CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 01-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7128 |
0.7142 |
0.0014 |
0.2% |
0.7074 |
| High |
0.7160 |
0.7190 |
0.0030 |
0.4% |
0.7166 |
| Low |
0.7091 |
0.7115 |
0.0024 |
0.3% |
0.6988 |
| Close |
0.7139 |
0.7179 |
0.0040 |
0.6% |
0.7139 |
| Range |
0.0069 |
0.0075 |
0.0006 |
8.7% |
0.0178 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.5% |
0.0000 |
| Volume |
332 |
288 |
-44 |
-13.3% |
1,797 |
|
| Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7386 |
0.7358 |
0.7220 |
|
| R3 |
0.7311 |
0.7283 |
0.7200 |
|
| R2 |
0.7236 |
0.7236 |
0.7193 |
|
| R1 |
0.7208 |
0.7208 |
0.7186 |
0.7222 |
| PP |
0.7161 |
0.7161 |
0.7161 |
0.7169 |
| S1 |
0.7133 |
0.7133 |
0.7172 |
0.7147 |
| S2 |
0.7086 |
0.7086 |
0.7165 |
|
| S3 |
0.7011 |
0.7058 |
0.7158 |
|
| S4 |
0.6936 |
0.6983 |
0.7138 |
|
|
| 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 |
0.7190 |
0.6988 |
0.0202 |
2.8% |
0.0084 |
1.2% |
95% |
True |
False |
385 |
| 10 |
0.7190 |
0.6819 |
0.0371 |
5.2% |
0.0088 |
1.2% |
97% |
True |
False |
359 |
| 20 |
0.7205 |
0.6819 |
0.0386 |
5.4% |
0.0074 |
1.0% |
93% |
False |
False |
337 |
| 40 |
0.7496 |
0.6819 |
0.0677 |
9.4% |
0.0055 |
0.8% |
53% |
False |
False |
220 |
| 60 |
0.7637 |
0.6819 |
0.0818 |
11.4% |
0.0047 |
0.6% |
44% |
False |
False |
161 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.4% |
0.0048 |
0.7% |
37% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7509 |
|
2.618 |
0.7386 |
|
1.618 |
0.7311 |
|
1.000 |
0.7265 |
|
0.618 |
0.7236 |
|
HIGH |
0.7190 |
|
0.618 |
0.7161 |
|
0.500 |
0.7153 |
|
0.382 |
0.7144 |
|
LOW |
0.7115 |
|
0.618 |
0.7069 |
|
1.000 |
0.7040 |
|
1.618 |
0.6994 |
|
2.618 |
0.6919 |
|
4.250 |
0.6796 |
|
|
| Fisher Pivots for day following 01-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7170 |
0.7165 |
| PP |
0.7161 |
0.7151 |
| S1 |
0.7153 |
0.7138 |
|