CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7106 |
0.7083 |
-0.0023 |
-0.3% |
0.7216 |
| High |
0.7118 |
0.7113 |
-0.0005 |
-0.1% |
0.7225 |
| Low |
0.7057 |
0.7052 |
-0.0005 |
-0.1% |
0.7052 |
| Close |
0.7100 |
0.7074 |
-0.0026 |
-0.4% |
0.7074 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0173 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
87,378 |
67,043 |
-20,335 |
-23.3% |
361,445 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7263 |
0.7229 |
0.7108 |
|
| R3 |
0.7202 |
0.7168 |
0.7091 |
|
| R2 |
0.7141 |
0.7141 |
0.7085 |
|
| R1 |
0.7107 |
0.7107 |
0.7080 |
0.7094 |
| PP |
0.7080 |
0.7080 |
0.7080 |
0.7073 |
| S1 |
0.7046 |
0.7046 |
0.7068 |
0.7033 |
| S2 |
0.7019 |
0.7019 |
0.7063 |
|
| S3 |
0.6958 |
0.6985 |
0.7057 |
|
| S4 |
0.6897 |
0.6924 |
0.7040 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7528 |
0.7169 |
|
| R3 |
0.7463 |
0.7355 |
0.7122 |
|
| R2 |
0.7290 |
0.7290 |
0.7106 |
|
| R1 |
0.7182 |
0.7182 |
0.7090 |
0.7150 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7101 |
| S1 |
0.7009 |
0.7009 |
0.7058 |
0.6977 |
| S2 |
0.6944 |
0.6944 |
0.7042 |
|
| S3 |
0.6771 |
0.6836 |
0.7026 |
|
| S4 |
0.6598 |
0.6663 |
0.6979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7225 |
0.7052 |
0.0173 |
2.4% |
0.0066 |
0.9% |
13% |
False |
True |
72,289 |
| 10 |
0.7240 |
0.7052 |
0.0188 |
2.7% |
0.0057 |
0.8% |
12% |
False |
True |
51,133 |
| 20 |
0.7390 |
0.7052 |
0.0338 |
4.8% |
0.0059 |
0.8% |
7% |
False |
True |
55,548 |
| 40 |
0.7558 |
0.7052 |
0.0506 |
7.2% |
0.0053 |
0.7% |
4% |
False |
True |
31,627 |
| 60 |
0.7786 |
0.7052 |
0.0734 |
10.4% |
0.0056 |
0.8% |
3% |
False |
True |
21,153 |
| 80 |
0.7786 |
0.7052 |
0.0734 |
10.4% |
0.0057 |
0.8% |
3% |
False |
True |
15,897 |
| 100 |
0.7786 |
0.7052 |
0.0734 |
10.4% |
0.0058 |
0.8% |
3% |
False |
True |
12,748 |
| 120 |
0.7786 |
0.7052 |
0.0734 |
10.4% |
0.0056 |
0.8% |
3% |
False |
True |
10,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7273 |
|
1.618 |
0.7212 |
|
1.000 |
0.7174 |
|
0.618 |
0.7151 |
|
HIGH |
0.7113 |
|
0.618 |
0.7090 |
|
0.500 |
0.7083 |
|
0.382 |
0.7075 |
|
LOW |
0.7052 |
|
0.618 |
0.7014 |
|
1.000 |
0.6991 |
|
1.618 |
0.6953 |
|
2.618 |
0.6892 |
|
4.250 |
0.6793 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7083 |
0.7105 |
| PP |
0.7080 |
0.7095 |
| S1 |
0.7077 |
0.7084 |
|