CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7142 |
0.7161 |
0.0019 |
0.3% |
0.7074 |
High |
0.7190 |
0.7166 |
-0.0024 |
-0.3% |
0.7166 |
Low |
0.7115 |
0.7106 |
-0.0009 |
-0.1% |
0.6988 |
Close |
0.7179 |
0.7132 |
-0.0047 |
-0.7% |
0.7139 |
Range |
0.0075 |
0.0060 |
-0.0015 |
-20.0% |
0.0178 |
ATR |
0.0071 |
0.0071 |
0.0000 |
0.2% |
0.0000 |
Volume |
288 |
112 |
-176 |
-61.1% |
1,797 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7315 |
0.7283 |
0.7165 |
|
R3 |
0.7255 |
0.7223 |
0.7149 |
|
R2 |
0.7195 |
0.7195 |
0.7143 |
|
R1 |
0.7163 |
0.7163 |
0.7138 |
0.7149 |
PP |
0.7135 |
0.7135 |
0.7135 |
0.7128 |
S1 |
0.7103 |
0.7103 |
0.7127 |
0.7089 |
S2 |
0.7075 |
0.7075 |
0.7121 |
|
S3 |
0.7015 |
0.7043 |
0.7116 |
|
S4 |
0.6955 |
0.6983 |
0.7099 |
|
|
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 |
0.7067 |
0.0123 |
1.7% |
0.0070 |
1.0% |
53% |
False |
False |
280 |
10 |
0.7190 |
0.6819 |
0.0371 |
5.2% |
0.0088 |
1.2% |
84% |
False |
False |
352 |
20 |
0.7190 |
0.6819 |
0.0371 |
5.2% |
0.0074 |
1.0% |
84% |
False |
False |
334 |
40 |
0.7492 |
0.6819 |
0.0673 |
9.4% |
0.0057 |
0.8% |
47% |
False |
False |
222 |
60 |
0.7603 |
0.6819 |
0.0784 |
11.0% |
0.0047 |
0.7% |
40% |
False |
False |
160 |
80 |
0.7783 |
0.6819 |
0.0964 |
13.5% |
0.0048 |
0.7% |
32% |
False |
False |
130 |
100 |
0.7783 |
0.6819 |
0.0964 |
13.5% |
0.0045 |
0.6% |
32% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7421 |
2.618 |
0.7323 |
1.618 |
0.7263 |
1.000 |
0.7226 |
0.618 |
0.7203 |
HIGH |
0.7166 |
0.618 |
0.7143 |
0.500 |
0.7136 |
0.382 |
0.7129 |
LOW |
0.7106 |
0.618 |
0.7069 |
1.000 |
0.7046 |
1.618 |
0.7009 |
2.618 |
0.6949 |
4.250 |
0.6851 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7136 |
0.7141 |
PP |
0.7135 |
0.7138 |
S1 |
0.7133 |
0.7135 |
|