CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7030 |
0.6962 |
-0.0068 |
-1.0% |
0.7202 |
| High |
0.7050 |
0.6974 |
-0.0076 |
-1.1% |
0.7205 |
| Low |
0.6960 |
0.6952 |
-0.0008 |
-0.1% |
0.7058 |
| Close |
0.6969 |
0.6972 |
0.0003 |
0.0% |
0.7077 |
| Range |
0.0090 |
0.0022 |
-0.0068 |
-75.6% |
0.0147 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
224 |
281 |
57 |
25.4% |
831 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7032 |
0.7024 |
0.6984 |
|
| R3 |
0.7010 |
0.7002 |
0.6978 |
|
| R2 |
0.6988 |
0.6988 |
0.6976 |
|
| R1 |
0.6980 |
0.6980 |
0.6974 |
0.6984 |
| PP |
0.6966 |
0.6966 |
0.6966 |
0.6968 |
| S1 |
0.6958 |
0.6958 |
0.6970 |
0.6962 |
| S2 |
0.6944 |
0.6944 |
0.6968 |
|
| S3 |
0.6922 |
0.6936 |
0.6966 |
|
| S4 |
0.6900 |
0.6914 |
0.6960 |
|
|
| 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 |
0.7108 |
0.6952 |
0.0156 |
2.2% |
0.0059 |
0.9% |
13% |
False |
True |
412 |
| 10 |
0.7236 |
0.6952 |
0.0284 |
4.1% |
0.0053 |
0.8% |
7% |
False |
True |
280 |
| 20 |
0.7280 |
0.6952 |
0.0328 |
4.7% |
0.0047 |
0.7% |
6% |
False |
True |
190 |
| 40 |
0.7548 |
0.6952 |
0.0596 |
8.5% |
0.0036 |
0.5% |
3% |
False |
True |
131 |
| 60 |
0.7721 |
0.6952 |
0.0769 |
11.0% |
0.0040 |
0.6% |
3% |
False |
True |
103 |
| 80 |
0.7783 |
0.6952 |
0.0831 |
11.9% |
0.0040 |
0.6% |
2% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7068 |
|
2.618 |
0.7032 |
|
1.618 |
0.7010 |
|
1.000 |
0.6996 |
|
0.618 |
0.6988 |
|
HIGH |
0.6974 |
|
0.618 |
0.6966 |
|
0.500 |
0.6963 |
|
0.382 |
0.6960 |
|
LOW |
0.6952 |
|
0.618 |
0.6938 |
|
1.000 |
0.6930 |
|
1.618 |
0.6916 |
|
2.618 |
0.6894 |
|
4.250 |
0.6859 |
|
|
| Fisher Pivots for day following 14-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6969 |
0.7001 |
| PP |
0.6966 |
0.6991 |
| S1 |
0.6963 |
0.6982 |
|