CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7072 |
0.6999 |
-0.0073 |
-1.0% |
0.6869 |
High |
0.7079 |
0.7120 |
0.0041 |
0.6% |
0.7085 |
Low |
0.6996 |
0.6981 |
-0.0015 |
-0.2% |
0.6809 |
Close |
0.7027 |
0.7101 |
0.0074 |
1.1% |
0.7066 |
Range |
0.0083 |
0.0139 |
0.0056 |
67.5% |
0.0276 |
ATR |
0.0075 |
0.0080 |
0.0005 |
6.0% |
0.0000 |
Volume |
73,736 |
99,162 |
25,426 |
34.5% |
487,328 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7484 |
0.7432 |
0.7177 |
|
R3 |
0.7345 |
0.7293 |
0.7139 |
|
R2 |
0.7206 |
0.7206 |
0.7126 |
|
R1 |
0.7154 |
0.7154 |
0.7114 |
0.7180 |
PP |
0.7067 |
0.7067 |
0.7067 |
0.7081 |
S1 |
0.7015 |
0.7015 |
0.7088 |
0.7041 |
S2 |
0.6928 |
0.6928 |
0.7076 |
|
S3 |
0.6789 |
0.6876 |
0.7063 |
|
S4 |
0.6650 |
0.6737 |
0.7025 |
|
|
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 |
0.7120 |
0.6809 |
0.0311 |
4.4% |
0.0113 |
1.6% |
94% |
True |
False |
107,938 |
10 |
0.7120 |
0.6809 |
0.0311 |
4.4% |
0.0094 |
1.3% |
94% |
True |
False |
104,411 |
20 |
0.7240 |
0.6809 |
0.0431 |
6.1% |
0.0078 |
1.1% |
68% |
False |
False |
80,559 |
40 |
0.7525 |
0.6809 |
0.0716 |
10.1% |
0.0068 |
1.0% |
41% |
False |
False |
59,326 |
60 |
0.7665 |
0.6809 |
0.0856 |
12.1% |
0.0061 |
0.9% |
34% |
False |
False |
39,741 |
80 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0062 |
0.9% |
30% |
False |
False |
29,853 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0061 |
0.9% |
30% |
False |
False |
23,915 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0062 |
0.9% |
30% |
False |
False |
19,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7711 |
2.618 |
0.7484 |
1.618 |
0.7345 |
1.000 |
0.7259 |
0.618 |
0.7206 |
HIGH |
0.7120 |
0.618 |
0.7067 |
0.500 |
0.7051 |
0.382 |
0.7034 |
LOW |
0.6981 |
0.618 |
0.6895 |
1.000 |
0.6842 |
1.618 |
0.6756 |
2.618 |
0.6617 |
4.250 |
0.6390 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7084 |
0.7084 |
PP |
0.7067 |
0.7067 |
S1 |
0.7051 |
0.7051 |
|