CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7583 |
0.0041 |
0.5% |
0.7677 |
| High |
0.7589 |
0.7660 |
0.0071 |
0.9% |
0.7677 |
| Low |
0.7542 |
0.7574 |
0.0032 |
0.4% |
0.7529 |
| Close |
0.7589 |
0.7658 |
0.0069 |
0.9% |
0.7547 |
| Range |
0.0047 |
0.0086 |
0.0039 |
83.0% |
0.0148 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
24 |
75 |
51 |
212.5% |
318 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7859 |
0.7705 |
|
| R3 |
0.7803 |
0.7773 |
0.7682 |
|
| R2 |
0.7717 |
0.7717 |
0.7674 |
|
| R1 |
0.7687 |
0.7687 |
0.7666 |
0.7702 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7638 |
| S1 |
0.7601 |
0.7601 |
0.7650 |
0.7616 |
| S2 |
0.7545 |
0.7545 |
0.7642 |
|
| S3 |
0.7459 |
0.7515 |
0.7634 |
|
| S4 |
0.7373 |
0.7429 |
0.7611 |
|
|
| 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 |
0.7673 |
0.7529 |
0.0144 |
1.9% |
0.0062 |
0.8% |
90% |
False |
False |
80 |
| 10 |
0.7735 |
0.7465 |
0.0270 |
3.5% |
0.0069 |
0.9% |
71% |
False |
False |
116 |
| 20 |
0.7735 |
0.7396 |
0.0339 |
4.4% |
0.0068 |
0.9% |
77% |
False |
False |
98 |
| 40 |
0.7735 |
0.7112 |
0.0623 |
8.1% |
0.0065 |
0.8% |
88% |
False |
False |
61 |
| 60 |
0.7735 |
0.6842 |
0.0893 |
11.7% |
0.0058 |
0.8% |
91% |
False |
False |
73 |
| 80 |
0.7735 |
0.6842 |
0.0893 |
11.7% |
0.0047 |
0.6% |
91% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8026 |
|
2.618 |
0.7885 |
|
1.618 |
0.7799 |
|
1.000 |
0.7746 |
|
0.618 |
0.7713 |
|
HIGH |
0.7660 |
|
0.618 |
0.7627 |
|
0.500 |
0.7617 |
|
0.382 |
0.7607 |
|
LOW |
0.7574 |
|
0.618 |
0.7521 |
|
1.000 |
0.7488 |
|
1.618 |
0.7435 |
|
2.618 |
0.7349 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7644 |
0.7637 |
| PP |
0.7631 |
0.7616 |
| S1 |
0.7617 |
0.7595 |
|