CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7149 |
0.7167 |
0.0018 |
0.3% |
0.7072 |
| High |
0.7190 |
0.7173 |
-0.0017 |
-0.2% |
0.7170 |
| Low |
0.7111 |
0.7102 |
-0.0009 |
-0.1% |
0.6981 |
| Close |
0.7177 |
0.7130 |
-0.0047 |
-0.7% |
0.7137 |
| Range |
0.0079 |
0.0071 |
-0.0008 |
-10.1% |
0.0189 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
85,743 |
72,088 |
-13,655 |
-15.9% |
478,823 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7348 |
0.7310 |
0.7169 |
|
| R3 |
0.7277 |
0.7239 |
0.7150 |
|
| R2 |
0.7206 |
0.7206 |
0.7143 |
|
| R1 |
0.7168 |
0.7168 |
0.7137 |
0.7152 |
| PP |
0.7135 |
0.7135 |
0.7135 |
0.7127 |
| S1 |
0.7097 |
0.7097 |
0.7123 |
0.7081 |
| S2 |
0.7064 |
0.7064 |
0.7117 |
|
| S3 |
0.6993 |
0.7026 |
0.7110 |
|
| S4 |
0.6922 |
0.6955 |
0.7091 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7589 |
0.7241 |
|
| R3 |
0.7474 |
0.7400 |
0.7189 |
|
| R2 |
0.7285 |
0.7285 |
0.7172 |
|
| R1 |
0.7211 |
0.7211 |
0.7154 |
0.7248 |
| PP |
0.7096 |
0.7096 |
0.7096 |
0.7115 |
| S1 |
0.7022 |
0.7022 |
0.7120 |
0.7059 |
| S2 |
0.6907 |
0.6907 |
0.7102 |
|
| S3 |
0.6718 |
0.6833 |
0.7085 |
|
| S4 |
0.6529 |
0.6644 |
0.7033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7190 |
0.7064 |
0.0126 |
1.8% |
0.0075 |
1.1% |
52% |
False |
False |
92,751 |
| 10 |
0.7190 |
0.6809 |
0.0381 |
5.3% |
0.0094 |
1.3% |
84% |
False |
False |
100,344 |
| 20 |
0.7195 |
0.6809 |
0.0386 |
5.4% |
0.0083 |
1.2% |
83% |
False |
False |
93,495 |
| 40 |
0.7508 |
0.6809 |
0.0699 |
9.8% |
0.0071 |
1.0% |
46% |
False |
False |
70,644 |
| 60 |
0.7604 |
0.6809 |
0.0795 |
11.2% |
0.0062 |
0.9% |
40% |
False |
False |
47,461 |
| 80 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0063 |
0.9% |
33% |
False |
False |
35,640 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0061 |
0.9% |
33% |
False |
False |
28,538 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.7% |
0.0062 |
0.9% |
33% |
False |
False |
23,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7475 |
|
2.618 |
0.7359 |
|
1.618 |
0.7288 |
|
1.000 |
0.7244 |
|
0.618 |
0.7217 |
|
HIGH |
0.7173 |
|
0.618 |
0.7146 |
|
0.500 |
0.7138 |
|
0.382 |
0.7129 |
|
LOW |
0.7102 |
|
0.618 |
0.7058 |
|
1.000 |
0.7031 |
|
1.618 |
0.6987 |
|
2.618 |
0.6916 |
|
4.250 |
0.6800 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7138 |
0.7139 |
| PP |
0.7135 |
0.7136 |
| S1 |
0.7133 |
0.7133 |
|