CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7589 |
0.7552 |
-0.0037 |
-0.5% |
0.7559 |
| High |
0.7594 |
0.7560 |
-0.0034 |
-0.4% |
0.7730 |
| Low |
0.7573 |
0.7532 |
-0.0041 |
-0.5% |
0.7479 |
| Close |
0.7577 |
0.7552 |
-0.0025 |
-0.3% |
0.7681 |
| Range |
0.0021 |
0.0028 |
0.0007 |
33.3% |
0.0251 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
56 |
59 |
3 |
5.4% |
183 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7620 |
0.7567 |
|
| R3 |
0.7604 |
0.7592 |
0.7560 |
|
| R2 |
0.7576 |
0.7576 |
0.7557 |
|
| R1 |
0.7564 |
0.7564 |
0.7555 |
0.7566 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7549 |
| S1 |
0.7536 |
0.7536 |
0.7549 |
0.7538 |
| S2 |
0.7520 |
0.7520 |
0.7547 |
|
| S3 |
0.7492 |
0.7508 |
0.7544 |
|
| S4 |
0.7464 |
0.7480 |
0.7537 |
|
|
| 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 |
0.7679 |
|
2.618 |
0.7633 |
|
1.618 |
0.7605 |
|
1.000 |
0.7588 |
|
0.618 |
0.7577 |
|
HIGH |
0.7560 |
|
0.618 |
0.7549 |
|
0.500 |
0.7546 |
|
0.382 |
0.7543 |
|
LOW |
0.7532 |
|
0.618 |
0.7515 |
|
1.000 |
0.7504 |
|
1.618 |
0.7487 |
|
2.618 |
0.7459 |
|
4.250 |
0.7413 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7550 |
0.7603 |
| PP |
0.7548 |
0.7586 |
| S1 |
0.7546 |
0.7569 |
|