CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7659 |
0.7656 |
-0.0003 |
0.0% |
0.7559 |
| High |
0.7667 |
0.7674 |
0.0007 |
0.1% |
0.7730 |
| Low |
0.7659 |
0.7630 |
-0.0029 |
-0.4% |
0.7479 |
| Close |
0.7661 |
0.7673 |
0.0012 |
0.2% |
0.7681 |
| Range |
0.0008 |
0.0044 |
0.0036 |
450.1% |
0.0251 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
12 |
42 |
30 |
250.0% |
183 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7791 |
0.7776 |
0.7697 |
|
| R3 |
0.7747 |
0.7732 |
0.7685 |
|
| R2 |
0.7703 |
0.7703 |
0.7681 |
|
| R1 |
0.7688 |
0.7688 |
0.7677 |
0.7696 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7663 |
| S1 |
0.7644 |
0.7644 |
0.7669 |
0.7652 |
| S2 |
0.7615 |
0.7615 |
0.7665 |
|
| S3 |
0.7571 |
0.7600 |
0.7661 |
|
| S4 |
0.7527 |
0.7556 |
0.7649 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8383 |
0.8283 |
0.7819 |
|
| R3 |
0.8132 |
0.8032 |
0.7750 |
|
| R2 |
0.7881 |
0.7881 |
0.7727 |
|
| R1 |
0.7781 |
0.7781 |
0.7704 |
0.7831 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7655 |
| S1 |
0.7530 |
0.7530 |
0.7658 |
0.7580 |
| S2 |
0.7379 |
0.7379 |
0.7635 |
|
| S3 |
0.7128 |
0.7279 |
0.7612 |
|
| S4 |
0.6877 |
0.7028 |
0.7543 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7789 |
|
1.618 |
0.7745 |
|
1.000 |
0.7718 |
|
0.618 |
0.7701 |
|
HIGH |
0.7674 |
|
0.618 |
0.7657 |
|
0.500 |
0.7652 |
|
0.382 |
0.7647 |
|
LOW |
0.7630 |
|
0.618 |
0.7603 |
|
1.000 |
0.7586 |
|
1.618 |
0.7559 |
|
2.618 |
0.7515 |
|
4.250 |
0.7443 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7680 |
| PP |
0.7659 |
0.7678 |
| S1 |
0.7652 |
0.7675 |
|