CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7100 |
0.7128 |
0.0028 |
0.4% |
0.7074 |
| High |
0.7166 |
0.7160 |
-0.0006 |
-0.1% |
0.7166 |
| Low |
0.7085 |
0.7091 |
0.0006 |
0.1% |
0.6988 |
| Close |
0.7120 |
0.7139 |
0.0019 |
0.3% |
0.7139 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0178 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
325 |
332 |
7 |
2.2% |
1,797 |
|
| Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7337 |
0.7307 |
0.7177 |
|
| R3 |
0.7268 |
0.7238 |
0.7158 |
|
| R2 |
0.7199 |
0.7199 |
0.7152 |
|
| R1 |
0.7169 |
0.7169 |
0.7145 |
0.7184 |
| PP |
0.7130 |
0.7130 |
0.7130 |
0.7138 |
| S1 |
0.7100 |
0.7100 |
0.7133 |
0.7115 |
| S2 |
0.7061 |
0.7061 |
0.7126 |
|
| S3 |
0.6992 |
0.7031 |
0.7120 |
|
| S4 |
0.6923 |
0.6962 |
0.7101 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7563 |
0.7237 |
|
| R3 |
0.7454 |
0.7385 |
0.7188 |
|
| R2 |
0.7276 |
0.7276 |
0.7172 |
|
| R1 |
0.7207 |
0.7207 |
0.7155 |
0.7242 |
| PP |
0.7098 |
0.7098 |
0.7098 |
0.7115 |
| S1 |
0.7029 |
0.7029 |
0.7123 |
0.7064 |
| S2 |
0.6920 |
0.6920 |
0.7106 |
|
| S3 |
0.6742 |
0.6851 |
0.7090 |
|
| S4 |
0.6564 |
0.6673 |
0.7041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7166 |
0.6988 |
0.0178 |
2.5% |
0.0085 |
1.2% |
85% |
False |
False |
359 |
| 10 |
0.7166 |
0.6819 |
0.0347 |
4.9% |
0.0090 |
1.3% |
92% |
False |
False |
368 |
| 20 |
0.7236 |
0.6819 |
0.0417 |
5.8% |
0.0071 |
1.0% |
77% |
False |
False |
324 |
| 40 |
0.7496 |
0.6819 |
0.0677 |
9.5% |
0.0054 |
0.8% |
47% |
False |
False |
213 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
11.8% |
0.0046 |
0.6% |
38% |
False |
False |
157 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.5% |
0.0047 |
0.7% |
33% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7453 |
|
2.618 |
0.7341 |
|
1.618 |
0.7272 |
|
1.000 |
0.7229 |
|
0.618 |
0.7203 |
|
HIGH |
0.7160 |
|
0.618 |
0.7134 |
|
0.500 |
0.7126 |
|
0.382 |
0.7117 |
|
LOW |
0.7091 |
|
0.618 |
0.7048 |
|
1.000 |
0.7022 |
|
1.618 |
0.6979 |
|
2.618 |
0.6910 |
|
4.250 |
0.6798 |
|
|
| Fisher Pivots for day following 29-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7135 |
0.7132 |
| PP |
0.7130 |
0.7124 |
| S1 |
0.7126 |
0.7117 |
|