CME Canadian Dollar Future March 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 |
0.7054 |
0.7035 |
-0.0019 |
-0.3% |
0.7216 |
| High |
0.7109 |
0.7054 |
-0.0055 |
-0.8% |
0.7225 |
| Low |
0.7020 |
0.6986 |
-0.0034 |
-0.5% |
0.7052 |
| Close |
0.7031 |
0.7009 |
-0.0022 |
-0.3% |
0.7074 |
| Range |
0.0089 |
0.0068 |
-0.0021 |
-23.6% |
0.0173 |
| ATR |
0.0061 |
0.0061 |
0.0001 |
0.9% |
0.0000 |
| Volume |
73,683 |
77,693 |
4,010 |
5.4% |
361,445 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7220 |
0.7183 |
0.7046 |
|
| R3 |
0.7152 |
0.7115 |
0.7028 |
|
| R2 |
0.7084 |
0.7084 |
0.7021 |
|
| R1 |
0.7047 |
0.7047 |
0.7015 |
0.7032 |
| PP |
0.7016 |
0.7016 |
0.7016 |
0.7009 |
| S1 |
0.6979 |
0.6979 |
0.7003 |
0.6964 |
| S2 |
0.6948 |
0.6948 |
0.6997 |
|
| S3 |
0.6880 |
0.6911 |
0.6990 |
|
| S4 |
0.6812 |
0.6843 |
0.6972 |
|
|
| 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 |
0.7158 |
0.6986 |
0.0172 |
2.5% |
0.0071 |
1.0% |
13% |
False |
True |
75,353 |
| 10 |
0.7240 |
0.6986 |
0.0254 |
3.6% |
0.0065 |
0.9% |
9% |
False |
True |
62,109 |
| 20 |
0.7314 |
0.6986 |
0.0328 |
4.7% |
0.0060 |
0.9% |
7% |
False |
True |
55,770 |
| 40 |
0.7546 |
0.6986 |
0.0560 |
8.0% |
0.0055 |
0.8% |
4% |
False |
True |
35,403 |
| 60 |
0.7771 |
0.6986 |
0.0785 |
11.2% |
0.0057 |
0.8% |
3% |
False |
True |
23,667 |
| 80 |
0.7786 |
0.6986 |
0.0800 |
11.4% |
0.0058 |
0.8% |
3% |
False |
True |
17,786 |
| 100 |
0.7786 |
0.6986 |
0.0800 |
11.4% |
0.0059 |
0.8% |
3% |
False |
True |
14,258 |
| 120 |
0.7786 |
0.6986 |
0.0800 |
11.4% |
0.0057 |
0.8% |
3% |
False |
True |
11,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7343 |
|
2.618 |
0.7232 |
|
1.618 |
0.7164 |
|
1.000 |
0.7122 |
|
0.618 |
0.7096 |
|
HIGH |
0.7054 |
|
0.618 |
0.7028 |
|
0.500 |
0.7020 |
|
0.382 |
0.7012 |
|
LOW |
0.6986 |
|
0.618 |
0.6944 |
|
1.000 |
0.6918 |
|
1.618 |
0.6876 |
|
2.618 |
0.6808 |
|
4.250 |
0.6697 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7020 |
0.7050 |
| PP |
0.7016 |
0.7036 |
| S1 |
0.7013 |
0.7023 |
|