CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7571 |
0.7542 |
-0.0029 |
-0.4% |
0.7677 |
| High |
0.7573 |
0.7589 |
0.0016 |
0.2% |
0.7677 |
| Low |
0.7529 |
0.7542 |
0.0013 |
0.2% |
0.7529 |
| Close |
0.7547 |
0.7589 |
0.0042 |
0.6% |
0.7547 |
| Range |
0.0044 |
0.0047 |
0.0003 |
6.8% |
0.0148 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
212 |
24 |
-188 |
-88.7% |
318 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7699 |
0.7615 |
|
| R3 |
0.7667 |
0.7652 |
0.7602 |
|
| R2 |
0.7620 |
0.7620 |
0.7598 |
|
| R1 |
0.7605 |
0.7605 |
0.7593 |
0.7613 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7577 |
| S1 |
0.7558 |
0.7558 |
0.7585 |
0.7566 |
| S2 |
0.7526 |
0.7526 |
0.7580 |
|
| S3 |
0.7479 |
0.7511 |
0.7576 |
|
| S4 |
0.7432 |
0.7464 |
0.7563 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8028 |
0.7936 |
0.7628 |
|
| R3 |
0.7880 |
0.7788 |
0.7588 |
|
| R2 |
0.7732 |
0.7732 |
0.7574 |
|
| R1 |
0.7640 |
0.7640 |
0.7561 |
0.7612 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7571 |
| S1 |
0.7492 |
0.7492 |
0.7533 |
0.7464 |
| S2 |
0.7436 |
0.7436 |
0.7520 |
|
| S3 |
0.7288 |
0.7344 |
0.7506 |
|
| S4 |
0.7140 |
0.7196 |
0.7466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7677 |
0.7529 |
0.0148 |
2.0% |
0.0052 |
0.7% |
41% |
False |
False |
68 |
| 10 |
0.7735 |
0.7465 |
0.0270 |
3.6% |
0.0064 |
0.8% |
46% |
False |
False |
116 |
| 20 |
0.7735 |
0.7388 |
0.0347 |
4.6% |
0.0065 |
0.9% |
58% |
False |
False |
96 |
| 40 |
0.7735 |
0.7100 |
0.0635 |
8.4% |
0.0064 |
0.8% |
77% |
False |
False |
60 |
| 60 |
0.7735 |
0.6842 |
0.0893 |
11.8% |
0.0058 |
0.8% |
84% |
False |
False |
72 |
| 80 |
0.7735 |
0.6842 |
0.0893 |
11.8% |
0.0046 |
0.6% |
84% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7789 |
|
2.618 |
0.7712 |
|
1.618 |
0.7665 |
|
1.000 |
0.7636 |
|
0.618 |
0.7618 |
|
HIGH |
0.7589 |
|
0.618 |
0.7571 |
|
0.500 |
0.7566 |
|
0.382 |
0.7560 |
|
LOW |
0.7542 |
|
0.618 |
0.7513 |
|
1.000 |
0.7495 |
|
1.618 |
0.7466 |
|
2.618 |
0.7419 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7597 |
| PP |
0.7573 |
0.7594 |
| S1 |
0.7566 |
0.7592 |
|