CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 28-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7084 |
0.7100 |
0.0016 |
0.2% |
0.6867 |
| High |
0.7131 |
0.7166 |
0.0035 |
0.5% |
0.7085 |
| Low |
0.7067 |
0.7085 |
0.0018 |
0.3% |
0.6819 |
| Close |
0.7084 |
0.7120 |
0.0036 |
0.5% |
0.7069 |
| Range |
0.0064 |
0.0081 |
0.0017 |
26.6% |
0.0266 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.3% |
0.0000 |
| Volume |
346 |
325 |
-21 |
-6.1% |
1,514 |
|
| Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7324 |
0.7165 |
|
| R3 |
0.7286 |
0.7243 |
0.7142 |
|
| R2 |
0.7205 |
0.7205 |
0.7135 |
|
| R1 |
0.7162 |
0.7162 |
0.7127 |
0.7184 |
| PP |
0.7124 |
0.7124 |
0.7124 |
0.7134 |
| S1 |
0.7081 |
0.7081 |
0.7113 |
0.7103 |
| S2 |
0.7043 |
0.7043 |
0.7105 |
|
| S3 |
0.6962 |
0.7000 |
0.7098 |
|
| S4 |
0.6881 |
0.6919 |
0.7075 |
|
|
| 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 |
0.7166 |
0.6988 |
0.0178 |
2.5% |
0.0088 |
1.2% |
74% |
True |
False |
374 |
| 10 |
0.7166 |
0.6819 |
0.0347 |
4.9% |
0.0085 |
1.2% |
87% |
True |
False |
363 |
| 20 |
0.7236 |
0.6819 |
0.0417 |
5.9% |
0.0069 |
1.0% |
72% |
False |
False |
314 |
| 40 |
0.7496 |
0.6819 |
0.0677 |
9.5% |
0.0052 |
0.7% |
44% |
False |
False |
205 |
| 60 |
0.7662 |
0.6819 |
0.0843 |
11.8% |
0.0046 |
0.6% |
36% |
False |
False |
152 |
| 80 |
0.7783 |
0.6819 |
0.0964 |
13.5% |
0.0047 |
0.7% |
31% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7378 |
|
1.618 |
0.7297 |
|
1.000 |
0.7247 |
|
0.618 |
0.7216 |
|
HIGH |
0.7166 |
|
0.618 |
0.7135 |
|
0.500 |
0.7126 |
|
0.382 |
0.7116 |
|
LOW |
0.7085 |
|
0.618 |
0.7035 |
|
1.000 |
0.7004 |
|
1.618 |
0.6954 |
|
2.618 |
0.6873 |
|
4.250 |
0.6741 |
|
|
| Fisher Pivots for day following 28-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7126 |
0.7106 |
| PP |
0.7124 |
0.7091 |
| S1 |
0.7122 |
0.7077 |
|