CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7285 |
0.7257 |
-0.0028 |
-0.4% |
0.7215 |
High |
0.7286 |
0.7320 |
0.0034 |
0.5% |
0.7324 |
Low |
0.7222 |
0.7251 |
0.0029 |
0.4% |
0.7188 |
Close |
0.7262 |
0.7295 |
0.0033 |
0.5% |
0.7262 |
Range |
0.0064 |
0.0069 |
0.0005 |
7.8% |
0.0136 |
ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
45,837 |
42,247 |
-3,590 |
-7.8% |
261,488 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7496 |
0.7464 |
0.7333 |
|
R3 |
0.7427 |
0.7395 |
0.7314 |
|
R2 |
0.7358 |
0.7358 |
0.7308 |
|
R1 |
0.7326 |
0.7326 |
0.7301 |
0.7342 |
PP |
0.7289 |
0.7289 |
0.7289 |
0.7297 |
S1 |
0.7257 |
0.7257 |
0.7289 |
0.7273 |
S2 |
0.7220 |
0.7220 |
0.7282 |
|
S3 |
0.7151 |
0.7188 |
0.7276 |
|
S4 |
0.7082 |
0.7119 |
0.7257 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7666 |
0.7600 |
0.7337 |
|
R3 |
0.7530 |
0.7464 |
0.7299 |
|
R2 |
0.7394 |
0.7394 |
0.7287 |
|
R1 |
0.7328 |
0.7328 |
0.7274 |
0.7361 |
PP |
0.7258 |
0.7258 |
0.7258 |
0.7275 |
S1 |
0.7192 |
0.7192 |
0.7250 |
0.7225 |
S2 |
0.7122 |
0.7122 |
0.7237 |
|
S3 |
0.6986 |
0.7056 |
0.7225 |
|
S4 |
0.6850 |
0.6920 |
0.7187 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7324 |
0.7188 |
0.0136 |
1.9% |
0.0083 |
1.1% |
79% |
False |
False |
60,747 |
10 |
0.7324 |
0.7134 |
0.0190 |
2.6% |
0.0082 |
1.1% |
85% |
False |
False |
69,180 |
20 |
0.7331 |
0.6981 |
0.0350 |
4.8% |
0.0089 |
1.2% |
90% |
False |
False |
81,531 |
40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0080 |
1.1% |
93% |
False |
False |
78,341 |
60 |
0.7528 |
0.6809 |
0.0719 |
9.9% |
0.0072 |
1.0% |
68% |
False |
False |
63,899 |
80 |
0.7665 |
0.6809 |
0.0856 |
11.7% |
0.0067 |
0.9% |
57% |
False |
False |
48,036 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0066 |
0.9% |
50% |
False |
False |
38,462 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0065 |
0.9% |
50% |
False |
False |
32,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7613 |
2.618 |
0.7501 |
1.618 |
0.7432 |
1.000 |
0.7389 |
0.618 |
0.7363 |
HIGH |
0.7320 |
0.618 |
0.7294 |
0.500 |
0.7286 |
0.382 |
0.7277 |
LOW |
0.7251 |
0.618 |
0.7208 |
1.000 |
0.7182 |
1.618 |
0.7139 |
2.618 |
0.7070 |
4.250 |
0.6958 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7292 |
0.7288 |
PP |
0.7289 |
0.7280 |
S1 |
0.7286 |
0.7273 |
|