CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7297 |
0.7386 |
0.0089 |
1.2% |
0.7256 |
| High |
0.7398 |
0.7405 |
0.0007 |
0.1% |
0.7405 |
| Low |
0.7284 |
0.7374 |
0.0090 |
1.2% |
0.7218 |
| Close |
0.7391 |
0.7394 |
0.0003 |
0.0% |
0.7394 |
| Range |
0.0114 |
0.0031 |
-0.0083 |
-72.8% |
0.0187 |
| ATR |
0.0081 |
0.0077 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
1,729 |
954 |
-775 |
-44.8% |
4,716 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7484 |
0.7470 |
0.7411 |
|
| R3 |
0.7453 |
0.7439 |
0.7403 |
|
| R2 |
0.7422 |
0.7422 |
0.7400 |
|
| R1 |
0.7408 |
0.7408 |
0.7397 |
0.7415 |
| PP |
0.7391 |
0.7391 |
0.7391 |
0.7395 |
| S1 |
0.7377 |
0.7377 |
0.7391 |
0.7384 |
| S2 |
0.7360 |
0.7360 |
0.7388 |
|
| S3 |
0.7329 |
0.7346 |
0.7385 |
|
| S4 |
0.7298 |
0.7315 |
0.7377 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7834 |
0.7497 |
|
| R3 |
0.7713 |
0.7647 |
0.7445 |
|
| R2 |
0.7526 |
0.7526 |
0.7428 |
|
| R1 |
0.7460 |
0.7460 |
0.7411 |
0.7493 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7356 |
| S1 |
0.7273 |
0.7273 |
0.7377 |
0.7306 |
| S2 |
0.7152 |
0.7152 |
0.7360 |
|
| S3 |
0.6965 |
0.7086 |
0.7343 |
|
| S4 |
0.6778 |
0.6899 |
0.7291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7405 |
0.7218 |
0.0187 |
2.5% |
0.0072 |
1.0% |
94% |
True |
False |
943 |
| 10 |
0.7405 |
0.7162 |
0.0243 |
3.3% |
0.0077 |
1.0% |
95% |
True |
False |
822 |
| 20 |
0.7405 |
0.7091 |
0.0314 |
4.2% |
0.0082 |
1.1% |
96% |
True |
False |
571 |
| 40 |
0.7405 |
0.6819 |
0.0586 |
7.9% |
0.0075 |
1.0% |
98% |
True |
False |
442 |
| 60 |
0.7496 |
0.6819 |
0.0677 |
9.2% |
0.0062 |
0.8% |
85% |
False |
False |
327 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.4% |
0.0055 |
0.7% |
68% |
False |
False |
257 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.0% |
0.0054 |
0.7% |
60% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7537 |
|
2.618 |
0.7486 |
|
1.618 |
0.7455 |
|
1.000 |
0.7436 |
|
0.618 |
0.7424 |
|
HIGH |
0.7405 |
|
0.618 |
0.7393 |
|
0.500 |
0.7390 |
|
0.382 |
0.7386 |
|
LOW |
0.7374 |
|
0.618 |
0.7355 |
|
1.000 |
0.7343 |
|
1.618 |
0.7324 |
|
2.618 |
0.7293 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7367 |
| PP |
0.7391 |
0.7339 |
| S1 |
0.7390 |
0.7312 |
|