CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7092 |
0.7066 |
-0.0026 |
-0.4% |
0.7202 |
| High |
0.7108 |
0.7105 |
-0.0003 |
0.0% |
0.7205 |
| Low |
0.7058 |
0.7025 |
-0.0033 |
-0.5% |
0.7058 |
| Close |
0.7077 |
0.7035 |
-0.0042 |
-0.6% |
0.7077 |
| Range |
0.0050 |
0.0080 |
0.0030 |
60.0% |
0.0147 |
| ATR |
0.0046 |
0.0049 |
0.0002 |
5.2% |
0.0000 |
| Volume |
113 |
781 |
668 |
591.2% |
831 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7295 |
0.7245 |
0.7079 |
|
| R3 |
0.7215 |
0.7165 |
0.7057 |
|
| R2 |
0.7135 |
0.7135 |
0.7050 |
|
| R1 |
0.7085 |
0.7085 |
0.7042 |
0.7070 |
| PP |
0.7055 |
0.7055 |
0.7055 |
0.7048 |
| S1 |
0.7005 |
0.7005 |
0.7028 |
0.6990 |
| S2 |
0.6975 |
0.6975 |
0.7020 |
|
| S3 |
0.6895 |
0.6925 |
0.7013 |
|
| S4 |
0.6815 |
0.6845 |
0.6991 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7463 |
0.7158 |
|
| R3 |
0.7407 |
0.7316 |
0.7117 |
|
| R2 |
0.7260 |
0.7260 |
0.7104 |
|
| R1 |
0.7169 |
0.7169 |
0.7090 |
0.7141 |
| PP |
0.7113 |
0.7113 |
0.7113 |
0.7100 |
| S1 |
0.7022 |
0.7022 |
0.7064 |
0.6994 |
| S2 |
0.6966 |
0.6966 |
0.7050 |
|
| S3 |
0.6819 |
0.6875 |
0.7037 |
|
| S4 |
0.6672 |
0.6728 |
0.6996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7182 |
0.7025 |
0.0157 |
2.2% |
0.0057 |
0.8% |
6% |
False |
True |
288 |
| 10 |
0.7241 |
0.7025 |
0.0216 |
3.1% |
0.0048 |
0.7% |
5% |
False |
True |
190 |
| 20 |
0.7339 |
0.7025 |
0.0314 |
4.5% |
0.0044 |
0.6% |
3% |
False |
True |
157 |
| 40 |
0.7557 |
0.7025 |
0.0532 |
7.6% |
0.0035 |
0.5% |
2% |
False |
True |
104 |
| 60 |
0.7783 |
0.7025 |
0.0758 |
10.8% |
0.0039 |
0.6% |
1% |
False |
True |
84 |
| 80 |
0.7783 |
0.7025 |
0.0758 |
10.8% |
0.0040 |
0.6% |
1% |
False |
True |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7445 |
|
2.618 |
0.7314 |
|
1.618 |
0.7234 |
|
1.000 |
0.7185 |
|
0.618 |
0.7154 |
|
HIGH |
0.7105 |
|
0.618 |
0.7074 |
|
0.500 |
0.7065 |
|
0.382 |
0.7056 |
|
LOW |
0.7025 |
|
0.618 |
0.6976 |
|
1.000 |
0.6945 |
|
1.618 |
0.6896 |
|
2.618 |
0.6816 |
|
4.250 |
0.6685 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7065 |
0.7071 |
| PP |
0.7055 |
0.7059 |
| S1 |
0.7045 |
0.7047 |
|