CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7074 |
0.7007 |
-0.0067 |
-0.9% |
0.6867 |
| High |
0.7077 |
0.7120 |
0.0043 |
0.6% |
0.7085 |
| Low |
0.7000 |
0.6988 |
-0.0012 |
-0.2% |
0.6819 |
| Close |
0.7029 |
0.7103 |
0.0074 |
1.1% |
0.7069 |
| Range |
0.0077 |
0.0132 |
0.0055 |
71.4% |
0.0266 |
| ATR |
0.0065 |
0.0070 |
0.0005 |
7.3% |
0.0000 |
| Volume |
159 |
635 |
476 |
299.4% |
1,514 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7417 |
0.7176 |
|
| R3 |
0.7334 |
0.7285 |
0.7139 |
|
| R2 |
0.7202 |
0.7202 |
0.7127 |
|
| R1 |
0.7153 |
0.7153 |
0.7115 |
0.7178 |
| PP |
0.7070 |
0.7070 |
0.7070 |
0.7083 |
| S1 |
0.7021 |
0.7021 |
0.7091 |
0.7046 |
| S2 |
0.6938 |
0.6938 |
0.7079 |
|
| S3 |
0.6806 |
0.6889 |
0.7067 |
|
| S4 |
0.6674 |
0.6757 |
0.7030 |
|
|
| 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 |
0.7120 |
0.6819 |
0.0301 |
4.2% |
0.0106 |
1.5% |
94% |
True |
False |
424 |
| 10 |
0.7120 |
0.6819 |
0.0301 |
4.2% |
0.0085 |
1.2% |
94% |
True |
False |
385 |
| 20 |
0.7241 |
0.6819 |
0.0422 |
5.9% |
0.0067 |
0.9% |
67% |
False |
False |
288 |
| 40 |
0.7528 |
0.6819 |
0.0709 |
10.0% |
0.0050 |
0.7% |
40% |
False |
False |
194 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
11.9% |
0.0045 |
0.6% |
34% |
False |
False |
142 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.6% |
0.0046 |
0.6% |
29% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7466 |
|
1.618 |
0.7334 |
|
1.000 |
0.7252 |
|
0.618 |
0.7202 |
|
HIGH |
0.7120 |
|
0.618 |
0.7070 |
|
0.500 |
0.7054 |
|
0.382 |
0.7038 |
|
LOW |
0.6988 |
|
0.618 |
0.6906 |
|
1.000 |
0.6856 |
|
1.618 |
0.6774 |
|
2.618 |
0.6642 |
|
4.250 |
0.6427 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7087 |
0.7087 |
| PP |
0.7070 |
0.7070 |
| S1 |
0.7054 |
0.7054 |
|