CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7253 |
0.7297 |
0.0044 |
0.6% |
0.7219 |
| High |
0.7309 |
0.7398 |
0.0089 |
1.2% |
0.7325 |
| Low |
0.7218 |
0.7284 |
0.0066 |
0.9% |
0.7191 |
| Close |
0.7294 |
0.7391 |
0.0097 |
1.3% |
0.7263 |
| Range |
0.0091 |
0.0114 |
0.0023 |
25.3% |
0.0134 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
946 |
1,729 |
783 |
82.8% |
2,869 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7659 |
0.7454 |
|
| R3 |
0.7586 |
0.7545 |
0.7422 |
|
| R2 |
0.7472 |
0.7472 |
0.7412 |
|
| R1 |
0.7431 |
0.7431 |
0.7401 |
0.7451 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7368 |
| S1 |
0.7317 |
0.7317 |
0.7381 |
0.7338 |
| S2 |
0.7244 |
0.7244 |
0.7370 |
|
| S3 |
0.7130 |
0.7203 |
0.7360 |
|
| S4 |
0.7016 |
0.7089 |
0.7328 |
|
|
| 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 |
0.7398 |
0.7218 |
0.0180 |
2.4% |
0.0078 |
1.1% |
96% |
True |
False |
872 |
| 10 |
0.7398 |
0.7139 |
0.0259 |
3.5% |
0.0080 |
1.1% |
97% |
True |
False |
773 |
| 20 |
0.7398 |
0.7085 |
0.0313 |
4.2% |
0.0084 |
1.1% |
98% |
True |
False |
539 |
| 40 |
0.7398 |
0.6819 |
0.0579 |
7.8% |
0.0076 |
1.0% |
99% |
True |
False |
421 |
| 60 |
0.7512 |
0.6819 |
0.0693 |
9.4% |
0.0062 |
0.8% |
83% |
False |
False |
315 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.4% |
0.0055 |
0.7% |
68% |
False |
False |
246 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.0% |
0.0054 |
0.7% |
59% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7696 |
|
1.618 |
0.7582 |
|
1.000 |
0.7512 |
|
0.618 |
0.7468 |
|
HIGH |
0.7398 |
|
0.618 |
0.7354 |
|
0.500 |
0.7341 |
|
0.382 |
0.7328 |
|
LOW |
0.7284 |
|
0.618 |
0.7214 |
|
1.000 |
0.7170 |
|
1.618 |
0.7100 |
|
2.618 |
0.6986 |
|
4.250 |
0.6800 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7374 |
0.7363 |
| PP |
0.7358 |
0.7336 |
| S1 |
0.7341 |
0.7308 |
|