CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7178 |
0.7196 |
0.0018 |
0.3% |
0.7142 |
| High |
0.7255 |
0.7235 |
-0.0020 |
-0.3% |
0.7327 |
| Low |
0.7168 |
0.7147 |
-0.0021 |
-0.3% |
0.7096 |
| Close |
0.7200 |
0.7190 |
-0.0010 |
-0.1% |
0.7201 |
| Range |
0.0087 |
0.0088 |
0.0001 |
1.1% |
0.0231 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.8% |
0.0000 |
| Volume |
228 |
308 |
80 |
35.1% |
1,653 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7455 |
0.7410 |
0.7238 |
|
| R3 |
0.7367 |
0.7322 |
0.7214 |
|
| R2 |
0.7279 |
0.7279 |
0.7206 |
|
| R1 |
0.7234 |
0.7234 |
0.7198 |
0.7213 |
| PP |
0.7191 |
0.7191 |
0.7191 |
0.7180 |
| S1 |
0.7146 |
0.7146 |
0.7182 |
0.7125 |
| S2 |
0.7103 |
0.7103 |
0.7174 |
|
| S3 |
0.7015 |
0.7058 |
0.7166 |
|
| S4 |
0.6927 |
0.6970 |
0.7142 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7782 |
0.7328 |
|
| R3 |
0.7670 |
0.7551 |
0.7265 |
|
| R2 |
0.7439 |
0.7439 |
0.7243 |
|
| R1 |
0.7320 |
0.7320 |
0.7222 |
0.7380 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7238 |
| S1 |
0.7089 |
0.7089 |
0.7180 |
0.7149 |
| S2 |
0.6977 |
0.6977 |
0.7159 |
|
| S3 |
0.6746 |
0.6858 |
0.7137 |
|
| S4 |
0.6515 |
0.6627 |
0.7074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7327 |
0.7147 |
0.0180 |
2.5% |
0.0084 |
1.2% |
24% |
False |
True |
326 |
| 10 |
0.7327 |
0.7085 |
0.0242 |
3.4% |
0.0088 |
1.2% |
43% |
False |
False |
306 |
| 20 |
0.7327 |
0.6819 |
0.0508 |
7.1% |
0.0087 |
1.2% |
73% |
False |
False |
329 |
| 40 |
0.7327 |
0.6819 |
0.0508 |
7.1% |
0.0065 |
0.9% |
73% |
False |
False |
254 |
| 60 |
0.7548 |
0.6819 |
0.0729 |
10.1% |
0.0052 |
0.7% |
51% |
False |
False |
190 |
| 80 |
0.7750 |
0.6819 |
0.0931 |
12.9% |
0.0051 |
0.7% |
40% |
False |
False |
153 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.4% |
0.0050 |
0.7% |
38% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7465 |
|
1.618 |
0.7377 |
|
1.000 |
0.7323 |
|
0.618 |
0.7289 |
|
HIGH |
0.7235 |
|
0.618 |
0.7201 |
|
0.500 |
0.7191 |
|
0.382 |
0.7181 |
|
LOW |
0.7147 |
|
0.618 |
0.7093 |
|
1.000 |
0.7059 |
|
1.618 |
0.7005 |
|
2.618 |
0.6917 |
|
4.250 |
0.6773 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7191 |
0.7201 |
| PP |
0.7191 |
0.7197 |
| S1 |
0.7190 |
0.7194 |
|