CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 07-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7156 |
0.7104 |
-0.0052 |
-0.7% |
0.7220 |
High |
0.7156 |
0.7117 |
-0.0039 |
-0.5% |
0.7241 |
Low |
0.7094 |
0.7068 |
-0.0026 |
-0.4% |
0.7178 |
Close |
0.7094 |
0.7103 |
0.0009 |
0.1% |
0.7236 |
Range |
0.0062 |
0.0049 |
-0.0013 |
-21.0% |
0.0063 |
ATR |
0.0046 |
0.0046 |
0.0000 |
0.5% |
0.0000 |
Volume |
226 |
266 |
40 |
17.7% |
297 |
|
Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7243 |
0.7222 |
0.7130 |
|
R3 |
0.7194 |
0.7173 |
0.7116 |
|
R2 |
0.7145 |
0.7145 |
0.7112 |
|
R1 |
0.7124 |
0.7124 |
0.7107 |
0.7110 |
PP |
0.7096 |
0.7096 |
0.7096 |
0.7089 |
S1 |
0.7075 |
0.7075 |
0.7099 |
0.7061 |
S2 |
0.7047 |
0.7047 |
0.7094 |
|
S3 |
0.6998 |
0.7026 |
0.7090 |
|
S4 |
0.6949 |
0.6977 |
0.7076 |
|
|
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 |
0.7236 |
0.7068 |
0.0168 |
2.4% |
0.0047 |
0.7% |
21% |
False |
True |
149 |
10 |
0.7241 |
0.7068 |
0.0173 |
2.4% |
0.0041 |
0.6% |
20% |
False |
True |
117 |
20 |
0.7396 |
0.7068 |
0.0328 |
4.6% |
0.0041 |
0.6% |
11% |
False |
True |
122 |
40 |
0.7557 |
0.7068 |
0.0489 |
6.9% |
0.0033 |
0.5% |
7% |
False |
True |
84 |
60 |
0.7783 |
0.7068 |
0.0715 |
10.1% |
0.0039 |
0.6% |
5% |
False |
True |
71 |
80 |
0.7783 |
0.7068 |
0.0715 |
10.1% |
0.0039 |
0.5% |
5% |
False |
True |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7325 |
2.618 |
0.7245 |
1.618 |
0.7196 |
1.000 |
0.7166 |
0.618 |
0.7147 |
HIGH |
0.7117 |
0.618 |
0.7098 |
0.500 |
0.7093 |
0.382 |
0.7087 |
LOW |
0.7068 |
0.618 |
0.7038 |
1.000 |
0.7019 |
1.618 |
0.6989 |
2.618 |
0.6940 |
4.250 |
0.6860 |
|
|
Fisher Pivots for day following 07-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7100 |
0.7125 |
PP |
0.7096 |
0.7118 |
S1 |
0.7093 |
0.7110 |
|