CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6962 |
0.6973 |
0.0011 |
0.2% |
0.7066 |
| High |
0.6974 |
0.6973 |
-0.0001 |
0.0% |
0.7105 |
| Low |
0.6952 |
0.6877 |
-0.0075 |
-1.1% |
0.6877 |
| Close |
0.6972 |
0.6883 |
-0.0089 |
-1.3% |
0.6883 |
| Range |
0.0022 |
0.0096 |
0.0074 |
336.4% |
0.0228 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.6% |
0.0000 |
| Volume |
281 |
374 |
93 |
33.1% |
2,324 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7199 |
0.7137 |
0.6936 |
|
| R3 |
0.7103 |
0.7041 |
0.6909 |
|
| R2 |
0.7007 |
0.7007 |
0.6901 |
|
| R1 |
0.6945 |
0.6945 |
0.6892 |
0.6928 |
| PP |
0.6911 |
0.6911 |
0.6911 |
0.6903 |
| S1 |
0.6849 |
0.6849 |
0.6874 |
0.6832 |
| S2 |
0.6815 |
0.6815 |
0.6865 |
|
| S3 |
0.6719 |
0.6753 |
0.6857 |
|
| S4 |
0.6623 |
0.6657 |
0.6830 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7489 |
0.7008 |
|
| R3 |
0.7411 |
0.7261 |
0.6946 |
|
| R2 |
0.7183 |
0.7183 |
0.6925 |
|
| R1 |
0.7033 |
0.7033 |
0.6904 |
0.6994 |
| PP |
0.6955 |
0.6955 |
0.6955 |
0.6936 |
| S1 |
0.6805 |
0.6805 |
0.6862 |
0.6766 |
| S2 |
0.6727 |
0.6727 |
0.6841 |
|
| S3 |
0.6499 |
0.6577 |
0.6820 |
|
| S4 |
0.6271 |
0.6349 |
0.6758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7105 |
0.6877 |
0.0228 |
3.3% |
0.0069 |
1.0% |
3% |
False |
True |
464 |
| 10 |
0.7205 |
0.6877 |
0.0328 |
4.8% |
0.0059 |
0.9% |
2% |
False |
True |
315 |
| 20 |
0.7246 |
0.6877 |
0.0369 |
5.4% |
0.0049 |
0.7% |
2% |
False |
True |
206 |
| 40 |
0.7548 |
0.6877 |
0.0671 |
9.7% |
0.0039 |
0.6% |
1% |
False |
True |
139 |
| 60 |
0.7701 |
0.6877 |
0.0824 |
12.0% |
0.0041 |
0.6% |
1% |
False |
True |
106 |
| 80 |
0.7783 |
0.6877 |
0.0906 |
13.2% |
0.0041 |
0.6% |
1% |
False |
True |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7381 |
|
2.618 |
0.7224 |
|
1.618 |
0.7128 |
|
1.000 |
0.7069 |
|
0.618 |
0.7032 |
|
HIGH |
0.6973 |
|
0.618 |
0.6936 |
|
0.500 |
0.6925 |
|
0.382 |
0.6914 |
|
LOW |
0.6877 |
|
0.618 |
0.6818 |
|
1.000 |
0.6781 |
|
1.618 |
0.6722 |
|
2.618 |
0.6626 |
|
4.250 |
0.6469 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6925 |
0.6964 |
| PP |
0.6911 |
0.6937 |
| S1 |
0.6897 |
0.6910 |
|