CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6894 |
0.7009 |
0.0115 |
1.7% |
0.6869 |
High |
0.7028 |
0.7085 |
0.0057 |
0.8% |
0.7085 |
Low |
0.6877 |
0.6992 |
0.0115 |
1.7% |
0.6809 |
Close |
0.7003 |
0.7066 |
0.0063 |
0.9% |
0.7066 |
Range |
0.0151 |
0.0093 |
-0.0058 |
-38.4% |
0.0276 |
ATR |
0.0073 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
Volume |
123,481 |
99,955 |
-23,526 |
-19.1% |
487,328 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7327 |
0.7289 |
0.7117 |
|
R3 |
0.7234 |
0.7196 |
0.7092 |
|
R2 |
0.7141 |
0.7141 |
0.7083 |
|
R1 |
0.7103 |
0.7103 |
0.7075 |
0.7122 |
PP |
0.7048 |
0.7048 |
0.7048 |
0.7057 |
S1 |
0.7010 |
0.7010 |
0.7057 |
0.7029 |
S2 |
0.6955 |
0.6955 |
0.7049 |
|
S3 |
0.6862 |
0.6917 |
0.7040 |
|
S4 |
0.6769 |
0.6824 |
0.7015 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7815 |
0.7716 |
0.7218 |
|
R3 |
0.7539 |
0.7440 |
0.7142 |
|
R2 |
0.7263 |
0.7263 |
0.7117 |
|
R1 |
0.7164 |
0.7164 |
0.7091 |
0.7214 |
PP |
0.6987 |
0.6987 |
0.6987 |
0.7011 |
S1 |
0.6888 |
0.6888 |
0.7041 |
0.6938 |
S2 |
0.6711 |
0.6711 |
0.7015 |
|
S3 |
0.6435 |
0.6612 |
0.6990 |
|
S4 |
0.6159 |
0.6336 |
0.6914 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7085 |
0.6809 |
0.0276 |
3.9% |
0.0104 |
1.5% |
93% |
True |
False |
120,561 |
10 |
0.7113 |
0.6809 |
0.0304 |
4.3% |
0.0086 |
1.2% |
85% |
False |
False |
101,194 |
20 |
0.7240 |
0.6809 |
0.0431 |
6.1% |
0.0071 |
1.0% |
60% |
False |
False |
75,152 |
40 |
0.7528 |
0.6809 |
0.0719 |
10.2% |
0.0064 |
0.9% |
36% |
False |
False |
55,084 |
60 |
0.7665 |
0.6809 |
0.0856 |
12.1% |
0.0060 |
0.8% |
30% |
False |
False |
36,871 |
80 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0060 |
0.9% |
26% |
False |
False |
27,694 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0060 |
0.9% |
26% |
False |
False |
22,189 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0060 |
0.9% |
26% |
False |
False |
18,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7480 |
2.618 |
0.7328 |
1.618 |
0.7235 |
1.000 |
0.7178 |
0.618 |
0.7142 |
HIGH |
0.7085 |
0.618 |
0.7049 |
0.500 |
0.7039 |
0.382 |
0.7028 |
LOW |
0.6992 |
0.618 |
0.6935 |
1.000 |
0.6899 |
1.618 |
0.6842 |
2.618 |
0.6749 |
4.250 |
0.6597 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7057 |
0.7026 |
PP |
0.7048 |
0.6987 |
S1 |
0.7039 |
0.6947 |
|