CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7011 |
0.7074 |
0.0063 |
0.9% |
0.6867 |
High |
0.7085 |
0.7077 |
-0.0008 |
-0.1% |
0.7085 |
Low |
0.6997 |
0.7000 |
0.0003 |
0.0% |
0.6819 |
Close |
0.7069 |
0.7029 |
-0.0040 |
-0.6% |
0.7069 |
Range |
0.0088 |
0.0077 |
-0.0011 |
-12.5% |
0.0266 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.4% |
0.0000 |
Volume |
406 |
159 |
-247 |
-60.8% |
1,514 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7266 |
0.7225 |
0.7071 |
|
R3 |
0.7189 |
0.7148 |
0.7050 |
|
R2 |
0.7112 |
0.7112 |
0.7043 |
|
R1 |
0.7071 |
0.7071 |
0.7036 |
0.7053 |
PP |
0.7035 |
0.7035 |
0.7035 |
0.7027 |
S1 |
0.6994 |
0.6994 |
0.7022 |
0.6976 |
S2 |
0.6958 |
0.6958 |
0.7015 |
|
S3 |
0.6881 |
0.6917 |
0.7008 |
|
S4 |
0.6804 |
0.6840 |
0.6987 |
|
|
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% |
0.0091 |
1.3% |
79% |
False |
False |
334 |
10 |
0.7105 |
0.6819 |
0.0286 |
4.1% |
0.0080 |
1.1% |
73% |
False |
False |
399 |
20 |
0.7241 |
0.6819 |
0.0422 |
6.0% |
0.0061 |
0.9% |
50% |
False |
False |
261 |
40 |
0.7528 |
0.6819 |
0.0709 |
10.1% |
0.0047 |
0.7% |
30% |
False |
False |
179 |
60 |
0.7662 |
0.6819 |
0.0843 |
12.0% |
0.0044 |
0.6% |
25% |
False |
False |
132 |
80 |
0.7783 |
0.6819 |
0.0964 |
13.7% |
0.0045 |
0.6% |
22% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7404 |
2.618 |
0.7279 |
1.618 |
0.7202 |
1.000 |
0.7154 |
0.618 |
0.7125 |
HIGH |
0.7077 |
0.618 |
0.7048 |
0.500 |
0.7039 |
0.382 |
0.7029 |
LOW |
0.7000 |
0.618 |
0.6952 |
1.000 |
0.6923 |
1.618 |
0.6875 |
2.618 |
0.6798 |
4.250 |
0.6673 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7039 |
0.7014 |
PP |
0.7035 |
0.6999 |
S1 |
0.7032 |
0.6985 |
|