CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7393 |
0.7388 |
-0.0005 |
-0.1% |
0.7257 |
| High |
0.7418 |
0.7471 |
0.0053 |
0.7% |
0.7399 |
| Low |
0.7360 |
0.7379 |
0.0019 |
0.3% |
0.7215 |
| Close |
0.7402 |
0.7467 |
0.0065 |
0.9% |
0.7393 |
| Range |
0.0058 |
0.0092 |
0.0034 |
58.6% |
0.0184 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
62,072 |
82,555 |
20,483 |
33.0% |
300,761 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7683 |
0.7518 |
|
| R3 |
0.7623 |
0.7591 |
0.7492 |
|
| R2 |
0.7531 |
0.7531 |
0.7484 |
|
| R1 |
0.7499 |
0.7499 |
0.7475 |
0.7515 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7447 |
| S1 |
0.7407 |
0.7407 |
0.7459 |
0.7423 |
| S2 |
0.7347 |
0.7347 |
0.7450 |
|
| S3 |
0.7255 |
0.7315 |
0.7442 |
|
| S4 |
0.7163 |
0.7223 |
0.7416 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7824 |
0.7494 |
|
| R3 |
0.7704 |
0.7640 |
0.7444 |
|
| R2 |
0.7520 |
0.7520 |
0.7427 |
|
| R1 |
0.7456 |
0.7456 |
0.7410 |
0.7488 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7352 |
| S1 |
0.7272 |
0.7272 |
0.7376 |
0.7304 |
| S2 |
0.7152 |
0.7152 |
0.7359 |
|
| S3 |
0.6968 |
0.7088 |
0.7342 |
|
| S4 |
0.6784 |
0.6904 |
0.7292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7471 |
0.7215 |
0.0256 |
3.4% |
0.0073 |
1.0% |
98% |
True |
False |
70,321 |
| 10 |
0.7471 |
0.7195 |
0.0276 |
3.7% |
0.0074 |
1.0% |
99% |
True |
False |
62,238 |
| 20 |
0.7471 |
0.7090 |
0.0381 |
5.1% |
0.0085 |
1.1% |
99% |
True |
False |
73,460 |
| 40 |
0.7471 |
0.6809 |
0.0662 |
8.9% |
0.0084 |
1.1% |
99% |
True |
False |
83,503 |
| 60 |
0.7522 |
0.6809 |
0.0713 |
9.5% |
0.0075 |
1.0% |
92% |
False |
False |
70,459 |
| 80 |
0.7658 |
0.6809 |
0.0849 |
11.4% |
0.0067 |
0.9% |
78% |
False |
False |
53,062 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0067 |
0.9% |
67% |
False |
False |
42,485 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0065 |
0.9% |
67% |
False |
False |
35,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7712 |
|
1.618 |
0.7620 |
|
1.000 |
0.7563 |
|
0.618 |
0.7528 |
|
HIGH |
0.7471 |
|
0.618 |
0.7436 |
|
0.500 |
0.7425 |
|
0.382 |
0.7414 |
|
LOW |
0.7379 |
|
0.618 |
0.7322 |
|
1.000 |
0.7287 |
|
1.618 |
0.7230 |
|
2.618 |
0.7138 |
|
4.250 |
0.6988 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7453 |
0.7450 |
| PP |
0.7439 |
0.7433 |
| S1 |
0.7425 |
0.7416 |
|