CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7713 |
0.7742 |
0.0029 |
0.4% |
0.7659 |
| High |
0.7745 |
0.7782 |
0.0037 |
0.5% |
0.7674 |
| Low |
0.7700 |
0.7704 |
0.0004 |
0.1% |
0.7532 |
| Close |
0.7717 |
0.7710 |
-0.0007 |
-0.1% |
0.7552 |
| Range |
0.0045 |
0.0078 |
0.0033 |
73.3% |
0.0142 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.2% |
0.0000 |
| Volume |
91 |
16 |
-75 |
-82.4% |
169 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7916 |
0.7753 |
|
| R3 |
0.7888 |
0.7838 |
0.7731 |
|
| R2 |
0.7810 |
0.7810 |
0.7724 |
|
| R1 |
0.7760 |
0.7760 |
0.7717 |
0.7746 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7725 |
| S1 |
0.7682 |
0.7682 |
0.7703 |
0.7668 |
| S2 |
0.7654 |
0.7654 |
0.7696 |
|
| S3 |
0.7576 |
0.7604 |
0.7689 |
|
| S4 |
0.7498 |
0.7526 |
0.7667 |
|
|
| 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 |
0.8114 |
|
2.618 |
0.7986 |
|
1.618 |
0.7908 |
|
1.000 |
0.7860 |
|
0.618 |
0.7830 |
|
HIGH |
0.7782 |
|
0.618 |
0.7752 |
|
0.500 |
0.7743 |
|
0.382 |
0.7734 |
|
LOW |
0.7704 |
|
0.618 |
0.7656 |
|
1.000 |
0.7626 |
|
1.618 |
0.7578 |
|
2.618 |
0.7500 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7743 |
0.7701 |
| PP |
0.7732 |
0.7692 |
| S1 |
0.7721 |
0.7683 |
|