CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 13-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7035 |
0.7030 |
-0.0005 |
-0.1% |
0.7202 |
| High |
0.7050 |
0.7050 |
0.0000 |
0.0% |
0.7205 |
| Low |
0.6995 |
0.6960 |
-0.0035 |
-0.5% |
0.7058 |
| Close |
0.7014 |
0.6969 |
-0.0045 |
-0.6% |
0.7077 |
| Range |
0.0055 |
0.0090 |
0.0035 |
63.6% |
0.0147 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.9% |
0.0000 |
| Volume |
664 |
224 |
-440 |
-66.3% |
831 |
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7263 |
0.7206 |
0.7019 |
|
| R3 |
0.7173 |
0.7116 |
0.6994 |
|
| R2 |
0.7083 |
0.7083 |
0.6986 |
|
| R1 |
0.7026 |
0.7026 |
0.6977 |
0.7010 |
| PP |
0.6993 |
0.6993 |
0.6993 |
0.6985 |
| S1 |
0.6936 |
0.6936 |
0.6961 |
0.6920 |
| S2 |
0.6903 |
0.6903 |
0.6953 |
|
| S3 |
0.6813 |
0.6846 |
0.6944 |
|
| S4 |
0.6723 |
0.6756 |
0.6920 |
|
|
| 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 |
0.7117 |
0.6960 |
0.0157 |
2.3% |
0.0065 |
0.9% |
6% |
False |
True |
409 |
| 10 |
0.7236 |
0.6960 |
0.0276 |
4.0% |
0.0054 |
0.8% |
3% |
False |
True |
265 |
| 20 |
0.7294 |
0.6960 |
0.0334 |
4.8% |
0.0047 |
0.7% |
3% |
False |
True |
184 |
| 40 |
0.7548 |
0.6960 |
0.0588 |
8.4% |
0.0037 |
0.5% |
2% |
False |
True |
126 |
| 60 |
0.7721 |
0.6960 |
0.0761 |
10.9% |
0.0040 |
0.6% |
1% |
False |
True |
98 |
| 80 |
0.7783 |
0.6960 |
0.0823 |
11.8% |
0.0040 |
0.6% |
1% |
False |
True |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7433 |
|
2.618 |
0.7286 |
|
1.618 |
0.7196 |
|
1.000 |
0.7140 |
|
0.618 |
0.7106 |
|
HIGH |
0.7050 |
|
0.618 |
0.7016 |
|
0.500 |
0.7005 |
|
0.382 |
0.6994 |
|
LOW |
0.6960 |
|
0.618 |
0.6904 |
|
1.000 |
0.6870 |
|
1.618 |
0.6814 |
|
2.618 |
0.6724 |
|
4.250 |
0.6578 |
|
|
| Fisher Pivots for day following 13-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7005 |
0.7033 |
| PP |
0.6993 |
0.7011 |
| S1 |
0.6981 |
0.6990 |
|