CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 21-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.6863 |
0.6894 |
0.0031 |
0.5% |
0.7054 |
| High |
0.6908 |
0.7028 |
0.0120 |
1.7% |
0.7109 |
| Low |
0.6809 |
0.6877 |
0.0068 |
1.0% |
0.6871 |
| Close |
0.6896 |
0.7003 |
0.0107 |
1.6% |
0.6878 |
| Range |
0.0099 |
0.0151 |
0.0052 |
52.5% |
0.0238 |
| ATR |
0.0067 |
0.0073 |
0.0006 |
8.9% |
0.0000 |
| Volume |
143,358 |
123,481 |
-19,877 |
-13.9% |
457,575 |
|
| Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7422 |
0.7364 |
0.7086 |
|
| R3 |
0.7271 |
0.7213 |
0.7045 |
|
| R2 |
0.7120 |
0.7120 |
0.7031 |
|
| R1 |
0.7062 |
0.7062 |
0.7017 |
0.7091 |
| PP |
0.6969 |
0.6969 |
0.6969 |
0.6984 |
| S1 |
0.6911 |
0.6911 |
0.6989 |
0.6940 |
| S2 |
0.6818 |
0.6818 |
0.6975 |
|
| S3 |
0.6667 |
0.6760 |
0.6961 |
|
| S4 |
0.6516 |
0.6609 |
0.6920 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7510 |
0.7009 |
|
| R3 |
0.7429 |
0.7272 |
0.6943 |
|
| R2 |
0.7191 |
0.7191 |
0.6922 |
|
| R1 |
0.7034 |
0.7034 |
0.6900 |
0.6994 |
| PP |
0.6953 |
0.6953 |
0.6953 |
0.6932 |
| S1 |
0.6796 |
0.6796 |
0.6856 |
0.6756 |
| S2 |
0.6715 |
0.6715 |
0.6834 |
|
| S3 |
0.6477 |
0.6558 |
0.6813 |
|
| S4 |
0.6239 |
0.6320 |
0.6747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7028 |
0.6809 |
0.0219 |
3.1% |
0.0091 |
1.3% |
89% |
True |
False |
119,430 |
| 10 |
0.7118 |
0.6809 |
0.0309 |
4.4% |
0.0083 |
1.2% |
63% |
False |
False |
99,936 |
| 20 |
0.7240 |
0.6809 |
0.0431 |
6.2% |
0.0068 |
1.0% |
45% |
False |
False |
71,751 |
| 40 |
0.7528 |
0.6809 |
0.0719 |
10.3% |
0.0063 |
0.9% |
27% |
False |
False |
52,650 |
| 60 |
0.7665 |
0.6809 |
0.0856 |
12.2% |
0.0059 |
0.8% |
23% |
False |
False |
35,207 |
| 80 |
0.7786 |
0.6809 |
0.0977 |
14.0% |
0.0060 |
0.9% |
20% |
False |
False |
26,446 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
14.0% |
0.0060 |
0.9% |
20% |
False |
False |
21,190 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
14.0% |
0.0060 |
0.9% |
20% |
False |
False |
17,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7670 |
|
2.618 |
0.7423 |
|
1.618 |
0.7272 |
|
1.000 |
0.7179 |
|
0.618 |
0.7121 |
|
HIGH |
0.7028 |
|
0.618 |
0.6970 |
|
0.500 |
0.6953 |
|
0.382 |
0.6935 |
|
LOW |
0.6877 |
|
0.618 |
0.6784 |
|
1.000 |
0.6726 |
|
1.618 |
0.6633 |
|
2.618 |
0.6482 |
|
4.250 |
0.6235 |
|
|
| Fisher Pivots for day following 21-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.6986 |
0.6975 |
| PP |
0.6969 |
0.6947 |
| S1 |
0.6953 |
0.6919 |
|