CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7256 |
-0.0028 |
-0.4% |
0.7219 |
| High |
0.7284 |
0.7321 |
0.0037 |
0.5% |
0.7325 |
| Low |
0.7225 |
0.7254 |
0.0029 |
0.4% |
0.7191 |
| Close |
0.7263 |
0.7296 |
0.0033 |
0.5% |
0.7263 |
| Range |
0.0059 |
0.0067 |
0.0008 |
13.6% |
0.0134 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
598 |
650 |
52 |
8.7% |
2,869 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7491 |
0.7461 |
0.7333 |
|
| R3 |
0.7424 |
0.7394 |
0.7314 |
|
| R2 |
0.7357 |
0.7357 |
0.7308 |
|
| R1 |
0.7327 |
0.7327 |
0.7302 |
0.7342 |
| PP |
0.7290 |
0.7290 |
0.7290 |
0.7298 |
| S1 |
0.7260 |
0.7260 |
0.7290 |
0.7275 |
| S2 |
0.7223 |
0.7223 |
0.7284 |
|
| S3 |
0.7156 |
0.7193 |
0.7278 |
|
| S4 |
0.7089 |
0.7126 |
0.7259 |
|
|
| 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 |
0.7191 |
0.0134 |
1.8% |
0.0080 |
1.1% |
78% |
False |
False |
703 |
| 10 |
0.7325 |
0.7139 |
0.0186 |
2.5% |
0.0078 |
1.1% |
84% |
False |
False |
537 |
| 20 |
0.7327 |
0.6988 |
0.0339 |
4.6% |
0.0085 |
1.2% |
91% |
False |
False |
441 |
| 40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0072 |
1.0% |
94% |
False |
False |
348 |
| 60 |
0.7528 |
0.6819 |
0.0709 |
9.7% |
0.0059 |
0.8% |
67% |
False |
False |
264 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.6% |
0.0054 |
0.7% |
57% |
False |
False |
208 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.2% |
0.0052 |
0.7% |
49% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7606 |
|
2.618 |
0.7496 |
|
1.618 |
0.7429 |
|
1.000 |
0.7388 |
|
0.618 |
0.7362 |
|
HIGH |
0.7321 |
|
0.618 |
0.7295 |
|
0.500 |
0.7288 |
|
0.382 |
0.7280 |
|
LOW |
0.7254 |
|
0.618 |
0.7213 |
|
1.000 |
0.7187 |
|
1.618 |
0.7146 |
|
2.618 |
0.7079 |
|
4.250 |
0.6969 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7293 |
0.7289 |
| PP |
0.7290 |
0.7282 |
| S1 |
0.7288 |
0.7275 |
|