CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7316 |
0.7284 |
-0.0032 |
-0.4% |
0.7219 |
| High |
0.7325 |
0.7284 |
-0.0041 |
-0.6% |
0.7325 |
| Low |
0.7274 |
0.7225 |
-0.0049 |
-0.7% |
0.7191 |
| Close |
0.7279 |
0.7263 |
-0.0016 |
-0.2% |
0.7263 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.7% |
0.0134 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
680 |
598 |
-82 |
-12.1% |
2,869 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7408 |
0.7295 |
|
| R3 |
0.7375 |
0.7349 |
0.7279 |
|
| R2 |
0.7316 |
0.7316 |
0.7274 |
|
| R1 |
0.7290 |
0.7290 |
0.7268 |
0.7274 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7249 |
| S1 |
0.7231 |
0.7231 |
0.7258 |
0.7214 |
| S2 |
0.7198 |
0.7198 |
0.7252 |
|
| S3 |
0.7139 |
0.7172 |
0.7247 |
|
| S4 |
0.7080 |
0.7113 |
0.7231 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7662 |
0.7596 |
0.7337 |
|
| R3 |
0.7528 |
0.7462 |
0.7300 |
|
| R2 |
0.7394 |
0.7394 |
0.7288 |
|
| R1 |
0.7328 |
0.7328 |
0.7275 |
0.7361 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7276 |
| S1 |
0.7194 |
0.7194 |
0.7251 |
0.7227 |
| S2 |
0.7126 |
0.7126 |
0.7238 |
|
| S3 |
0.6992 |
0.7060 |
0.7226 |
|
| S4 |
0.6858 |
0.6926 |
0.7189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7325 |
0.7162 |
0.0163 |
2.2% |
0.0081 |
1.1% |
62% |
False |
False |
702 |
| 10 |
0.7325 |
0.7139 |
0.0186 |
2.6% |
0.0081 |
1.1% |
67% |
False |
False |
497 |
| 20 |
0.7327 |
0.6988 |
0.0339 |
4.7% |
0.0086 |
1.2% |
81% |
False |
False |
429 |
| 40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0070 |
1.0% |
87% |
False |
False |
336 |
| 60 |
0.7528 |
0.6819 |
0.0709 |
9.8% |
0.0058 |
0.8% |
63% |
False |
False |
254 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.6% |
0.0053 |
0.7% |
53% |
False |
False |
200 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.3% |
0.0051 |
0.7% |
46% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7535 |
|
2.618 |
0.7438 |
|
1.618 |
0.7379 |
|
1.000 |
0.7343 |
|
0.618 |
0.7320 |
|
HIGH |
0.7284 |
|
0.618 |
0.7261 |
|
0.500 |
0.7255 |
|
0.382 |
0.7248 |
|
LOW |
0.7225 |
|
0.618 |
0.7189 |
|
1.000 |
0.7166 |
|
1.618 |
0.7130 |
|
2.618 |
0.7071 |
|
4.250 |
0.6974 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7260 |
0.7263 |
| PP |
0.7257 |
0.7263 |
| S1 |
0.7255 |
0.7263 |
|