CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6973 |
0.6867 |
-0.0106 |
-1.5% |
0.7066 |
| High |
0.6973 |
0.6921 |
-0.0052 |
-0.7% |
0.7105 |
| Low |
0.6877 |
0.6865 |
-0.0012 |
-0.2% |
0.6877 |
| Close |
0.6883 |
0.6869 |
-0.0014 |
-0.2% |
0.6883 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0228 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
374 |
185 |
-189 |
-50.5% |
2,324 |
|
| Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7053 |
0.7017 |
0.6900 |
|
| R3 |
0.6997 |
0.6961 |
0.6884 |
|
| R2 |
0.6941 |
0.6941 |
0.6879 |
|
| R1 |
0.6905 |
0.6905 |
0.6874 |
0.6923 |
| PP |
0.6885 |
0.6885 |
0.6885 |
0.6894 |
| S1 |
0.6849 |
0.6849 |
0.6864 |
0.6867 |
| S2 |
0.6829 |
0.6829 |
0.6859 |
|
| S3 |
0.6773 |
0.6793 |
0.6854 |
|
| S4 |
0.6717 |
0.6737 |
0.6838 |
|
|
| 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 |
0.7050 |
0.6865 |
0.0185 |
2.7% |
0.0064 |
0.9% |
2% |
False |
True |
345 |
| 10 |
0.7182 |
0.6865 |
0.0317 |
4.6% |
0.0060 |
0.9% |
1% |
False |
True |
316 |
| 20 |
0.7241 |
0.6865 |
0.0376 |
5.5% |
0.0048 |
0.7% |
1% |
False |
True |
207 |
| 40 |
0.7548 |
0.6865 |
0.0683 |
9.9% |
0.0040 |
0.6% |
1% |
False |
True |
143 |
| 60 |
0.7662 |
0.6865 |
0.0797 |
11.6% |
0.0040 |
0.6% |
1% |
False |
True |
109 |
| 80 |
0.7783 |
0.6865 |
0.0918 |
13.4% |
0.0041 |
0.6% |
0% |
False |
True |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7159 |
|
2.618 |
0.7068 |
|
1.618 |
0.7012 |
|
1.000 |
0.6977 |
|
0.618 |
0.6956 |
|
HIGH |
0.6921 |
|
0.618 |
0.6900 |
|
0.500 |
0.6893 |
|
0.382 |
0.6886 |
|
LOW |
0.6865 |
|
0.618 |
0.6830 |
|
1.000 |
0.6809 |
|
1.618 |
0.6774 |
|
2.618 |
0.6718 |
|
4.250 |
0.6627 |
|
|
| Fisher Pivots for day following 19-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6893 |
0.6920 |
| PP |
0.6885 |
0.6903 |
| S1 |
0.6877 |
0.6886 |
|