CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7690 |
0.7710 |
0.0020 |
0.3% |
0.7677 |
High |
0.7742 |
0.7775 |
0.0033 |
0.4% |
0.7677 |
Low |
0.7688 |
0.7688 |
0.0000 |
0.0% |
0.7529 |
Close |
0.7716 |
0.7708 |
-0.0008 |
-0.1% |
0.7547 |
Range |
0.0054 |
0.0087 |
0.0033 |
61.1% |
0.0148 |
ATR |
0.0072 |
0.0073 |
0.0001 |
1.5% |
0.0000 |
Volume |
148 |
142 |
-6 |
-4.1% |
318 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7985 |
0.7933 |
0.7756 |
|
R3 |
0.7898 |
0.7846 |
0.7732 |
|
R2 |
0.7811 |
0.7811 |
0.7724 |
|
R1 |
0.7759 |
0.7759 |
0.7716 |
0.7742 |
PP |
0.7724 |
0.7724 |
0.7724 |
0.7715 |
S1 |
0.7672 |
0.7672 |
0.7700 |
0.7655 |
S2 |
0.7637 |
0.7637 |
0.7692 |
|
S3 |
0.7550 |
0.7585 |
0.7684 |
|
S4 |
0.7463 |
0.7498 |
0.7660 |
|
|
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 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0064 |
0.8% |
73% |
True |
False |
120 |
10 |
0.7775 |
0.7529 |
0.0246 |
3.2% |
0.0064 |
0.8% |
73% |
True |
False |
118 |
20 |
0.7775 |
0.7429 |
0.0346 |
4.5% |
0.0069 |
0.9% |
81% |
True |
False |
109 |
40 |
0.7775 |
0.7150 |
0.0625 |
8.1% |
0.0066 |
0.9% |
89% |
True |
False |
68 |
60 |
0.7775 |
0.6842 |
0.0933 |
12.1% |
0.0060 |
0.8% |
93% |
True |
False |
72 |
80 |
0.7775 |
0.6842 |
0.0933 |
12.1% |
0.0048 |
0.6% |
93% |
True |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8145 |
2.618 |
0.8003 |
1.618 |
0.7916 |
1.000 |
0.7862 |
0.618 |
0.7829 |
HIGH |
0.7775 |
0.618 |
0.7742 |
0.500 |
0.7732 |
0.382 |
0.7721 |
LOW |
0.7688 |
0.618 |
0.7634 |
1.000 |
0.7601 |
1.618 |
0.7547 |
2.618 |
0.7460 |
4.250 |
0.7318 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7732 |
0.7697 |
PP |
0.7724 |
0.7686 |
S1 |
0.7716 |
0.7675 |
|