CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7009 |
0.7072 |
0.0063 |
0.9% |
0.6869 |
| High |
0.7085 |
0.7079 |
-0.0006 |
-0.1% |
0.7085 |
| Low |
0.6992 |
0.6996 |
0.0004 |
0.1% |
0.6809 |
| Close |
0.7066 |
0.7027 |
-0.0039 |
-0.6% |
0.7066 |
| Range |
0.0093 |
0.0083 |
-0.0010 |
-10.8% |
0.0276 |
| ATR |
0.0075 |
0.0075 |
0.0001 |
0.8% |
0.0000 |
| Volume |
99,955 |
73,736 |
-26,219 |
-26.2% |
487,328 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7283 |
0.7238 |
0.7073 |
|
| R3 |
0.7200 |
0.7155 |
0.7050 |
|
| R2 |
0.7117 |
0.7117 |
0.7042 |
|
| R1 |
0.7072 |
0.7072 |
0.7035 |
0.7053 |
| PP |
0.7034 |
0.7034 |
0.7034 |
0.7025 |
| S1 |
0.6989 |
0.6989 |
0.7019 |
0.6970 |
| S2 |
0.6951 |
0.6951 |
0.7012 |
|
| S3 |
0.6868 |
0.6906 |
0.7004 |
|
| S4 |
0.6785 |
0.6823 |
0.6981 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7815 |
0.7716 |
0.7218 |
|
| R3 |
0.7539 |
0.7440 |
0.7142 |
|
| R2 |
0.7263 |
0.7263 |
0.7117 |
|
| R1 |
0.7164 |
0.7164 |
0.7091 |
0.7214 |
| PP |
0.6987 |
0.6987 |
0.6987 |
0.7011 |
| S1 |
0.6888 |
0.6888 |
0.7041 |
0.6938 |
| S2 |
0.6711 |
0.6711 |
0.7015 |
|
| S3 |
0.6435 |
0.6612 |
0.6990 |
|
| S4 |
0.6159 |
0.6336 |
0.6914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7085 |
0.6809 |
0.0276 |
3.9% |
0.0100 |
1.4% |
79% |
False |
False |
112,212 |
| 10 |
0.7109 |
0.6809 |
0.0300 |
4.3% |
0.0089 |
1.3% |
73% |
False |
False |
101,863 |
| 20 |
0.7240 |
0.6809 |
0.0431 |
6.1% |
0.0073 |
1.0% |
51% |
False |
False |
76,498 |
| 40 |
0.7528 |
0.6809 |
0.0719 |
10.2% |
0.0065 |
0.9% |
30% |
False |
False |
56,858 |
| 60 |
0.7665 |
0.6809 |
0.0856 |
12.2% |
0.0060 |
0.9% |
25% |
False |
False |
38,095 |
| 80 |
0.7786 |
0.6809 |
0.0977 |
13.9% |
0.0061 |
0.9% |
22% |
False |
False |
28,615 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.9% |
0.0060 |
0.9% |
22% |
False |
False |
22,925 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.9% |
0.0061 |
0.9% |
22% |
False |
False |
19,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7432 |
|
2.618 |
0.7296 |
|
1.618 |
0.7213 |
|
1.000 |
0.7162 |
|
0.618 |
0.7130 |
|
HIGH |
0.7079 |
|
0.618 |
0.7047 |
|
0.500 |
0.7038 |
|
0.382 |
0.7028 |
|
LOW |
0.6996 |
|
0.618 |
0.6945 |
|
1.000 |
0.6913 |
|
1.618 |
0.6862 |
|
2.618 |
0.6779 |
|
4.250 |
0.6643 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7038 |
0.7012 |
| PP |
0.7034 |
0.6996 |
| S1 |
0.7031 |
0.6981 |
|