CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7196 |
0.7177 |
-0.0019 |
-0.3% |
0.7149 |
High |
0.7225 |
0.7253 |
0.0028 |
0.4% |
0.7331 |
Low |
0.7154 |
0.7163 |
0.0009 |
0.1% |
0.7090 |
Close |
0.7176 |
0.7198 |
0.0022 |
0.3% |
0.7199 |
Range |
0.0071 |
0.0090 |
0.0019 |
26.8% |
0.0241 |
ATR |
0.0086 |
0.0087 |
0.0000 |
0.3% |
0.0000 |
Volume |
59,277 |
70,180 |
10,903 |
18.4% |
460,007 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7475 |
0.7426 |
0.7248 |
|
R3 |
0.7385 |
0.7336 |
0.7223 |
|
R2 |
0.7295 |
0.7295 |
0.7215 |
|
R1 |
0.7246 |
0.7246 |
0.7206 |
0.7271 |
PP |
0.7205 |
0.7205 |
0.7205 |
0.7217 |
S1 |
0.7156 |
0.7156 |
0.7190 |
0.7181 |
S2 |
0.7115 |
0.7115 |
0.7182 |
|
S3 |
0.7025 |
0.7066 |
0.7173 |
|
S4 |
0.6935 |
0.6976 |
0.7149 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7805 |
0.7332 |
|
R3 |
0.7689 |
0.7564 |
0.7265 |
|
R2 |
0.7448 |
0.7448 |
0.7243 |
|
R1 |
0.7323 |
0.7323 |
0.7221 |
0.7386 |
PP |
0.7207 |
0.7207 |
0.7207 |
0.7238 |
S1 |
0.7082 |
0.7082 |
0.7177 |
0.7145 |
S2 |
0.6966 |
0.6966 |
0.7155 |
|
S3 |
0.6725 |
0.6841 |
0.7133 |
|
S4 |
0.6484 |
0.6600 |
0.7066 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7331 |
0.7090 |
0.0241 |
3.3% |
0.0107 |
1.5% |
45% |
False |
False |
86,326 |
10 |
0.7331 |
0.7064 |
0.0267 |
3.7% |
0.0091 |
1.3% |
50% |
False |
False |
89,538 |
20 |
0.7331 |
0.6809 |
0.0522 |
7.3% |
0.0092 |
1.3% |
75% |
False |
False |
96,975 |
40 |
0.7336 |
0.6809 |
0.0527 |
7.3% |
0.0076 |
1.1% |
74% |
False |
False |
76,557 |
60 |
0.7558 |
0.6809 |
0.0749 |
10.4% |
0.0067 |
0.9% |
52% |
False |
False |
54,636 |
80 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
40% |
False |
False |
41,027 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
40% |
False |
False |
32,849 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0064 |
0.9% |
40% |
False |
False |
27,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7636 |
2.618 |
0.7489 |
1.618 |
0.7399 |
1.000 |
0.7343 |
0.618 |
0.7309 |
HIGH |
0.7253 |
0.618 |
0.7219 |
0.500 |
0.7208 |
0.382 |
0.7197 |
LOW |
0.7163 |
0.618 |
0.7107 |
1.000 |
0.7073 |
1.618 |
0.7017 |
2.618 |
0.6927 |
4.250 |
0.6781 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7208 |
0.7224 |
PP |
0.7205 |
0.7215 |
S1 |
0.7201 |
0.7207 |
|