CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7177 |
0.7209 |
0.0032 |
0.4% |
0.7149 |
| High |
0.7253 |
0.7235 |
-0.0018 |
-0.2% |
0.7331 |
| Low |
0.7163 |
0.7143 |
-0.0020 |
-0.3% |
0.7090 |
| Close |
0.7198 |
0.7188 |
-0.0010 |
-0.1% |
0.7199 |
| Range |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0241 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.5% |
0.0000 |
| Volume |
70,180 |
89,398 |
19,218 |
27.4% |
460,007 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7418 |
0.7239 |
|
| R3 |
0.7373 |
0.7326 |
0.7213 |
|
| R2 |
0.7281 |
0.7281 |
0.7205 |
|
| R1 |
0.7234 |
0.7234 |
0.7196 |
0.7212 |
| PP |
0.7189 |
0.7189 |
0.7189 |
0.7177 |
| S1 |
0.7142 |
0.7142 |
0.7180 |
0.7120 |
| S2 |
0.7097 |
0.7097 |
0.7171 |
|
| S3 |
0.7005 |
0.7050 |
0.7163 |
|
| S4 |
0.6913 |
0.6958 |
0.7137 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7805 |
0.7332 |
|
| R3 |
0.7689 |
0.7564 |
0.7265 |
|
| R2 |
0.7448 |
0.7448 |
0.7243 |
|
| R1 |
0.7323 |
0.7323 |
0.7221 |
0.7386 |
| PP |
0.7207 |
0.7207 |
0.7207 |
0.7238 |
| S1 |
0.7082 |
0.7082 |
0.7177 |
0.7145 |
| S2 |
0.6966 |
0.6966 |
0.7155 |
|
| S3 |
0.6725 |
0.6841 |
0.7133 |
|
| S4 |
0.6484 |
0.6600 |
0.7066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7331 |
0.7143 |
0.0188 |
2.6% |
0.0089 |
1.2% |
24% |
False |
True |
79,449 |
| 10 |
0.7331 |
0.7081 |
0.0250 |
3.5% |
0.0094 |
1.3% |
43% |
False |
False |
88,681 |
| 20 |
0.7331 |
0.6809 |
0.0522 |
7.3% |
0.0093 |
1.3% |
73% |
False |
False |
97,560 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.3% |
0.0077 |
1.1% |
73% |
False |
False |
76,665 |
| 60 |
0.7546 |
0.6809 |
0.0737 |
10.3% |
0.0068 |
0.9% |
51% |
False |
False |
56,122 |
| 80 |
0.7771 |
0.6809 |
0.0962 |
13.4% |
0.0066 |
0.9% |
39% |
False |
False |
42,140 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
39% |
False |
False |
33,741 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
39% |
False |
False |
28,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7626 |
|
2.618 |
0.7476 |
|
1.618 |
0.7384 |
|
1.000 |
0.7327 |
|
0.618 |
0.7292 |
|
HIGH |
0.7235 |
|
0.618 |
0.7200 |
|
0.500 |
0.7189 |
|
0.382 |
0.7178 |
|
LOW |
0.7143 |
|
0.618 |
0.7086 |
|
1.000 |
0.7051 |
|
1.618 |
0.6994 |
|
2.618 |
0.6902 |
|
4.250 |
0.6752 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7189 |
0.7198 |
| PP |
0.7189 |
0.7195 |
| S1 |
0.7188 |
0.7191 |
|