CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7060 |
0.6993 |
-0.0067 |
-0.9% |
0.6875 |
| High |
0.7060 |
0.7123 |
0.0063 |
0.9% |
0.7087 |
| Low |
0.7019 |
0.6993 |
-0.0026 |
-0.4% |
0.6842 |
| Close |
0.7035 |
0.7108 |
0.0073 |
1.0% |
0.7073 |
| Range |
0.0041 |
0.0130 |
0.0089 |
217.1% |
0.0245 |
| ATR |
0.0051 |
0.0057 |
0.0006 |
10.9% |
0.0000 |
| Volume |
15 |
67 |
52 |
346.7% |
394 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7416 |
0.7179 |
|
| R3 |
0.7335 |
0.7286 |
0.7144 |
|
| R2 |
0.7205 |
0.7205 |
0.7132 |
|
| R1 |
0.7156 |
0.7156 |
0.7120 |
0.7180 |
| PP |
0.7075 |
0.7075 |
0.7075 |
0.7087 |
| S1 |
0.7026 |
0.7026 |
0.7096 |
0.7051 |
| S2 |
0.6945 |
0.6945 |
0.7084 |
|
| S3 |
0.6815 |
0.6896 |
0.7072 |
|
| S4 |
0.6685 |
0.6766 |
0.7037 |
|
|
| 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 |
0.7675 |
|
2.618 |
0.7463 |
|
1.618 |
0.7333 |
|
1.000 |
0.7253 |
|
0.618 |
0.7203 |
|
HIGH |
0.7123 |
|
0.618 |
0.7073 |
|
0.500 |
0.7058 |
|
0.382 |
0.7043 |
|
LOW |
0.6993 |
|
0.618 |
0.6913 |
|
1.000 |
0.6863 |
|
1.618 |
0.6783 |
|
2.618 |
0.6653 |
|
4.250 |
0.6441 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7091 |
0.7091 |
| PP |
0.7075 |
0.7075 |
| S1 |
0.7058 |
0.7058 |
|