CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6999 |
0.7084 |
0.0085 |
1.2% |
0.6869 |
High |
0.7120 |
0.7129 |
0.0009 |
0.1% |
0.7085 |
Low |
0.6981 |
0.7064 |
0.0083 |
1.2% |
0.6809 |
Close |
0.7101 |
0.7082 |
-0.0019 |
-0.3% |
0.7066 |
Range |
0.0139 |
0.0065 |
-0.0074 |
-53.2% |
0.0276 |
ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
99,162 |
97,973 |
-1,189 |
-1.2% |
487,328 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7287 |
0.7249 |
0.7118 |
|
R3 |
0.7222 |
0.7184 |
0.7100 |
|
R2 |
0.7157 |
0.7157 |
0.7094 |
|
R1 |
0.7119 |
0.7119 |
0.7088 |
0.7106 |
PP |
0.7092 |
0.7092 |
0.7092 |
0.7085 |
S1 |
0.7054 |
0.7054 |
0.7076 |
0.7041 |
S2 |
0.7027 |
0.7027 |
0.7070 |
|
S3 |
0.6962 |
0.6989 |
0.7064 |
|
S4 |
0.6897 |
0.6924 |
0.7046 |
|
|
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 |
0.7129 |
0.6877 |
0.0252 |
3.6% |
0.0106 |
1.5% |
81% |
True |
False |
98,861 |
10 |
0.7129 |
0.6809 |
0.0320 |
4.5% |
0.0093 |
1.3% |
85% |
True |
False |
106,439 |
20 |
0.7240 |
0.6809 |
0.0431 |
6.1% |
0.0079 |
1.1% |
63% |
False |
False |
84,274 |
40 |
0.7522 |
0.6809 |
0.0713 |
10.1% |
0.0068 |
1.0% |
38% |
False |
False |
61,762 |
60 |
0.7665 |
0.6809 |
0.0856 |
12.1% |
0.0061 |
0.9% |
32% |
False |
False |
41,373 |
80 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0062 |
0.9% |
28% |
False |
False |
31,077 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0061 |
0.9% |
28% |
False |
False |
24,894 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.8% |
0.0062 |
0.9% |
28% |
False |
False |
20,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7405 |
2.618 |
0.7299 |
1.618 |
0.7234 |
1.000 |
0.7194 |
0.618 |
0.7169 |
HIGH |
0.7129 |
0.618 |
0.7104 |
0.500 |
0.7097 |
0.382 |
0.7089 |
LOW |
0.7064 |
0.618 |
0.7024 |
1.000 |
0.6999 |
1.618 |
0.6959 |
2.618 |
0.6894 |
4.250 |
0.6788 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7097 |
0.7073 |
PP |
0.7092 |
0.7064 |
S1 |
0.7087 |
0.7055 |
|