CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7609 |
0.0029 |
0.4% |
0.7659 |
| High |
0.7600 |
0.7662 |
0.0062 |
0.8% |
0.7674 |
| Low |
0.7580 |
0.7584 |
0.0004 |
0.1% |
0.7532 |
| Close |
0.7594 |
0.7662 |
0.0068 |
0.9% |
0.7552 |
| Range |
0.0020 |
0.0078 |
0.0058 |
290.0% |
0.0142 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9 |
53 |
44 |
488.9% |
169 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7844 |
0.7705 |
|
| R3 |
0.7792 |
0.7766 |
0.7683 |
|
| R2 |
0.7714 |
0.7714 |
0.7676 |
|
| R1 |
0.7688 |
0.7688 |
0.7669 |
0.7701 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7643 |
| S1 |
0.7610 |
0.7610 |
0.7655 |
0.7623 |
| S2 |
0.7558 |
0.7558 |
0.7648 |
|
| S3 |
0.7480 |
0.7532 |
0.7641 |
|
| S4 |
0.7402 |
0.7454 |
0.7619 |
|
|
| 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 |
0.7994 |
|
2.618 |
0.7866 |
|
1.618 |
0.7788 |
|
1.000 |
0.7740 |
|
0.618 |
0.7710 |
|
HIGH |
0.7662 |
|
0.618 |
0.7632 |
|
0.500 |
0.7623 |
|
0.382 |
0.7614 |
|
LOW |
0.7584 |
|
0.618 |
0.7536 |
|
1.000 |
0.7506 |
|
1.618 |
0.7458 |
|
2.618 |
0.7380 |
|
4.250 |
0.7253 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7649 |
0.7640 |
| PP |
0.7636 |
0.7619 |
| S1 |
0.7623 |
0.7597 |
|