CME Canadian Dollar Future June 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 |
0.7204 |
0.7202 |
-0.0002 |
0.0% |
0.7220 |
| High |
0.7236 |
0.7205 |
-0.0031 |
-0.4% |
0.7241 |
| Low |
0.7204 |
0.7158 |
-0.0046 |
-0.6% |
0.7178 |
| Close |
0.7236 |
0.7170 |
-0.0066 |
-0.9% |
0.7236 |
| Range |
0.0032 |
0.0047 |
0.0015 |
46.9% |
0.0063 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
6.1% |
0.0000 |
| Volume |
27 |
172 |
145 |
537.0% |
297 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7319 |
0.7291 |
0.7196 |
|
| R3 |
0.7272 |
0.7244 |
0.7183 |
|
| R2 |
0.7225 |
0.7225 |
0.7179 |
|
| R1 |
0.7197 |
0.7197 |
0.7174 |
0.7188 |
| PP |
0.7178 |
0.7178 |
0.7178 |
0.7173 |
| S1 |
0.7150 |
0.7150 |
0.7166 |
0.7140 |
| S2 |
0.7131 |
0.7131 |
0.7161 |
|
| S3 |
0.7084 |
0.7103 |
0.7157 |
|
| S4 |
0.7037 |
0.7056 |
0.7144 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7407 |
0.7385 |
0.7271 |
|
| R3 |
0.7344 |
0.7322 |
0.7253 |
|
| R2 |
0.7281 |
0.7281 |
0.7248 |
|
| R1 |
0.7259 |
0.7259 |
0.7242 |
0.7270 |
| PP |
0.7218 |
0.7218 |
0.7218 |
0.7224 |
| S1 |
0.7196 |
0.7196 |
0.7230 |
0.7207 |
| S2 |
0.7155 |
0.7155 |
0.7224 |
|
| S3 |
0.7092 |
0.7133 |
0.7219 |
|
| S4 |
0.7029 |
0.7070 |
0.7201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7241 |
0.7158 |
0.0083 |
1.2% |
0.0040 |
0.6% |
14% |
False |
True |
93 |
| 10 |
0.7241 |
0.7150 |
0.0091 |
1.3% |
0.0035 |
0.5% |
22% |
False |
False |
98 |
| 20 |
0.7492 |
0.7150 |
0.0342 |
4.8% |
0.0039 |
0.6% |
6% |
False |
False |
109 |
| 40 |
0.7603 |
0.7150 |
0.0453 |
6.3% |
0.0033 |
0.5% |
4% |
False |
False |
74 |
| 60 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0039 |
0.5% |
3% |
False |
False |
62 |
| 80 |
0.7783 |
0.7150 |
0.0633 |
8.8% |
0.0038 |
0.5% |
3% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7405 |
|
2.618 |
0.7328 |
|
1.618 |
0.7281 |
|
1.000 |
0.7252 |
|
0.618 |
0.7234 |
|
HIGH |
0.7205 |
|
0.618 |
0.7187 |
|
0.500 |
0.7182 |
|
0.382 |
0.7176 |
|
LOW |
0.7158 |
|
0.618 |
0.7129 |
|
1.000 |
0.7111 |
|
1.618 |
0.7082 |
|
2.618 |
0.7035 |
|
4.250 |
0.6958 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7182 |
0.7197 |
| PP |
0.7178 |
0.7188 |
| S1 |
0.7174 |
0.7179 |
|