CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7083 |
0.7054 |
-0.0029 |
-0.4% |
0.7216 |
| High |
0.7113 |
0.7109 |
-0.0004 |
-0.1% |
0.7225 |
| Low |
0.7052 |
0.7020 |
-0.0032 |
-0.5% |
0.7052 |
| Close |
0.7074 |
0.7031 |
-0.0043 |
-0.6% |
0.7074 |
| Range |
0.0061 |
0.0089 |
0.0028 |
45.9% |
0.0173 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.7% |
0.0000 |
| Volume |
67,043 |
73,683 |
6,640 |
9.9% |
361,445 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7320 |
0.7265 |
0.7080 |
|
| R3 |
0.7231 |
0.7176 |
0.7055 |
|
| R2 |
0.7142 |
0.7142 |
0.7047 |
|
| R1 |
0.7087 |
0.7087 |
0.7039 |
0.7070 |
| PP |
0.7053 |
0.7053 |
0.7053 |
0.7045 |
| S1 |
0.6998 |
0.6998 |
0.7023 |
0.6981 |
| S2 |
0.6964 |
0.6964 |
0.7015 |
|
| S3 |
0.6875 |
0.6909 |
0.7007 |
|
| S4 |
0.6786 |
0.6820 |
0.6982 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7528 |
0.7169 |
|
| R3 |
0.7463 |
0.7355 |
0.7122 |
|
| R2 |
0.7290 |
0.7290 |
0.7106 |
|
| R1 |
0.7182 |
0.7182 |
0.7090 |
0.7150 |
| PP |
0.7117 |
0.7117 |
0.7117 |
0.7101 |
| S1 |
0.7009 |
0.7009 |
0.7058 |
0.6977 |
| S2 |
0.6944 |
0.6944 |
0.7042 |
|
| S3 |
0.6771 |
0.6836 |
0.7026 |
|
| S4 |
0.6598 |
0.6663 |
0.6979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7195 |
0.7020 |
0.0175 |
2.5% |
0.0069 |
1.0% |
6% |
False |
True |
72,408 |
| 10 |
0.7240 |
0.7020 |
0.0220 |
3.1% |
0.0063 |
0.9% |
5% |
False |
True |
56,706 |
| 20 |
0.7336 |
0.7020 |
0.0316 |
4.5% |
0.0060 |
0.9% |
3% |
False |
True |
56,139 |
| 40 |
0.7558 |
0.7020 |
0.0538 |
7.7% |
0.0055 |
0.8% |
2% |
False |
True |
33,466 |
| 60 |
0.7786 |
0.7020 |
0.0766 |
10.9% |
0.0057 |
0.8% |
1% |
False |
True |
22,378 |
| 80 |
0.7786 |
0.7020 |
0.0766 |
10.9% |
0.0058 |
0.8% |
1% |
False |
True |
16,817 |
| 100 |
0.7786 |
0.7020 |
0.0766 |
10.9% |
0.0059 |
0.8% |
1% |
False |
True |
13,484 |
| 120 |
0.7786 |
0.7020 |
0.0766 |
10.9% |
0.0057 |
0.8% |
1% |
False |
True |
11,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7487 |
|
2.618 |
0.7342 |
|
1.618 |
0.7253 |
|
1.000 |
0.7198 |
|
0.618 |
0.7164 |
|
HIGH |
0.7109 |
|
0.618 |
0.7075 |
|
0.500 |
0.7065 |
|
0.382 |
0.7054 |
|
LOW |
0.7020 |
|
0.618 |
0.6965 |
|
1.000 |
0.6931 |
|
1.618 |
0.6876 |
|
2.618 |
0.6787 |
|
4.250 |
0.6642 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7065 |
0.7069 |
| PP |
0.7053 |
0.7056 |
| S1 |
0.7042 |
0.7044 |
|