CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7214 |
0.7316 |
0.0102 |
1.4% |
0.7209 |
| High |
0.7317 |
0.7325 |
0.0008 |
0.1% |
0.7255 |
| Low |
0.7201 |
0.7274 |
0.0073 |
1.0% |
0.7139 |
| Close |
0.7288 |
0.7279 |
-0.0009 |
-0.1% |
0.7225 |
| Range |
0.0116 |
0.0051 |
-0.0065 |
-56.0% |
0.0116 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
807 |
680 |
-127 |
-15.7% |
1,855 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7446 |
0.7413 |
0.7307 |
|
| R3 |
0.7395 |
0.7362 |
0.7293 |
|
| R2 |
0.7344 |
0.7344 |
0.7288 |
|
| R1 |
0.7311 |
0.7311 |
0.7284 |
0.7302 |
| PP |
0.7293 |
0.7293 |
0.7293 |
0.7288 |
| S1 |
0.7260 |
0.7260 |
0.7274 |
0.7251 |
| S2 |
0.7242 |
0.7242 |
0.7270 |
|
| S3 |
0.7191 |
0.7209 |
0.7265 |
|
| S4 |
0.7140 |
0.7158 |
0.7251 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7506 |
0.7289 |
|
| R3 |
0.7438 |
0.7390 |
0.7257 |
|
| R2 |
0.7322 |
0.7322 |
0.7246 |
|
| R1 |
0.7274 |
0.7274 |
0.7236 |
0.7298 |
| PP |
0.7206 |
0.7206 |
0.7206 |
0.7219 |
| S1 |
0.7158 |
0.7158 |
0.7214 |
0.7182 |
| S2 |
0.7090 |
0.7090 |
0.7204 |
|
| S3 |
0.6974 |
0.7042 |
0.7193 |
|
| S4 |
0.6858 |
0.6926 |
0.7161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7325 |
0.7139 |
0.0186 |
2.6% |
0.0083 |
1.1% |
75% |
True |
False |
675 |
| 10 |
0.7327 |
0.7139 |
0.0188 |
2.6% |
0.0083 |
1.1% |
74% |
False |
False |
500 |
| 20 |
0.7327 |
0.6884 |
0.0443 |
6.1% |
0.0090 |
1.2% |
89% |
False |
False |
418 |
| 40 |
0.7327 |
0.6819 |
0.0508 |
7.0% |
0.0070 |
1.0% |
91% |
False |
False |
324 |
| 60 |
0.7528 |
0.6819 |
0.0709 |
9.7% |
0.0057 |
0.8% |
65% |
False |
False |
244 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.6% |
0.0053 |
0.7% |
55% |
False |
False |
193 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.2% |
0.0051 |
0.7% |
48% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7542 |
|
2.618 |
0.7459 |
|
1.618 |
0.7408 |
|
1.000 |
0.7376 |
|
0.618 |
0.7357 |
|
HIGH |
0.7325 |
|
0.618 |
0.7306 |
|
0.500 |
0.7300 |
|
0.382 |
0.7293 |
|
LOW |
0.7274 |
|
0.618 |
0.7242 |
|
1.000 |
0.7223 |
|
1.618 |
0.7191 |
|
2.618 |
0.7140 |
|
4.250 |
0.7057 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7300 |
0.7272 |
| PP |
0.7293 |
0.7265 |
| S1 |
0.7286 |
0.7258 |
|