CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6909 |
0.7011 |
0.0102 |
1.5% |
0.6867 |
| High |
0.7030 |
0.7085 |
0.0055 |
0.8% |
0.7085 |
| Low |
0.6884 |
0.6997 |
0.0113 |
1.6% |
0.6819 |
| Close |
0.7005 |
0.7069 |
0.0064 |
0.9% |
0.7069 |
| Range |
0.0146 |
0.0088 |
-0.0058 |
-39.7% |
0.0266 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.9% |
0.0000 |
| Volume |
391 |
406 |
15 |
3.8% |
1,514 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7280 |
0.7117 |
|
| R3 |
0.7226 |
0.7192 |
0.7093 |
|
| R2 |
0.7138 |
0.7138 |
0.7085 |
|
| R1 |
0.7104 |
0.7104 |
0.7077 |
0.7121 |
| PP |
0.7050 |
0.7050 |
0.7050 |
0.7059 |
| S1 |
0.7016 |
0.7016 |
0.7061 |
0.7033 |
| S2 |
0.6962 |
0.6962 |
0.7053 |
|
| S3 |
0.6874 |
0.6928 |
0.7045 |
|
| S4 |
0.6786 |
0.6840 |
0.7021 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7695 |
0.7215 |
|
| R3 |
0.7523 |
0.7429 |
0.7142 |
|
| R2 |
0.7257 |
0.7257 |
0.7118 |
|
| R1 |
0.7163 |
0.7163 |
0.7093 |
0.7210 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.7015 |
| S1 |
0.6897 |
0.6897 |
0.7045 |
0.6944 |
| S2 |
0.6725 |
0.6725 |
0.7020 |
|
| S3 |
0.6459 |
0.6631 |
0.6996 |
|
| S4 |
0.6193 |
0.6365 |
0.6923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7085 |
0.6819 |
0.0266 |
3.8% |
0.0095 |
1.3% |
94% |
True |
False |
377 |
| 10 |
0.7108 |
0.6819 |
0.0289 |
4.1% |
0.0077 |
1.1% |
87% |
False |
False |
395 |
| 20 |
0.7241 |
0.6819 |
0.0422 |
6.0% |
0.0059 |
0.8% |
59% |
False |
False |
256 |
| 40 |
0.7528 |
0.6819 |
0.0709 |
10.0% |
0.0046 |
0.7% |
35% |
False |
False |
176 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
11.9% |
0.0043 |
0.6% |
30% |
False |
False |
130 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.6% |
0.0044 |
0.6% |
26% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7315 |
|
1.618 |
0.7227 |
|
1.000 |
0.7173 |
|
0.618 |
0.7139 |
|
HIGH |
0.7085 |
|
0.618 |
0.7051 |
|
0.500 |
0.7041 |
|
0.382 |
0.7031 |
|
LOW |
0.6997 |
|
0.618 |
0.6943 |
|
1.000 |
0.6909 |
|
1.618 |
0.6855 |
|
2.618 |
0.6767 |
|
4.250 |
0.6623 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7060 |
0.7030 |
| PP |
0.7050 |
0.6991 |
| S1 |
0.7041 |
0.6952 |
|