CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7007 |
0.7084 |
0.0077 |
1.1% |
0.6867 |
| High |
0.7120 |
0.7131 |
0.0011 |
0.2% |
0.7085 |
| Low |
0.6988 |
0.7067 |
0.0079 |
1.1% |
0.6819 |
| Close |
0.7103 |
0.7084 |
-0.0019 |
-0.3% |
0.7069 |
| Range |
0.0132 |
0.0064 |
-0.0068 |
-51.5% |
0.0266 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
635 |
346 |
-289 |
-45.5% |
1,514 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7286 |
0.7249 |
0.7119 |
|
| R3 |
0.7222 |
0.7185 |
0.7102 |
|
| R2 |
0.7158 |
0.7158 |
0.7096 |
|
| R1 |
0.7121 |
0.7121 |
0.7090 |
0.7116 |
| PP |
0.7094 |
0.7094 |
0.7094 |
0.7092 |
| S1 |
0.7057 |
0.7057 |
0.7078 |
0.7052 |
| S2 |
0.7030 |
0.7030 |
0.7072 |
|
| S3 |
0.6966 |
0.6993 |
0.7066 |
|
| S4 |
0.6902 |
0.6929 |
0.7049 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7695 |
0.7215 |
|
| R3 |
0.7523 |
0.7429 |
0.7142 |
|
| R2 |
0.7257 |
0.7257 |
0.7118 |
|
| R1 |
0.7163 |
0.7163 |
0.7093 |
0.7210 |
| PP |
0.6991 |
0.6991 |
0.6991 |
0.7015 |
| S1 |
0.6897 |
0.6897 |
0.7045 |
0.6944 |
| S2 |
0.6725 |
0.6725 |
0.7020 |
|
| S3 |
0.6459 |
0.6631 |
0.6996 |
|
| S4 |
0.6193 |
0.6365 |
0.6923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7131 |
0.6884 |
0.0247 |
3.5% |
0.0101 |
1.4% |
81% |
True |
False |
387 |
| 10 |
0.7131 |
0.6819 |
0.0312 |
4.4% |
0.0086 |
1.2% |
85% |
True |
False |
353 |
| 20 |
0.7241 |
0.6819 |
0.0422 |
6.0% |
0.0068 |
1.0% |
63% |
False |
False |
303 |
| 40 |
0.7512 |
0.6819 |
0.0693 |
9.8% |
0.0051 |
0.7% |
38% |
False |
False |
203 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
11.9% |
0.0045 |
0.6% |
31% |
False |
False |
148 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.6% |
0.0046 |
0.7% |
27% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7403 |
|
2.618 |
0.7299 |
|
1.618 |
0.7235 |
|
1.000 |
0.7195 |
|
0.618 |
0.7171 |
|
HIGH |
0.7131 |
|
0.618 |
0.7107 |
|
0.500 |
0.7099 |
|
0.382 |
0.7091 |
|
LOW |
0.7067 |
|
0.618 |
0.7027 |
|
1.000 |
0.7003 |
|
1.618 |
0.6963 |
|
2.618 |
0.6899 |
|
4.250 |
0.6795 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7099 |
0.7076 |
| PP |
0.7094 |
0.7068 |
| S1 |
0.7089 |
0.7060 |
|