CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7580 |
0.0028 |
0.4% |
0.7659 |
| High |
0.7560 |
0.7600 |
0.0040 |
0.5% |
0.7674 |
| Low |
0.7532 |
0.7580 |
0.0048 |
0.6% |
0.7532 |
| Close |
0.7552 |
0.7594 |
0.0042 |
0.6% |
0.7552 |
| Range |
0.0028 |
0.0020 |
-0.0008 |
-28.6% |
0.0142 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
59 |
9 |
-50 |
-84.7% |
169 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7651 |
0.7643 |
0.7605 |
|
| R3 |
0.7631 |
0.7623 |
0.7600 |
|
| R2 |
0.7611 |
0.7611 |
0.7598 |
|
| R1 |
0.7603 |
0.7603 |
0.7596 |
0.7607 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7594 |
| S1 |
0.7583 |
0.7583 |
0.7592 |
0.7587 |
| S2 |
0.7571 |
0.7571 |
0.7590 |
|
| S3 |
0.7551 |
0.7563 |
0.7589 |
|
| S4 |
0.7531 |
0.7543 |
0.7583 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7924 |
0.7630 |
|
| R3 |
0.7870 |
0.7782 |
0.7591 |
|
| R2 |
0.7728 |
0.7728 |
0.7578 |
|
| R1 |
0.7640 |
0.7640 |
0.7565 |
0.7613 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7573 |
| S1 |
0.7498 |
0.7498 |
0.7539 |
0.7471 |
| S2 |
0.7444 |
0.7444 |
0.7526 |
|
| S3 |
0.7302 |
0.7356 |
0.7513 |
|
| S4 |
0.7160 |
0.7214 |
0.7474 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7652 |
|
1.618 |
0.7632 |
|
1.000 |
0.7620 |
|
0.618 |
0.7612 |
|
HIGH |
0.7600 |
|
0.618 |
0.7592 |
|
0.500 |
0.7590 |
|
0.382 |
0.7588 |
|
LOW |
0.7580 |
|
0.618 |
0.7568 |
|
1.000 |
0.7560 |
|
1.618 |
0.7548 |
|
2.618 |
0.7528 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7585 |
| PP |
0.7591 |
0.7575 |
| S1 |
0.7590 |
0.7566 |
|