CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7152 |
-0.0028 |
-0.4% |
0.7229 |
| High |
0.7195 |
0.7158 |
-0.0037 |
-0.5% |
0.7240 |
| Low |
0.7133 |
0.7084 |
-0.0049 |
-0.7% |
0.7174 |
| Close |
0.7147 |
0.7090 |
-0.0057 |
-0.8% |
0.7233 |
| Range |
0.0062 |
0.0074 |
0.0012 |
19.4% |
0.0066 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.1% |
0.0000 |
| Volume |
62,970 |
70,968 |
7,998 |
12.7% |
131,937 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7333 |
0.7285 |
0.7131 |
|
| R3 |
0.7259 |
0.7211 |
0.7110 |
|
| R2 |
0.7185 |
0.7185 |
0.7104 |
|
| R1 |
0.7137 |
0.7137 |
0.7097 |
0.7124 |
| PP |
0.7111 |
0.7111 |
0.7111 |
0.7104 |
| S1 |
0.7063 |
0.7063 |
0.7083 |
0.7050 |
| S2 |
0.7037 |
0.7037 |
0.7076 |
|
| S3 |
0.6963 |
0.6989 |
0.7070 |
|
| S4 |
0.6889 |
0.6915 |
0.7049 |
|
|
| 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 |
0.7236 |
0.7084 |
0.0152 |
2.1% |
0.0060 |
0.8% |
4% |
False |
True |
55,802 |
| 10 |
0.7240 |
0.7084 |
0.0156 |
2.2% |
0.0052 |
0.7% |
4% |
False |
True |
43,565 |
| 20 |
0.7404 |
0.7084 |
0.0320 |
4.5% |
0.0058 |
0.8% |
2% |
False |
True |
52,852 |
| 40 |
0.7558 |
0.7084 |
0.0474 |
6.7% |
0.0052 |
0.7% |
1% |
False |
True |
27,776 |
| 60 |
0.7786 |
0.7084 |
0.0702 |
9.9% |
0.0056 |
0.8% |
1% |
False |
True |
18,582 |
| 80 |
0.7786 |
0.7084 |
0.0702 |
9.9% |
0.0056 |
0.8% |
1% |
False |
True |
13,968 |
| 100 |
0.7786 |
0.7084 |
0.0702 |
9.9% |
0.0058 |
0.8% |
1% |
False |
True |
11,204 |
| 120 |
0.7786 |
0.7084 |
0.0702 |
9.9% |
0.0055 |
0.8% |
1% |
False |
True |
9,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7473 |
|
2.618 |
0.7352 |
|
1.618 |
0.7278 |
|
1.000 |
0.7232 |
|
0.618 |
0.7204 |
|
HIGH |
0.7158 |
|
0.618 |
0.7130 |
|
0.500 |
0.7121 |
|
0.382 |
0.7112 |
|
LOW |
0.7084 |
|
0.618 |
0.7038 |
|
1.000 |
0.7010 |
|
1.618 |
0.6964 |
|
2.618 |
0.6890 |
|
4.250 |
0.6770 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7121 |
0.7155 |
| PP |
0.7111 |
0.7133 |
| S1 |
0.7100 |
0.7112 |
|