CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7488 |
-0.0022 |
-0.3% |
0.7508 |
| High |
0.7510 |
0.7636 |
0.0126 |
1.7% |
0.7600 |
| Low |
0.7479 |
0.7488 |
0.0009 |
0.1% |
0.7469 |
| Close |
0.7499 |
0.7607 |
0.0108 |
1.4% |
0.7571 |
| Range |
0.0031 |
0.0148 |
0.0117 |
377.4% |
0.0131 |
| ATR |
|
|
|
|
|
| Volume |
18 |
67 |
49 |
272.2% |
370 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.7962 |
0.7688 |
|
| R3 |
0.7873 |
0.7814 |
0.7648 |
|
| R2 |
0.7725 |
0.7725 |
0.7634 |
|
| R1 |
0.7666 |
0.7666 |
0.7621 |
0.7696 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7592 |
| S1 |
0.7518 |
0.7518 |
0.7593 |
0.7548 |
| S2 |
0.7429 |
0.7429 |
0.7580 |
|
| S3 |
0.7281 |
0.7370 |
0.7566 |
|
| S4 |
0.7133 |
0.7222 |
0.7526 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7886 |
0.7643 |
|
| R3 |
0.7809 |
0.7755 |
0.7607 |
|
| R2 |
0.7678 |
0.7678 |
0.7595 |
|
| R1 |
0.7624 |
0.7624 |
0.7583 |
0.7651 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7560 |
| S1 |
0.7493 |
0.7493 |
0.7559 |
0.7520 |
| S2 |
0.7416 |
0.7416 |
0.7547 |
|
| S3 |
0.7285 |
0.7362 |
0.7535 |
|
| S4 |
0.7154 |
0.7231 |
0.7499 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8265 |
|
2.618 |
0.8023 |
|
1.618 |
0.7875 |
|
1.000 |
0.7784 |
|
0.618 |
0.7727 |
|
HIGH |
0.7636 |
|
0.618 |
0.7579 |
|
0.500 |
0.7562 |
|
0.382 |
0.7545 |
|
LOW |
0.7488 |
|
0.618 |
0.7397 |
|
1.000 |
0.7340 |
|
1.618 |
0.7249 |
|
2.618 |
0.7101 |
|
4.250 |
0.6859 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7591 |
| PP |
0.7577 |
0.7574 |
| S1 |
0.7562 |
0.7558 |
|