CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7208 |
0.7216 |
0.0008 |
0.1% |
0.7229 |
| High |
0.7236 |
0.7225 |
-0.0011 |
-0.2% |
0.7240 |
| Low |
0.7194 |
0.7152 |
-0.0042 |
-0.6% |
0.7174 |
| Close |
0.7233 |
0.7167 |
-0.0066 |
-0.9% |
0.7233 |
| Range |
0.0042 |
0.0073 |
0.0031 |
73.8% |
0.0066 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.4% |
0.0000 |
| Volume |
35,267 |
73,086 |
37,819 |
107.2% |
131,937 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7400 |
0.7357 |
0.7207 |
|
| R3 |
0.7327 |
0.7284 |
0.7187 |
|
| R2 |
0.7254 |
0.7254 |
0.7180 |
|
| R1 |
0.7211 |
0.7211 |
0.7174 |
0.7196 |
| PP |
0.7181 |
0.7181 |
0.7181 |
0.7174 |
| S1 |
0.7138 |
0.7138 |
0.7160 |
0.7123 |
| S2 |
0.7108 |
0.7108 |
0.7154 |
|
| S3 |
0.7035 |
0.7065 |
0.7147 |
|
| S4 |
0.6962 |
0.6992 |
0.7127 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7389 |
0.7269 |
|
| R3 |
0.7348 |
0.7323 |
0.7251 |
|
| R2 |
0.7282 |
0.7282 |
0.7245 |
|
| R1 |
0.7257 |
0.7257 |
0.7239 |
0.7270 |
| PP |
0.7216 |
0.7216 |
0.7216 |
0.7222 |
| S1 |
0.7191 |
0.7191 |
0.7227 |
0.7204 |
| S2 |
0.7150 |
0.7150 |
0.7221 |
|
| S3 |
0.7084 |
0.7125 |
0.7215 |
|
| S4 |
0.7018 |
0.7059 |
0.7197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7240 |
0.7152 |
0.0088 |
1.2% |
0.0056 |
0.8% |
17% |
False |
True |
41,004 |
| 10 |
0.7240 |
0.7143 |
0.0097 |
1.4% |
0.0050 |
0.7% |
25% |
False |
False |
41,220 |
| 20 |
0.7508 |
0.7143 |
0.0365 |
5.1% |
0.0059 |
0.8% |
7% |
False |
False |
47,792 |
| 40 |
0.7604 |
0.7143 |
0.0461 |
6.4% |
0.0051 |
0.7% |
5% |
False |
False |
24,444 |
| 60 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0056 |
0.8% |
4% |
False |
False |
16,354 |
| 80 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0056 |
0.8% |
4% |
False |
False |
12,298 |
| 100 |
0.7786 |
0.7143 |
0.0643 |
9.0% |
0.0058 |
0.8% |
4% |
False |
False |
9,865 |
| 120 |
0.7835 |
0.7143 |
0.0692 |
9.7% |
0.0055 |
0.8% |
3% |
False |
False |
8,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7535 |
|
2.618 |
0.7416 |
|
1.618 |
0.7343 |
|
1.000 |
0.7298 |
|
0.618 |
0.7270 |
|
HIGH |
0.7225 |
|
0.618 |
0.7197 |
|
0.500 |
0.7189 |
|
0.382 |
0.7180 |
|
LOW |
0.7152 |
|
0.618 |
0.7107 |
|
1.000 |
0.7079 |
|
1.618 |
0.7034 |
|
2.618 |
0.6961 |
|
4.250 |
0.6842 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7194 |
| PP |
0.7181 |
0.7185 |
| S1 |
0.7174 |
0.7176 |
|