CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6862 |
0.6909 |
0.0047 |
0.7% |
0.7066 |
| High |
0.6907 |
0.7030 |
0.0123 |
1.8% |
0.7105 |
| Low |
0.6819 |
0.6884 |
0.0065 |
1.0% |
0.6877 |
| Close |
0.6899 |
0.7005 |
0.0106 |
1.5% |
0.6883 |
| Range |
0.0088 |
0.0146 |
0.0058 |
65.9% |
0.0228 |
| ATR |
0.0056 |
0.0062 |
0.0006 |
11.5% |
0.0000 |
| Volume |
532 |
391 |
-141 |
-26.5% |
2,324 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7411 |
0.7354 |
0.7085 |
|
| R3 |
0.7265 |
0.7208 |
0.7045 |
|
| R2 |
0.7119 |
0.7119 |
0.7032 |
|
| R1 |
0.7062 |
0.7062 |
0.7018 |
0.7091 |
| PP |
0.6973 |
0.6973 |
0.6973 |
0.6987 |
| S1 |
0.6916 |
0.6916 |
0.6992 |
0.6945 |
| S2 |
0.6827 |
0.6827 |
0.6978 |
|
| S3 |
0.6681 |
0.6770 |
0.6965 |
|
| S4 |
0.6535 |
0.6624 |
0.6925 |
|
|
| 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 |
0.7030 |
0.6819 |
0.0211 |
3.0% |
0.0082 |
1.2% |
88% |
True |
False |
352 |
| 10 |
0.7117 |
0.6819 |
0.0298 |
4.3% |
0.0073 |
1.0% |
62% |
False |
False |
381 |
| 20 |
0.7241 |
0.6819 |
0.0422 |
6.0% |
0.0055 |
0.8% |
44% |
False |
False |
243 |
| 40 |
0.7528 |
0.6819 |
0.0709 |
10.1% |
0.0045 |
0.6% |
26% |
False |
False |
166 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
12.0% |
0.0042 |
0.6% |
22% |
False |
False |
124 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.8% |
0.0043 |
0.6% |
19% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7651 |
|
2.618 |
0.7412 |
|
1.618 |
0.7266 |
|
1.000 |
0.7176 |
|
0.618 |
0.7120 |
|
HIGH |
0.7030 |
|
0.618 |
0.6974 |
|
0.500 |
0.6957 |
|
0.382 |
0.6940 |
|
LOW |
0.6884 |
|
0.618 |
0.6794 |
|
1.000 |
0.6738 |
|
1.618 |
0.6648 |
|
2.618 |
0.6502 |
|
4.250 |
0.6264 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6989 |
0.6978 |
| PP |
0.6973 |
0.6951 |
| S1 |
0.6957 |
0.6925 |
|