CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7256 |
0.7297 |
0.0041 |
0.6% |
0.7219 |
| High |
0.7321 |
0.7297 |
-0.0024 |
-0.3% |
0.7325 |
| Low |
0.7254 |
0.7238 |
-0.0016 |
-0.2% |
0.7191 |
| Close |
0.7296 |
0.7270 |
-0.0026 |
-0.4% |
0.7263 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.9% |
0.0134 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
650 |
437 |
-213 |
-32.8% |
2,869 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7445 |
0.7417 |
0.7302 |
|
| R3 |
0.7386 |
0.7358 |
0.7286 |
|
| R2 |
0.7327 |
0.7327 |
0.7281 |
|
| R1 |
0.7299 |
0.7299 |
0.7275 |
0.7284 |
| PP |
0.7268 |
0.7268 |
0.7268 |
0.7261 |
| S1 |
0.7240 |
0.7240 |
0.7265 |
0.7225 |
| S2 |
0.7209 |
0.7209 |
0.7259 |
|
| S3 |
0.7150 |
0.7181 |
0.7254 |
|
| S4 |
0.7091 |
0.7122 |
0.7238 |
|
|
| 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 |
0.7201 |
0.0124 |
1.7% |
0.0070 |
1.0% |
56% |
False |
False |
634 |
| 10 |
0.7325 |
0.7139 |
0.0186 |
2.6% |
0.0077 |
1.1% |
70% |
False |
False |
559 |
| 20 |
0.7327 |
0.6988 |
0.0339 |
4.7% |
0.0084 |
1.1% |
83% |
False |
False |
455 |
| 40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0073 |
1.0% |
89% |
False |
False |
358 |
| 60 |
0.7528 |
0.6819 |
0.0709 |
9.8% |
0.0059 |
0.8% |
64% |
False |
False |
271 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.6% |
0.0054 |
0.7% |
53% |
False |
False |
213 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.3% |
0.0052 |
0.7% |
47% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7451 |
|
1.618 |
0.7392 |
|
1.000 |
0.7356 |
|
0.618 |
0.7333 |
|
HIGH |
0.7297 |
|
0.618 |
0.7274 |
|
0.500 |
0.7268 |
|
0.382 |
0.7261 |
|
LOW |
0.7238 |
|
0.618 |
0.7202 |
|
1.000 |
0.7179 |
|
1.618 |
0.7143 |
|
2.618 |
0.7084 |
|
4.250 |
0.6987 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7269 |
0.7273 |
| PP |
0.7268 |
0.7272 |
| S1 |
0.7268 |
0.7271 |
|