CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7152 |
0.7106 |
-0.0046 |
-0.6% |
0.7229 |
| High |
0.7158 |
0.7118 |
-0.0040 |
-0.6% |
0.7240 |
| Low |
0.7084 |
0.7057 |
-0.0027 |
-0.4% |
0.7174 |
| Close |
0.7090 |
0.7100 |
0.0010 |
0.1% |
0.7233 |
| Range |
0.0074 |
0.0061 |
-0.0013 |
-17.6% |
0.0066 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
70,968 |
87,378 |
16,410 |
23.1% |
131,937 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7275 |
0.7248 |
0.7134 |
|
| R3 |
0.7214 |
0.7187 |
0.7117 |
|
| R2 |
0.7153 |
0.7153 |
0.7111 |
|
| R1 |
0.7126 |
0.7126 |
0.7106 |
0.7109 |
| PP |
0.7092 |
0.7092 |
0.7092 |
0.7083 |
| S1 |
0.7065 |
0.7065 |
0.7094 |
0.7048 |
| S2 |
0.7031 |
0.7031 |
0.7089 |
|
| S3 |
0.6970 |
0.7004 |
0.7083 |
|
| S4 |
0.6909 |
0.6943 |
0.7066 |
|
|
| 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 |
0.7057 |
0.0179 |
2.5% |
0.0062 |
0.9% |
24% |
False |
True |
65,933 |
| 10 |
0.7240 |
0.7057 |
0.0183 |
2.6% |
0.0056 |
0.8% |
23% |
False |
True |
49,109 |
| 20 |
0.7398 |
0.7057 |
0.0341 |
4.8% |
0.0058 |
0.8% |
13% |
False |
True |
55,076 |
| 40 |
0.7558 |
0.7057 |
0.0501 |
7.1% |
0.0052 |
0.7% |
9% |
False |
True |
29,957 |
| 60 |
0.7786 |
0.7057 |
0.0729 |
10.3% |
0.0056 |
0.8% |
6% |
False |
True |
20,038 |
| 80 |
0.7786 |
0.7057 |
0.0729 |
10.3% |
0.0057 |
0.8% |
6% |
False |
True |
15,059 |
| 100 |
0.7786 |
0.7057 |
0.0729 |
10.3% |
0.0058 |
0.8% |
6% |
False |
True |
12,077 |
| 120 |
0.7786 |
0.7057 |
0.0729 |
10.3% |
0.0056 |
0.8% |
6% |
False |
True |
10,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7377 |
|
2.618 |
0.7278 |
|
1.618 |
0.7217 |
|
1.000 |
0.7179 |
|
0.618 |
0.7156 |
|
HIGH |
0.7118 |
|
0.618 |
0.7095 |
|
0.500 |
0.7088 |
|
0.382 |
0.7080 |
|
LOW |
0.7057 |
|
0.618 |
0.7019 |
|
1.000 |
0.6996 |
|
1.618 |
0.6958 |
|
2.618 |
0.6897 |
|
4.250 |
0.6798 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7096 |
0.7126 |
| PP |
0.7092 |
0.7117 |
| S1 |
0.7088 |
0.7109 |
|