CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7446 |
0.7457 |
0.0011 |
0.1% |
0.7393 |
| High |
0.7478 |
0.7512 |
0.0034 |
0.5% |
0.7512 |
| Low |
0.7422 |
0.7422 |
0.0000 |
0.0% |
0.7360 |
| Close |
0.7460 |
0.7504 |
0.0044 |
0.6% |
0.7504 |
| Range |
0.0056 |
0.0090 |
0.0034 |
60.7% |
0.0152 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.3% |
0.0000 |
| Volume |
52,454 |
70,249 |
17,795 |
33.9% |
325,302 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7717 |
0.7554 |
|
| R3 |
0.7659 |
0.7627 |
0.7529 |
|
| R2 |
0.7569 |
0.7569 |
0.7521 |
|
| R1 |
0.7537 |
0.7537 |
0.7512 |
0.7553 |
| PP |
0.7479 |
0.7479 |
0.7479 |
0.7488 |
| S1 |
0.7447 |
0.7447 |
0.7496 |
0.7463 |
| S2 |
0.7389 |
0.7389 |
0.7488 |
|
| S3 |
0.7299 |
0.7357 |
0.7479 |
|
| S4 |
0.7209 |
0.7267 |
0.7455 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7861 |
0.7588 |
|
| R3 |
0.7763 |
0.7709 |
0.7546 |
|
| R2 |
0.7611 |
0.7611 |
0.7532 |
|
| R1 |
0.7557 |
0.7557 |
0.7518 |
0.7584 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7472 |
| S1 |
0.7405 |
0.7405 |
0.7490 |
0.7432 |
| S2 |
0.7307 |
0.7307 |
0.7476 |
|
| S3 |
0.7155 |
0.7253 |
0.7462 |
|
| S4 |
0.7003 |
0.7101 |
0.7420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7512 |
0.7360 |
0.0152 |
2.0% |
0.0069 |
0.9% |
95% |
True |
False |
65,060 |
| 10 |
0.7512 |
0.7215 |
0.0297 |
4.0% |
0.0069 |
0.9% |
97% |
True |
False |
62,606 |
| 20 |
0.7512 |
0.7134 |
0.0378 |
5.0% |
0.0078 |
1.0% |
98% |
True |
False |
68,088 |
| 40 |
0.7512 |
0.6809 |
0.0703 |
9.4% |
0.0083 |
1.1% |
99% |
True |
False |
82,844 |
| 60 |
0.7512 |
0.6809 |
0.0703 |
9.4% |
0.0075 |
1.0% |
99% |
True |
False |
72,846 |
| 80 |
0.7558 |
0.6809 |
0.0749 |
10.0% |
0.0067 |
0.9% |
93% |
False |
False |
55,310 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0067 |
0.9% |
71% |
False |
False |
44,287 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0065 |
0.9% |
71% |
False |
False |
36,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7895 |
|
2.618 |
0.7748 |
|
1.618 |
0.7658 |
|
1.000 |
0.7602 |
|
0.618 |
0.7568 |
|
HIGH |
0.7512 |
|
0.618 |
0.7478 |
|
0.500 |
0.7467 |
|
0.382 |
0.7456 |
|
LOW |
0.7422 |
|
0.618 |
0.7366 |
|
1.000 |
0.7332 |
|
1.618 |
0.7276 |
|
2.618 |
0.7186 |
|
4.250 |
0.7040 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7489 |
| PP |
0.7479 |
0.7475 |
| S1 |
0.7467 |
0.7460 |
|