CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7180 |
0.7187 |
0.0007 |
0.1% |
0.7196 |
High |
0.7203 |
0.7240 |
0.0037 |
0.5% |
0.7253 |
Low |
0.7134 |
0.7161 |
0.0027 |
0.4% |
0.7134 |
Close |
0.7178 |
0.7223 |
0.0045 |
0.6% |
0.7223 |
Range |
0.0069 |
0.0079 |
0.0010 |
14.5% |
0.0119 |
ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
Volume |
96,251 |
72,964 |
-23,287 |
-24.2% |
388,070 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7445 |
0.7413 |
0.7266 |
|
R3 |
0.7366 |
0.7334 |
0.7245 |
|
R2 |
0.7287 |
0.7287 |
0.7237 |
|
R1 |
0.7255 |
0.7255 |
0.7230 |
0.7271 |
PP |
0.7208 |
0.7208 |
0.7208 |
0.7216 |
S1 |
0.7176 |
0.7176 |
0.7216 |
0.7192 |
S2 |
0.7129 |
0.7129 |
0.7209 |
|
S3 |
0.7050 |
0.7097 |
0.7201 |
|
S4 |
0.6971 |
0.7018 |
0.7180 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7560 |
0.7511 |
0.7288 |
|
R3 |
0.7441 |
0.7392 |
0.7256 |
|
R2 |
0.7322 |
0.7322 |
0.7245 |
|
R1 |
0.7273 |
0.7273 |
0.7234 |
0.7298 |
PP |
0.7203 |
0.7203 |
0.7203 |
0.7216 |
S1 |
0.7154 |
0.7154 |
0.7212 |
0.7179 |
S2 |
0.7084 |
0.7084 |
0.7201 |
|
S3 |
0.6965 |
0.7035 |
0.7190 |
|
S4 |
0.6846 |
0.6916 |
0.7158 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7253 |
0.7134 |
0.0119 |
1.6% |
0.0080 |
1.1% |
75% |
False |
False |
77,614 |
10 |
0.7331 |
0.7090 |
0.0241 |
3.3% |
0.0092 |
1.3% |
55% |
False |
False |
84,807 |
20 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0095 |
1.3% |
79% |
False |
False |
96,485 |
40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0078 |
1.1% |
79% |
False |
False |
77,774 |
60 |
0.7546 |
0.6809 |
0.0737 |
10.2% |
0.0069 |
0.9% |
56% |
False |
False |
58,908 |
80 |
0.7723 |
0.6809 |
0.0914 |
12.7% |
0.0066 |
0.9% |
45% |
False |
False |
44,251 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0064 |
0.9% |
42% |
False |
False |
35,431 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0065 |
0.9% |
42% |
False |
False |
29,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7576 |
2.618 |
0.7447 |
1.618 |
0.7368 |
1.000 |
0.7319 |
0.618 |
0.7289 |
HIGH |
0.7240 |
0.618 |
0.7210 |
0.500 |
0.7201 |
0.382 |
0.7191 |
LOW |
0.7161 |
0.618 |
0.7112 |
1.000 |
0.7082 |
1.618 |
0.7033 |
2.618 |
0.6954 |
4.250 |
0.6825 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7216 |
0.7211 |
PP |
0.7208 |
0.7199 |
S1 |
0.7201 |
0.7187 |
|