CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7127 |
0.7149 |
0.0022 |
0.3% |
0.7072 |
| High |
0.7159 |
0.7190 |
0.0031 |
0.4% |
0.7170 |
| Low |
0.7088 |
0.7111 |
0.0023 |
0.3% |
0.6981 |
| Close |
0.7137 |
0.7177 |
0.0040 |
0.6% |
0.7137 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0189 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.0% |
0.0000 |
| Volume |
95,232 |
85,743 |
-9,489 |
-10.0% |
478,823 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7396 |
0.7366 |
0.7220 |
|
| R3 |
0.7317 |
0.7287 |
0.7199 |
|
| R2 |
0.7238 |
0.7238 |
0.7191 |
|
| R1 |
0.7208 |
0.7208 |
0.7184 |
0.7223 |
| PP |
0.7159 |
0.7159 |
0.7159 |
0.7167 |
| S1 |
0.7129 |
0.7129 |
0.7170 |
0.7144 |
| S2 |
0.7080 |
0.7080 |
0.7163 |
|
| S3 |
0.7001 |
0.7050 |
0.7155 |
|
| S4 |
0.6922 |
0.6971 |
0.7134 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7589 |
0.7241 |
|
| R3 |
0.7474 |
0.7400 |
0.7189 |
|
| R2 |
0.7285 |
0.7285 |
0.7172 |
|
| R1 |
0.7211 |
0.7211 |
0.7154 |
0.7248 |
| PP |
0.7096 |
0.7096 |
0.7096 |
0.7115 |
| S1 |
0.7022 |
0.7022 |
0.7120 |
0.7059 |
| S2 |
0.6907 |
0.6907 |
0.7102 |
|
| S3 |
0.6718 |
0.6833 |
0.7085 |
|
| S4 |
0.6529 |
0.6644 |
0.7033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7190 |
0.6981 |
0.0209 |
2.9% |
0.0089 |
1.2% |
94% |
True |
False |
98,166 |
| 10 |
0.7190 |
0.6809 |
0.0381 |
5.3% |
0.0094 |
1.3% |
97% |
True |
False |
105,189 |
| 20 |
0.7225 |
0.6809 |
0.0416 |
5.8% |
0.0083 |
1.2% |
88% |
False |
False |
93,545 |
| 40 |
0.7522 |
0.6809 |
0.0713 |
9.9% |
0.0070 |
1.0% |
52% |
False |
False |
68,958 |
| 60 |
0.7658 |
0.6809 |
0.0849 |
11.8% |
0.0062 |
0.9% |
43% |
False |
False |
46,262 |
| 80 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0063 |
0.9% |
38% |
False |
False |
34,741 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0061 |
0.8% |
38% |
False |
False |
27,819 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0062 |
0.9% |
38% |
False |
False |
23,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7526 |
|
2.618 |
0.7397 |
|
1.618 |
0.7318 |
|
1.000 |
0.7269 |
|
0.618 |
0.7239 |
|
HIGH |
0.7190 |
|
0.618 |
0.7160 |
|
0.500 |
0.7151 |
|
0.382 |
0.7141 |
|
LOW |
0.7111 |
|
0.618 |
0.7062 |
|
1.000 |
0.7032 |
|
1.618 |
0.6983 |
|
2.618 |
0.6904 |
|
4.250 |
0.6775 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7168 |
0.7163 |
| PP |
0.7159 |
0.7149 |
| S1 |
0.7151 |
0.7136 |
|