CME Canadian Dollar Future June 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 |
0.7066 |
0.7035 |
-0.0031 |
-0.4% |
0.7202 |
| High |
0.7105 |
0.7050 |
-0.0055 |
-0.8% |
0.7205 |
| Low |
0.7025 |
0.6995 |
-0.0030 |
-0.4% |
0.7058 |
| Close |
0.7035 |
0.7014 |
-0.0021 |
-0.3% |
0.7077 |
| Range |
0.0080 |
0.0055 |
-0.0025 |
-31.3% |
0.0147 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
781 |
664 |
-117 |
-15.0% |
831 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7185 |
0.7154 |
0.7044 |
|
| R3 |
0.7130 |
0.7099 |
0.7029 |
|
| R2 |
0.7075 |
0.7075 |
0.7024 |
|
| R1 |
0.7044 |
0.7044 |
0.7019 |
0.7032 |
| PP |
0.7020 |
0.7020 |
0.7020 |
0.7014 |
| S1 |
0.6989 |
0.6989 |
0.7009 |
0.6977 |
| S2 |
0.6965 |
0.6965 |
0.7004 |
|
| S3 |
0.6910 |
0.6934 |
0.6999 |
|
| S4 |
0.6855 |
0.6879 |
0.6984 |
|
|
| 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 |
0.7156 |
0.6995 |
0.0161 |
2.3% |
0.0059 |
0.8% |
12% |
False |
True |
410 |
| 10 |
0.7241 |
0.6995 |
0.0246 |
3.5% |
0.0051 |
0.7% |
8% |
False |
True |
253 |
| 20 |
0.7294 |
0.6995 |
0.0299 |
4.3% |
0.0043 |
0.6% |
6% |
False |
True |
179 |
| 40 |
0.7548 |
0.6995 |
0.0553 |
7.9% |
0.0035 |
0.5% |
3% |
False |
True |
121 |
| 60 |
0.7750 |
0.6995 |
0.0755 |
10.8% |
0.0039 |
0.6% |
3% |
False |
True |
94 |
| 80 |
0.7783 |
0.6995 |
0.0788 |
11.2% |
0.0040 |
0.6% |
2% |
False |
True |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7284 |
|
2.618 |
0.7194 |
|
1.618 |
0.7139 |
|
1.000 |
0.7105 |
|
0.618 |
0.7084 |
|
HIGH |
0.7050 |
|
0.618 |
0.7029 |
|
0.500 |
0.7023 |
|
0.382 |
0.7016 |
|
LOW |
0.6995 |
|
0.618 |
0.6961 |
|
1.000 |
0.6940 |
|
1.618 |
0.6906 |
|
2.618 |
0.6851 |
|
4.250 |
0.6761 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7023 |
0.7052 |
| PP |
0.7020 |
0.7039 |
| S1 |
0.7017 |
0.7027 |
|