CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6867 |
0.6862 |
-0.0005 |
-0.1% |
0.7066 |
| High |
0.6921 |
0.6907 |
-0.0014 |
-0.2% |
0.7105 |
| Low |
0.6865 |
0.6819 |
-0.0046 |
-0.7% |
0.6877 |
| Close |
0.6869 |
0.6899 |
0.0030 |
0.4% |
0.6883 |
| Range |
0.0056 |
0.0088 |
0.0032 |
57.1% |
0.0228 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.6% |
0.0000 |
| Volume |
185 |
532 |
347 |
187.6% |
2,324 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7139 |
0.7107 |
0.6947 |
|
| R3 |
0.7051 |
0.7019 |
0.6923 |
|
| R2 |
0.6963 |
0.6963 |
0.6915 |
|
| R1 |
0.6931 |
0.6931 |
0.6907 |
0.6947 |
| PP |
0.6875 |
0.6875 |
0.6875 |
0.6883 |
| S1 |
0.6843 |
0.6843 |
0.6891 |
0.6859 |
| S2 |
0.6787 |
0.6787 |
0.6883 |
|
| S3 |
0.6699 |
0.6755 |
0.6875 |
|
| S4 |
0.6611 |
0.6667 |
0.6851 |
|
|
| 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 |
0.6819 |
0.0231 |
3.3% |
0.0070 |
1.0% |
35% |
False |
True |
319 |
| 10 |
0.7156 |
0.6819 |
0.0337 |
4.9% |
0.0065 |
0.9% |
24% |
False |
True |
364 |
| 20 |
0.7241 |
0.6819 |
0.0422 |
6.1% |
0.0049 |
0.7% |
19% |
False |
True |
231 |
| 40 |
0.7528 |
0.6819 |
0.0709 |
10.3% |
0.0041 |
0.6% |
11% |
False |
True |
156 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
12.2% |
0.0041 |
0.6% |
9% |
False |
True |
118 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
14.0% |
0.0041 |
0.6% |
8% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7281 |
|
2.618 |
0.7137 |
|
1.618 |
0.7049 |
|
1.000 |
0.6995 |
|
0.618 |
0.6961 |
|
HIGH |
0.6907 |
|
0.618 |
0.6873 |
|
0.500 |
0.6863 |
|
0.382 |
0.6853 |
|
LOW |
0.6819 |
|
0.618 |
0.6765 |
|
1.000 |
0.6731 |
|
1.618 |
0.6677 |
|
2.618 |
0.6589 |
|
4.250 |
0.6445 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6887 |
0.6898 |
| PP |
0.6875 |
0.6897 |
| S1 |
0.6863 |
0.6896 |
|