CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 24-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7297 |
0.7253 |
-0.0044 |
-0.6% |
0.7219 |
High |
0.7297 |
0.7309 |
0.0012 |
0.2% |
0.7325 |
Low |
0.7238 |
0.7218 |
-0.0020 |
-0.3% |
0.7191 |
Close |
0.7270 |
0.7294 |
0.0024 |
0.3% |
0.7263 |
Range |
0.0059 |
0.0091 |
0.0032 |
54.2% |
0.0134 |
ATR |
0.0077 |
0.0078 |
0.0001 |
1.3% |
0.0000 |
Volume |
437 |
946 |
509 |
116.5% |
2,869 |
|
Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7547 |
0.7511 |
0.7344 |
|
R3 |
0.7456 |
0.7420 |
0.7319 |
|
R2 |
0.7365 |
0.7365 |
0.7311 |
|
R1 |
0.7329 |
0.7329 |
0.7302 |
0.7347 |
PP |
0.7274 |
0.7274 |
0.7274 |
0.7283 |
S1 |
0.7238 |
0.7238 |
0.7286 |
0.7256 |
S2 |
0.7183 |
0.7183 |
0.7277 |
|
S3 |
0.7092 |
0.7147 |
0.7269 |
|
S4 |
0.7001 |
0.7056 |
0.7244 |
|
|
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 |
0.7218 |
0.0107 |
1.5% |
0.0065 |
0.9% |
71% |
False |
True |
662 |
10 |
0.7325 |
0.7139 |
0.0186 |
2.6% |
0.0078 |
1.1% |
83% |
False |
False |
631 |
20 |
0.7327 |
0.7067 |
0.0260 |
3.6% |
0.0082 |
1.1% |
87% |
False |
False |
470 |
40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0074 |
1.0% |
94% |
False |
False |
379 |
60 |
0.7528 |
0.6819 |
0.0709 |
9.7% |
0.0061 |
0.8% |
67% |
False |
False |
286 |
80 |
0.7662 |
0.6819 |
0.0843 |
11.6% |
0.0054 |
0.7% |
56% |
False |
False |
224 |
100 |
0.7783 |
0.6819 |
0.0964 |
13.2% |
0.0053 |
0.7% |
49% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7696 |
2.618 |
0.7547 |
1.618 |
0.7456 |
1.000 |
0.7400 |
0.618 |
0.7365 |
HIGH |
0.7309 |
0.618 |
0.7274 |
0.500 |
0.7264 |
0.382 |
0.7253 |
LOW |
0.7218 |
0.618 |
0.7162 |
1.000 |
0.7127 |
1.618 |
0.7071 |
2.618 |
0.6980 |
4.250 |
0.6831 |
|
|
Fisher Pivots for day following 24-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7284 |
0.7286 |
PP |
0.7274 |
0.7278 |
S1 |
0.7264 |
0.7270 |
|