CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7647 |
0.7665 |
0.0018 |
0.2% |
0.7558 |
| High |
0.7673 |
0.7665 |
-0.0008 |
-0.1% |
0.7735 |
| Low |
0.7635 |
0.7571 |
-0.0064 |
-0.8% |
0.7465 |
| Close |
0.7669 |
0.7574 |
-0.0095 |
-1.2% |
0.7677 |
| Range |
0.0038 |
0.0094 |
0.0056 |
147.4% |
0.0270 |
| ATR |
0.0072 |
0.0073 |
0.0002 |
2.6% |
0.0000 |
| Volume |
42 |
47 |
5 |
11.9% |
818 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7824 |
0.7626 |
|
| R3 |
0.7791 |
0.7730 |
0.7600 |
|
| R2 |
0.7697 |
0.7697 |
0.7591 |
|
| R1 |
0.7636 |
0.7636 |
0.7583 |
0.7620 |
| PP |
0.7603 |
0.7603 |
0.7603 |
0.7595 |
| S1 |
0.7542 |
0.7542 |
0.7565 |
0.7525 |
| S2 |
0.7509 |
0.7509 |
0.7557 |
|
| S3 |
0.7415 |
0.7448 |
0.7548 |
|
| S4 |
0.7321 |
0.7354 |
0.7522 |
|
|
| 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 |
0.7571 |
0.0164 |
2.2% |
0.0064 |
0.8% |
2% |
False |
True |
117 |
| 10 |
0.7735 |
0.7465 |
0.0270 |
3.6% |
0.0071 |
0.9% |
40% |
False |
False |
111 |
| 20 |
0.7735 |
0.7320 |
0.0415 |
5.5% |
0.0065 |
0.9% |
61% |
False |
False |
88 |
| 40 |
0.7735 |
0.7089 |
0.0646 |
8.5% |
0.0064 |
0.8% |
75% |
False |
False |
56 |
| 60 |
0.7735 |
0.6842 |
0.0893 |
11.8% |
0.0056 |
0.7% |
82% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8065 |
|
2.618 |
0.7911 |
|
1.618 |
0.7817 |
|
1.000 |
0.7759 |
|
0.618 |
0.7723 |
|
HIGH |
0.7665 |
|
0.618 |
0.7629 |
|
0.500 |
0.7618 |
|
0.382 |
0.7607 |
|
LOW |
0.7571 |
|
0.618 |
0.7513 |
|
1.000 |
0.7477 |
|
1.618 |
0.7419 |
|
2.618 |
0.7325 |
|
4.250 |
0.7171 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7624 |
| PP |
0.7603 |
0.7607 |
| S1 |
0.7589 |
0.7591 |
|