 |
-0.0027 |
-0.4% |
0.7087 |
| Low |
0.7065 |
0.7019 |
-0.0046 |
-0.7% |
0.6842 |
| Close |
0.7073 |
0.7035 |
-0.0038 |
-0.5% |
0.7073 |
| Range |
0.0022 |
0.0041 |
0.0019 |
86.4% |
0.0245 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.4% |
0.0000 |
| Volume |
110 |
15 |
-95 |
-86.4% |
394 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7161 |
0.7139 |
0.7058 |
|
| R3 |
0.7120 |
0.7098 |
0.7046 |
|
| R2 |
0.7079 |
0.7079 |
0.7043 |
|
| R1 |
0.7057 |
0.7057 |
0.7039 |
0.7048 |
| PP |
0.7038 |
0.7038 |
0.7038 |
0.7033 |
| S1 |
0.7016 |
0.7016 |
0.7031 |
0.7007 |
| S2 |
0.6997 |
0.6997 |
0.7027 |
|
| S3 |
0.6956 |
0.6975 |
0.7024 |
|
| S4 |
0.6915 |
0.6934 |
0.7012 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7649 |
0.7208 |
|
| R3 |
0.7491 |
0.7404 |
0.7140 |
|
| R2 |
0.7246 |
0.7246 |
0.7118 |
|
| R1 |
0.7159 |
0.7159 |
0.7095 |
0.7203 |
| PP |
0.7001 |
0.7001 |
0.7001 |
0.7022 |
| S1 |
0.6914 |
0.6914 |
0.7051 |
0.6958 |
| S2 |
0.6756 |
0.6756 |
0.7028 |
|
| S3 |
0.6511 |
0.6669 |
0.7006 |
|
| S4 |
0.6266 |
0.6424 |
0.6938 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7234 |
|
2.618 |
0.7167 |
|
1.618 |
0.7126 |
|
1.000 |
0.7101 |
|
0.618 |
0.7085 |
|
HIGH |
0.7060 |
|
0.618 |
0.7044 |
|
0.500 |
0.7040 |
|
0.382 |
0.7035 |
|
LOW |
0.7019 |
|
0.618 |
0.6994 |
|
1.000 |
0.6978 |
|
1.618 |
0.6953 |
|
2.618 |
0.6912 |
|
4.250 |
0.6845 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7040 |
0.7025 |
| PP |
0.7038 |
0.7015 |
| S1 |
0.7037 |
0.7005 |
|