CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7210 |
0.7308 |
0.0098 |
1.4% |
0.7196 |
| High |
0.7316 |
0.7324 |
0.0008 |
0.1% |
0.7253 |
| Low |
0.7195 |
0.7272 |
0.0077 |
1.1% |
0.7134 |
| Close |
0.7287 |
0.7278 |
-0.0009 |
-0.1% |
0.7223 |
| Range |
0.0121 |
0.0052 |
-0.0069 |
-57.0% |
0.0119 |
| ATR |
0.0089 |
0.0087 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
74,018 |
57,146 |
-16,872 |
-22.8% |
388,070 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7447 |
0.7415 |
0.7307 |
|
| R3 |
0.7395 |
0.7363 |
0.7292 |
|
| R2 |
0.7343 |
0.7343 |
0.7288 |
|
| R1 |
0.7311 |
0.7311 |
0.7283 |
0.7301 |
| PP |
0.7291 |
0.7291 |
0.7291 |
0.7287 |
| S1 |
0.7259 |
0.7259 |
0.7273 |
0.7249 |
| S2 |
0.7239 |
0.7239 |
0.7268 |
|
| S3 |
0.7187 |
0.7207 |
0.7264 |
|
| S4 |
0.7135 |
0.7155 |
0.7249 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7511 |
0.7288 |
|
| R3 |
0.7441 |
0.7392 |
0.7256 |
|
| R2 |
0.7322 |
0.7322 |
0.7245 |
|
| R1 |
0.7273 |
0.7273 |
0.7234 |
0.7298 |
| PP |
0.7203 |
0.7203 |
0.7203 |
0.7216 |
| S1 |
0.7154 |
0.7154 |
0.7212 |
0.7179 |
| S2 |
0.7084 |
0.7084 |
0.7201 |
|
| S3 |
0.6965 |
0.7035 |
0.7190 |
|
| S4 |
0.6846 |
0.6916 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7324 |
0.7134 |
0.0190 |
2.6% |
0.0086 |
1.2% |
76% |
True |
False |
76,973 |
| 10 |
0.7331 |
0.7134 |
0.0197 |
2.7% |
0.0088 |
1.2% |
73% |
False |
False |
78,211 |
| 20 |
0.7331 |
0.6877 |
0.0454 |
6.2% |
0.0095 |
1.3% |
88% |
False |
False |
88,299 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0079 |
1.1% |
90% |
False |
False |
77,943 |
| 60 |
0.7528 |
0.6809 |
0.0719 |
9.9% |
0.0072 |
1.0% |
65% |
False |
False |
62,482 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.8% |
0.0067 |
0.9% |
55% |
False |
False |
46,938 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0066 |
0.9% |
48% |
False |
False |
37,583 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0065 |
0.9% |
48% |
False |
False |
31,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7545 |
|
2.618 |
0.7460 |
|
1.618 |
0.7408 |
|
1.000 |
0.7376 |
|
0.618 |
0.7356 |
|
HIGH |
0.7324 |
|
0.618 |
0.7304 |
|
0.500 |
0.7298 |
|
0.382 |
0.7292 |
|
LOW |
0.7272 |
|
0.618 |
0.7240 |
|
1.000 |
0.7220 |
|
1.618 |
0.7188 |
|
2.618 |
0.7136 |
|
4.250 |
0.7051 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7298 |
0.7271 |
| PP |
0.7291 |
0.7263 |
| S1 |
0.7285 |
0.7256 |
|