CME Canadian Dollar Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7583 |
0.7690 |
0.0107 |
1.4% |
0.7677 |
| High |
0.7660 |
0.7742 |
0.0082 |
1.1% |
0.7677 |
| Low |
0.7574 |
0.7688 |
0.0114 |
1.5% |
0.7529 |
| Close |
0.7658 |
0.7716 |
0.0058 |
0.8% |
0.7547 |
| Range |
0.0086 |
0.0054 |
-0.0032 |
-37.2% |
0.0148 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.3% |
0.0000 |
| Volume |
75 |
148 |
73 |
97.3% |
318 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7851 |
0.7746 |
|
| R3 |
0.7823 |
0.7797 |
0.7731 |
|
| R2 |
0.7769 |
0.7769 |
0.7726 |
|
| R1 |
0.7743 |
0.7743 |
0.7721 |
0.7756 |
| PP |
0.7715 |
0.7715 |
0.7715 |
0.7722 |
| S1 |
0.7689 |
0.7689 |
0.7711 |
0.7702 |
| S2 |
0.7661 |
0.7661 |
0.7706 |
|
| S3 |
0.7607 |
0.7635 |
0.7701 |
|
| S4 |
0.7553 |
0.7581 |
0.7686 |
|
|
| 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 |
0.7742 |
0.7529 |
0.0213 |
2.8% |
0.0065 |
0.8% |
88% |
True |
False |
101 |
| 10 |
0.7742 |
0.7476 |
0.0266 |
3.4% |
0.0071 |
0.9% |
90% |
True |
False |
126 |
| 20 |
0.7742 |
0.7417 |
0.0325 |
4.2% |
0.0067 |
0.9% |
92% |
True |
False |
104 |
| 40 |
0.7742 |
0.7112 |
0.0630 |
8.2% |
0.0065 |
0.8% |
96% |
True |
False |
64 |
| 60 |
0.7742 |
0.6842 |
0.0900 |
11.7% |
0.0059 |
0.8% |
97% |
True |
False |
76 |
| 80 |
0.7742 |
0.6842 |
0.0900 |
11.7% |
0.0047 |
0.6% |
97% |
True |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7972 |
|
2.618 |
0.7883 |
|
1.618 |
0.7829 |
|
1.000 |
0.7796 |
|
0.618 |
0.7775 |
|
HIGH |
0.7742 |
|
0.618 |
0.7721 |
|
0.500 |
0.7715 |
|
0.382 |
0.7709 |
|
LOW |
0.7688 |
|
0.618 |
0.7655 |
|
1.000 |
0.7634 |
|
1.618 |
0.7601 |
|
2.618 |
0.7547 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7716 |
0.7691 |
| PP |
0.7715 |
0.7667 |
| S1 |
0.7715 |
0.7642 |
|