CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7196 |
0.7179 |
-0.0017 |
-0.2% |
0.7142 |
High |
0.7235 |
0.7206 |
-0.0029 |
-0.4% |
0.7327 |
Low |
0.7147 |
0.7139 |
-0.0008 |
-0.1% |
0.7096 |
Close |
0.7190 |
0.7180 |
-0.0010 |
-0.1% |
0.7201 |
Range |
0.0088 |
0.0067 |
-0.0021 |
-23.9% |
0.0231 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
308 |
460 |
152 |
49.4% |
1,653 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7376 |
0.7345 |
0.7217 |
|
R3 |
0.7309 |
0.7278 |
0.7198 |
|
R2 |
0.7242 |
0.7242 |
0.7192 |
|
R1 |
0.7211 |
0.7211 |
0.7186 |
0.7227 |
PP |
0.7175 |
0.7175 |
0.7175 |
0.7183 |
S1 |
0.7144 |
0.7144 |
0.7174 |
0.7160 |
S2 |
0.7108 |
0.7108 |
0.7168 |
|
S3 |
0.7041 |
0.7077 |
0.7162 |
|
S4 |
0.6974 |
0.7010 |
0.7143 |
|
|
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 |
0.7289 |
0.7139 |
0.0150 |
2.1% |
0.0082 |
1.1% |
27% |
False |
True |
292 |
10 |
0.7327 |
0.7091 |
0.0236 |
3.3% |
0.0086 |
1.2% |
38% |
False |
False |
319 |
20 |
0.7327 |
0.6819 |
0.0508 |
7.1% |
0.0086 |
1.2% |
71% |
False |
False |
341 |
40 |
0.7327 |
0.6819 |
0.0508 |
7.1% |
0.0066 |
0.9% |
71% |
False |
False |
262 |
60 |
0.7548 |
0.6819 |
0.0729 |
10.2% |
0.0053 |
0.7% |
50% |
False |
False |
197 |
80 |
0.7721 |
0.6819 |
0.0902 |
12.6% |
0.0052 |
0.7% |
40% |
False |
False |
159 |
100 |
0.7783 |
0.6819 |
0.0964 |
13.4% |
0.0049 |
0.7% |
37% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7491 |
2.618 |
0.7381 |
1.618 |
0.7314 |
1.000 |
0.7273 |
0.618 |
0.7247 |
HIGH |
0.7206 |
0.618 |
0.7180 |
0.500 |
0.7173 |
0.382 |
0.7165 |
LOW |
0.7139 |
0.618 |
0.7098 |
1.000 |
0.7072 |
1.618 |
0.7031 |
2.618 |
0.6964 |
4.250 |
0.6854 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7178 |
0.7197 |
PP |
0.7175 |
0.7191 |
S1 |
0.7173 |
0.7186 |
|