CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7118 |
0.7254 |
0.0136 |
1.9% |
0.7072 |
High |
0.7269 |
0.7331 |
0.0062 |
0.9% |
0.7170 |
Low |
0.7090 |
0.7247 |
0.0157 |
2.2% |
0.6981 |
Close |
0.7252 |
0.7285 |
0.0033 |
0.5% |
0.7137 |
Range |
0.0179 |
0.0084 |
-0.0095 |
-53.1% |
0.0189 |
ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
Volume |
123,782 |
92,251 |
-31,531 |
-25.5% |
478,823 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7540 |
0.7496 |
0.7331 |
|
R3 |
0.7456 |
0.7412 |
0.7308 |
|
R2 |
0.7372 |
0.7372 |
0.7300 |
|
R1 |
0.7328 |
0.7328 |
0.7293 |
0.7350 |
PP |
0.7288 |
0.7288 |
0.7288 |
0.7299 |
S1 |
0.7244 |
0.7244 |
0.7277 |
0.7266 |
S2 |
0.7204 |
0.7204 |
0.7270 |
|
S3 |
0.7120 |
0.7160 |
0.7262 |
|
S4 |
0.7036 |
0.7076 |
0.7239 |
|
|
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 |
0.7331 |
0.7088 |
0.0243 |
3.3% |
0.0097 |
1.3% |
81% |
True |
False |
93,819 |
10 |
0.7331 |
0.6981 |
0.0350 |
4.8% |
0.0095 |
1.3% |
87% |
True |
False |
95,264 |
20 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0089 |
1.2% |
91% |
True |
False |
97,600 |
40 |
0.7404 |
0.6809 |
0.0595 |
8.2% |
0.0074 |
1.0% |
80% |
False |
False |
75,226 |
60 |
0.7558 |
0.6809 |
0.0749 |
10.3% |
0.0064 |
0.9% |
64% |
False |
False |
51,051 |
80 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0065 |
0.9% |
49% |
False |
False |
38,336 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0063 |
0.9% |
49% |
False |
False |
30,694 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0063 |
0.9% |
49% |
False |
False |
25,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7551 |
1.618 |
0.7467 |
1.000 |
0.7415 |
0.618 |
0.7383 |
HIGH |
0.7331 |
0.618 |
0.7299 |
0.500 |
0.7289 |
0.382 |
0.7279 |
LOW |
0.7247 |
0.618 |
0.7195 |
1.000 |
0.7163 |
1.618 |
0.7111 |
2.618 |
0.7027 |
4.250 |
0.6890 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7289 |
0.7260 |
PP |
0.7288 |
0.7235 |
S1 |
0.7286 |
0.7211 |
|