CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7084 |
0.7095 |
0.0011 |
0.2% |
0.6869 |
| High |
0.7129 |
0.7170 |
0.0041 |
0.6% |
0.7085 |
| Low |
0.7064 |
0.7081 |
0.0017 |
0.2% |
0.6809 |
| Close |
0.7082 |
0.7118 |
0.0036 |
0.5% |
0.7066 |
| Range |
0.0065 |
0.0089 |
0.0024 |
36.9% |
0.0276 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
97,973 |
112,720 |
14,747 |
15.1% |
487,328 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7390 |
0.7343 |
0.7167 |
|
| R3 |
0.7301 |
0.7254 |
0.7142 |
|
| R2 |
0.7212 |
0.7212 |
0.7134 |
|
| R1 |
0.7165 |
0.7165 |
0.7126 |
0.7189 |
| PP |
0.7123 |
0.7123 |
0.7123 |
0.7135 |
| S1 |
0.7076 |
0.7076 |
0.7110 |
0.7100 |
| S2 |
0.7034 |
0.7034 |
0.7102 |
|
| S3 |
0.6945 |
0.6987 |
0.7094 |
|
| S4 |
0.6856 |
0.6898 |
0.7069 |
|
|
| 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 |
0.7170 |
0.6981 |
0.0189 |
2.7% |
0.0094 |
1.3% |
72% |
True |
False |
96,709 |
| 10 |
0.7170 |
0.6809 |
0.0361 |
5.1% |
0.0093 |
1.3% |
86% |
True |
False |
108,069 |
| 20 |
0.7236 |
0.6809 |
0.0427 |
6.0% |
0.0080 |
1.1% |
72% |
False |
False |
88,096 |
| 40 |
0.7522 |
0.6809 |
0.0713 |
10.0% |
0.0069 |
1.0% |
43% |
False |
False |
64,552 |
| 60 |
0.7665 |
0.6809 |
0.0856 |
12.0% |
0.0061 |
0.9% |
36% |
False |
False |
43,250 |
| 80 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0062 |
0.9% |
32% |
False |
False |
32,483 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0061 |
0.9% |
32% |
False |
False |
26,020 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0062 |
0.9% |
32% |
False |
False |
21,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7548 |
|
2.618 |
0.7403 |
|
1.618 |
0.7314 |
|
1.000 |
0.7259 |
|
0.618 |
0.7225 |
|
HIGH |
0.7170 |
|
0.618 |
0.7136 |
|
0.500 |
0.7126 |
|
0.382 |
0.7115 |
|
LOW |
0.7081 |
|
0.618 |
0.7026 |
|
1.000 |
0.6992 |
|
1.618 |
0.6937 |
|
2.618 |
0.6848 |
|
4.250 |
0.6703 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7126 |
0.7104 |
| PP |
0.7123 |
0.7090 |
| S1 |
0.7121 |
0.7076 |
|