CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 20-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6869 |
0.6863 |
-0.0006 |
-0.1% |
0.7054 |
High |
0.6930 |
0.6908 |
-0.0022 |
-0.3% |
0.7109 |
Low |
0.6855 |
0.6809 |
-0.0046 |
-0.7% |
0.6871 |
Close |
0.6864 |
0.6896 |
0.0032 |
0.5% |
0.6878 |
Range |
0.0075 |
0.0099 |
0.0024 |
32.0% |
0.0238 |
ATR |
0.0065 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
Volume |
120,534 |
143,358 |
22,824 |
18.9% |
457,575 |
|
Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7168 |
0.7131 |
0.6950 |
|
R3 |
0.7069 |
0.7032 |
0.6923 |
|
R2 |
0.6970 |
0.6970 |
0.6914 |
|
R1 |
0.6933 |
0.6933 |
0.6905 |
0.6952 |
PP |
0.6871 |
0.6871 |
0.6871 |
0.6880 |
S1 |
0.6834 |
0.6834 |
0.6887 |
0.6853 |
S2 |
0.6772 |
0.6772 |
0.6878 |
|
S3 |
0.6673 |
0.6735 |
0.6869 |
|
S4 |
0.6574 |
0.6636 |
0.6842 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7510 |
0.7009 |
|
R3 |
0.7429 |
0.7272 |
0.6943 |
|
R2 |
0.7191 |
0.7191 |
0.6922 |
|
R1 |
0.7034 |
0.7034 |
0.6900 |
0.6994 |
PP |
0.6953 |
0.6953 |
0.6953 |
0.6932 |
S1 |
0.6796 |
0.6796 |
0.6856 |
0.6756 |
S2 |
0.6715 |
0.6715 |
0.6834 |
|
S3 |
0.6477 |
0.6558 |
0.6813 |
|
S4 |
0.6239 |
0.6320 |
0.6747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7049 |
0.6809 |
0.0240 |
3.5% |
0.0080 |
1.2% |
36% |
False |
True |
114,018 |
10 |
0.7158 |
0.6809 |
0.0349 |
5.1% |
0.0075 |
1.1% |
25% |
False |
True |
94,685 |
20 |
0.7240 |
0.6809 |
0.0431 |
6.3% |
0.0062 |
0.9% |
20% |
False |
True |
67,586 |
40 |
0.7528 |
0.6809 |
0.0719 |
10.4% |
0.0060 |
0.9% |
12% |
False |
True |
49,574 |
60 |
0.7665 |
0.6809 |
0.0856 |
12.4% |
0.0058 |
0.8% |
10% |
False |
True |
33,152 |
80 |
0.7786 |
0.6809 |
0.0977 |
14.2% |
0.0058 |
0.8% |
9% |
False |
True |
24,904 |
100 |
0.7786 |
0.6809 |
0.0977 |
14.2% |
0.0059 |
0.9% |
9% |
False |
True |
19,956 |
120 |
0.7786 |
0.6809 |
0.0977 |
14.2% |
0.0059 |
0.9% |
9% |
False |
True |
16,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7329 |
2.618 |
0.7167 |
1.618 |
0.7068 |
1.000 |
0.7007 |
0.618 |
0.6969 |
HIGH |
0.6908 |
0.618 |
0.6870 |
0.500 |
0.6859 |
0.382 |
0.6847 |
LOW |
0.6809 |
0.618 |
0.6748 |
1.000 |
0.6710 |
1.618 |
0.6649 |
2.618 |
0.6550 |
4.250 |
0.6388 |
|
|
Fisher Pivots for day following 20-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.6884 |
0.6894 |
PP |
0.6871 |
0.6892 |
S1 |
0.6859 |
0.6891 |
|