CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7180 |
0.7187 |
0.0007 |
0.1% |
0.7196 |
| High |
0.7203 |
0.7240 |
0.0037 |
0.5% |
0.7253 |
| Low |
0.7134 |
0.7161 |
0.0027 |
0.4% |
0.7134 |
| Close |
0.7178 |
0.7223 |
0.0045 |
0.6% |
0.7223 |
| Range |
0.0069 |
0.0079 |
0.0010 |
14.5% |
0.0119 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
96,251 |
72,964 |
-23,287 |
-24.2% |
388,070 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7445 |
0.7413 |
0.7266 |
|
| R3 |
0.7366 |
0.7334 |
0.7245 |
|
| R2 |
0.7287 |
0.7287 |
0.7237 |
|
| R1 |
0.7255 |
0.7255 |
0.7230 |
0.7271 |
| PP |
0.7208 |
0.7208 |
0.7208 |
0.7216 |
| S1 |
0.7176 |
0.7176 |
0.7216 |
0.7192 |
| S2 |
0.7129 |
0.7129 |
0.7209 |
|
| S3 |
0.7050 |
0.7097 |
0.7201 |
|
| S4 |
0.6971 |
0.7018 |
0.7180 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7511 |
0.7288 |
|
| R3 |
0.7441 |
0.7392 |
0.7256 |
|
| R2 |
0.7322 |
0.7322 |
0.7245 |
|
| R1 |
0.7273 |
0.7273 |
0.7234 |
0.7298 |
| PP |
0.7203 |
0.7203 |
0.7203 |
0.7216 |
| S1 |
0.7154 |
0.7154 |
0.7212 |
0.7179 |
| S2 |
0.7084 |
0.7084 |
0.7201 |
|
| S3 |
0.6965 |
0.7035 |
0.7190 |
|
| S4 |
0.6846 |
0.6916 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7253 |
0.7134 |
0.0119 |
1.6% |
0.0080 |
1.1% |
75% |
False |
False |
77,614 |
| 10 |
0.7331 |
0.7090 |
0.0241 |
3.3% |
0.0092 |
1.3% |
55% |
False |
False |
84,807 |
| 20 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0095 |
1.3% |
79% |
False |
False |
96,485 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0078 |
1.1% |
79% |
False |
False |
77,774 |
| 60 |
0.7546 |
0.6809 |
0.0737 |
10.2% |
0.0069 |
0.9% |
56% |
False |
False |
58,908 |
| 80 |
0.7723 |
0.6809 |
0.0914 |
12.7% |
0.0066 |
0.9% |
45% |
False |
False |
44,251 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0064 |
0.9% |
42% |
False |
False |
35,431 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0065 |
0.9% |
42% |
False |
False |
29,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7576 |
|
2.618 |
0.7447 |
|
1.618 |
0.7368 |
|
1.000 |
0.7319 |
|
0.618 |
0.7289 |
|
HIGH |
0.7240 |
|
0.618 |
0.7210 |
|
0.500 |
0.7201 |
|
0.382 |
0.7191 |
|
LOW |
0.7161 |
|
0.618 |
0.7112 |
|
1.000 |
0.7082 |
|
1.618 |
0.7033 |
|
2.618 |
0.6954 |
|
4.250 |
0.6825 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7216 |
0.7211 |
| PP |
0.7208 |
0.7199 |
| S1 |
0.7201 |
0.7187 |
|