CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7294 |
0.7251 |
-0.0043 |
-0.6% |
0.7215 |
| High |
0.7302 |
0.7311 |
0.0009 |
0.1% |
0.7324 |
| Low |
0.7235 |
0.7215 |
-0.0020 |
-0.3% |
0.7188 |
| Close |
0.7269 |
0.7293 |
0.0024 |
0.3% |
0.7262 |
| Range |
0.0067 |
0.0096 |
0.0029 |
43.3% |
0.0136 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
51,532 |
67,734 |
16,202 |
31.4% |
261,488 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7523 |
0.7346 |
|
| R3 |
0.7465 |
0.7427 |
0.7319 |
|
| R2 |
0.7369 |
0.7369 |
0.7311 |
|
| R1 |
0.7331 |
0.7331 |
0.7302 |
0.7350 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7283 |
| S1 |
0.7235 |
0.7235 |
0.7284 |
0.7254 |
| S2 |
0.7177 |
0.7177 |
0.7275 |
|
| S3 |
0.7081 |
0.7139 |
0.7267 |
|
| S4 |
0.6985 |
0.7043 |
0.7240 |
|
|
| 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 |
0.7215 |
0.0109 |
1.5% |
0.0070 |
1.0% |
72% |
False |
True |
52,899 |
| 10 |
0.7324 |
0.7134 |
0.0190 |
2.6% |
0.0082 |
1.1% |
84% |
False |
False |
68,161 |
| 20 |
0.7331 |
0.7064 |
0.0267 |
3.7% |
0.0086 |
1.2% |
86% |
False |
False |
78,850 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0082 |
1.1% |
93% |
False |
False |
79,704 |
| 60 |
0.7525 |
0.6809 |
0.0716 |
9.8% |
0.0074 |
1.0% |
68% |
False |
False |
65,834 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.7% |
0.0067 |
0.9% |
57% |
False |
False |
49,519 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0067 |
0.9% |
50% |
False |
False |
39,652 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0065 |
0.9% |
50% |
False |
False |
33,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7719 |
|
2.618 |
0.7562 |
|
1.618 |
0.7466 |
|
1.000 |
0.7407 |
|
0.618 |
0.7370 |
|
HIGH |
0.7311 |
|
0.618 |
0.7274 |
|
0.500 |
0.7263 |
|
0.382 |
0.7252 |
|
LOW |
0.7215 |
|
0.618 |
0.7156 |
|
1.000 |
0.7119 |
|
1.618 |
0.7060 |
|
2.618 |
0.6964 |
|
4.250 |
0.6807 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7285 |
| PP |
0.7273 |
0.7276 |
| S1 |
0.7263 |
0.7268 |
|