CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7179 |
0.7184 |
0.0005 |
0.1% |
0.7209 |
High |
0.7206 |
0.7236 |
0.0030 |
0.4% |
0.7255 |
Low |
0.7139 |
0.7162 |
0.0023 |
0.3% |
0.7139 |
Close |
0.7180 |
0.7225 |
0.0045 |
0.6% |
0.7225 |
Range |
0.0067 |
0.0074 |
0.0007 |
10.4% |
0.0116 |
ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
Volume |
460 |
644 |
184 |
40.0% |
1,855 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7430 |
0.7401 |
0.7266 |
|
R3 |
0.7356 |
0.7327 |
0.7245 |
|
R2 |
0.7282 |
0.7282 |
0.7239 |
|
R1 |
0.7253 |
0.7253 |
0.7232 |
0.7267 |
PP |
0.7208 |
0.7208 |
0.7208 |
0.7215 |
S1 |
0.7179 |
0.7179 |
0.7218 |
0.7194 |
S2 |
0.7134 |
0.7134 |
0.7211 |
|
S3 |
0.7060 |
0.7105 |
0.7205 |
|
S4 |
0.6986 |
0.7031 |
0.7184 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7554 |
0.7506 |
0.7289 |
|
R3 |
0.7438 |
0.7390 |
0.7257 |
|
R2 |
0.7322 |
0.7322 |
0.7246 |
|
R1 |
0.7274 |
0.7274 |
0.7236 |
0.7298 |
PP |
0.7206 |
0.7206 |
0.7206 |
0.7219 |
S1 |
0.7158 |
0.7158 |
0.7214 |
0.7182 |
S2 |
0.7090 |
0.7090 |
0.7204 |
|
S3 |
0.6974 |
0.7042 |
0.7193 |
|
S4 |
0.6858 |
0.6926 |
0.7161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7255 |
0.7139 |
0.0116 |
1.6% |
0.0077 |
1.1% |
74% |
False |
False |
371 |
10 |
0.7327 |
0.7096 |
0.0231 |
3.2% |
0.0087 |
1.2% |
56% |
False |
False |
350 |
20 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0088 |
1.2% |
80% |
False |
False |
359 |
40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0068 |
0.9% |
80% |
False |
False |
275 |
60 |
0.7548 |
0.6819 |
0.0729 |
10.1% |
0.0054 |
0.7% |
56% |
False |
False |
207 |
80 |
0.7721 |
0.6819 |
0.0902 |
12.5% |
0.0052 |
0.7% |
45% |
False |
False |
167 |
100 |
0.7783 |
0.6819 |
0.0964 |
13.3% |
0.0050 |
0.7% |
42% |
False |
False |
136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7550 |
2.618 |
0.7430 |
1.618 |
0.7356 |
1.000 |
0.7310 |
0.618 |
0.7282 |
HIGH |
0.7236 |
0.618 |
0.7208 |
0.500 |
0.7199 |
0.382 |
0.7190 |
LOW |
0.7162 |
0.618 |
0.7116 |
1.000 |
0.7088 |
1.618 |
0.7042 |
2.618 |
0.6968 |
4.250 |
0.6848 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7216 |
0.7213 |
PP |
0.7208 |
0.7200 |
S1 |
0.7199 |
0.7188 |
|