CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7695 |
0.7677 |
-0.0018 |
-0.2% |
0.7558 |
| High |
0.7735 |
0.7677 |
-0.0058 |
-0.7% |
0.7735 |
| Low |
0.7677 |
0.7642 |
-0.0035 |
-0.5% |
0.7465 |
| Close |
0.7677 |
0.7658 |
-0.0019 |
-0.2% |
0.7677 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0270 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
123 |
17 |
-106 |
-86.2% |
818 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7746 |
0.7677 |
|
| R3 |
0.7729 |
0.7711 |
0.7668 |
|
| R2 |
0.7694 |
0.7694 |
0.7664 |
|
| R1 |
0.7676 |
0.7676 |
0.7661 |
0.7668 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7655 |
| S1 |
0.7641 |
0.7641 |
0.7655 |
0.7632 |
| S2 |
0.7624 |
0.7624 |
0.7652 |
|
| S3 |
0.7589 |
0.7606 |
0.7648 |
|
| S4 |
0.7554 |
0.7571 |
0.7639 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8436 |
0.8326 |
0.7826 |
|
| R3 |
0.8166 |
0.8056 |
0.7751 |
|
| R2 |
0.7896 |
0.7896 |
0.7727 |
|
| R1 |
0.7786 |
0.7786 |
0.7702 |
0.7841 |
| PP |
0.7626 |
0.7626 |
0.7626 |
0.7653 |
| S1 |
0.7516 |
0.7516 |
0.7652 |
0.7571 |
| S2 |
0.7356 |
0.7356 |
0.7628 |
|
| S3 |
0.7086 |
0.7246 |
0.7603 |
|
| S4 |
0.6816 |
0.6976 |
0.7529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7735 |
0.7465 |
0.0270 |
3.5% |
0.0076 |
1.0% |
71% |
False |
False |
152 |
| 10 |
0.7735 |
0.7450 |
0.0285 |
3.7% |
0.0076 |
1.0% |
73% |
False |
False |
137 |
| 20 |
0.7735 |
0.7222 |
0.0513 |
6.7% |
0.0065 |
0.9% |
85% |
False |
False |
86 |
| 40 |
0.7735 |
0.6993 |
0.0742 |
9.7% |
0.0065 |
0.9% |
90% |
False |
False |
56 |
| 60 |
0.7735 |
0.6842 |
0.0893 |
11.7% |
0.0054 |
0.7% |
91% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7826 |
|
2.618 |
0.7769 |
|
1.618 |
0.7734 |
|
1.000 |
0.7712 |
|
0.618 |
0.7699 |
|
HIGH |
0.7677 |
|
0.618 |
0.7664 |
|
0.500 |
0.7660 |
|
0.382 |
0.7655 |
|
LOW |
0.7642 |
|
0.618 |
0.7620 |
|
1.000 |
0.7607 |
|
1.618 |
0.7585 |
|
2.618 |
0.7550 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7683 |
| PP |
0.7659 |
0.7675 |
| S1 |
0.7659 |
0.7666 |
|