CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7216 |
0.7180 |
-0.0036 |
-0.5% |
0.7229 |
| High |
0.7225 |
0.7195 |
-0.0030 |
-0.4% |
0.7240 |
| Low |
0.7152 |
0.7133 |
-0.0019 |
-0.3% |
0.7174 |
| Close |
0.7167 |
0.7147 |
-0.0020 |
-0.3% |
0.7233 |
| Range |
0.0073 |
0.0062 |
-0.0011 |
-15.1% |
0.0066 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
73,086 |
62,970 |
-10,116 |
-13.8% |
131,937 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7344 |
0.7308 |
0.7181 |
|
| R3 |
0.7282 |
0.7246 |
0.7164 |
|
| R2 |
0.7220 |
0.7220 |
0.7158 |
|
| R1 |
0.7184 |
0.7184 |
0.7153 |
0.7171 |
| PP |
0.7158 |
0.7158 |
0.7158 |
0.7152 |
| S1 |
0.7122 |
0.7122 |
0.7141 |
0.7109 |
| S2 |
0.7096 |
0.7096 |
0.7136 |
|
| S3 |
0.7034 |
0.7060 |
0.7130 |
|
| S4 |
0.6972 |
0.6998 |
0.7113 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7414 |
0.7389 |
0.7269 |
|
| R3 |
0.7348 |
0.7323 |
0.7251 |
|
| R2 |
0.7282 |
0.7282 |
0.7245 |
|
| R1 |
0.7257 |
0.7257 |
0.7239 |
0.7270 |
| PP |
0.7216 |
0.7216 |
0.7216 |
0.7222 |
| S1 |
0.7191 |
0.7191 |
0.7227 |
0.7204 |
| S2 |
0.7150 |
0.7150 |
0.7221 |
|
| S3 |
0.7084 |
0.7125 |
0.7215 |
|
| S4 |
0.7018 |
0.7059 |
0.7197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7240 |
0.7133 |
0.0107 |
1.5% |
0.0059 |
0.8% |
13% |
False |
True |
48,866 |
| 10 |
0.7240 |
0.7133 |
0.0107 |
1.5% |
0.0049 |
0.7% |
13% |
False |
True |
40,487 |
| 20 |
0.7476 |
0.7133 |
0.0343 |
4.8% |
0.0059 |
0.8% |
4% |
False |
True |
50,717 |
| 40 |
0.7595 |
0.7133 |
0.0462 |
6.5% |
0.0052 |
0.7% |
3% |
False |
True |
26,016 |
| 60 |
0.7786 |
0.7133 |
0.0653 |
9.1% |
0.0056 |
0.8% |
2% |
False |
True |
17,401 |
| 80 |
0.7786 |
0.7133 |
0.0653 |
9.1% |
0.0056 |
0.8% |
2% |
False |
True |
13,083 |
| 100 |
0.7786 |
0.7133 |
0.0653 |
9.1% |
0.0058 |
0.8% |
2% |
False |
True |
10,494 |
| 120 |
0.7786 |
0.7133 |
0.0653 |
9.1% |
0.0055 |
0.8% |
2% |
False |
True |
8,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7357 |
|
1.618 |
0.7295 |
|
1.000 |
0.7257 |
|
0.618 |
0.7233 |
|
HIGH |
0.7195 |
|
0.618 |
0.7171 |
|
0.500 |
0.7164 |
|
0.382 |
0.7157 |
|
LOW |
0.7133 |
|
0.618 |
0.7095 |
|
1.000 |
0.7071 |
|
1.618 |
0.7033 |
|
2.618 |
0.6971 |
|
4.250 |
0.6870 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7164 |
0.7185 |
| PP |
0.7158 |
0.7172 |
| S1 |
0.7153 |
0.7160 |
|