CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7501 |
0.7562 |
0.0061 |
0.8% |
0.7507 |
| High |
0.7595 |
0.7568 |
-0.0027 |
-0.4% |
0.7595 |
| Low |
0.7493 |
0.7516 |
0.0023 |
0.3% |
0.7437 |
| Close |
0.7563 |
0.7539 |
-0.0024 |
-0.3% |
0.7563 |
| Range |
0.0102 |
0.0052 |
-0.0050 |
-49.0% |
0.0158 |
| ATR |
0.0083 |
0.0080 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
28,792 |
4,318 |
-24,474 |
-85.0% |
418,970 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7670 |
0.7568 |
|
| R3 |
0.7645 |
0.7618 |
0.7553 |
|
| R2 |
0.7593 |
0.7593 |
0.7549 |
|
| R1 |
0.7566 |
0.7566 |
0.7544 |
0.7554 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7535 |
| S1 |
0.7514 |
0.7514 |
0.7534 |
0.7502 |
| S2 |
0.7489 |
0.7489 |
0.7529 |
|
| S3 |
0.7437 |
0.7462 |
0.7525 |
|
| S4 |
0.7385 |
0.7410 |
0.7510 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7942 |
0.7650 |
|
| R3 |
0.7848 |
0.7784 |
0.7606 |
|
| R2 |
0.7690 |
0.7690 |
0.7592 |
|
| R1 |
0.7626 |
0.7626 |
0.7577 |
0.7658 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7548 |
| S1 |
0.7468 |
0.7468 |
0.7549 |
0.7500 |
| S2 |
0.7374 |
0.7374 |
0.7534 |
|
| S3 |
0.7216 |
0.7310 |
0.7520 |
|
| S4 |
0.7058 |
0.7152 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7595 |
0.7437 |
0.0158 |
2.1% |
0.0089 |
1.2% |
65% |
False |
False |
72,232 |
| 10 |
0.7595 |
0.7379 |
0.0216 |
2.9% |
0.0080 |
1.1% |
74% |
False |
False |
68,651 |
| 20 |
0.7595 |
0.7188 |
0.0407 |
5.4% |
0.0078 |
1.0% |
86% |
False |
False |
65,541 |
| 40 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0086 |
1.1% |
93% |
False |
False |
81,013 |
| 60 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0078 |
1.0% |
93% |
False |
False |
73,696 |
| 80 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0071 |
0.9% |
93% |
False |
False |
60,566 |
| 100 |
0.7723 |
0.6809 |
0.0914 |
12.1% |
0.0068 |
0.9% |
80% |
False |
False |
48,509 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0067 |
0.9% |
75% |
False |
False |
40,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7789 |
|
2.618 |
0.7704 |
|
1.618 |
0.7652 |
|
1.000 |
0.7620 |
|
0.618 |
0.7600 |
|
HIGH |
0.7568 |
|
0.618 |
0.7548 |
|
0.500 |
0.7542 |
|
0.382 |
0.7536 |
|
LOW |
0.7516 |
|
0.618 |
0.7484 |
|
1.000 |
0.7464 |
|
1.618 |
0.7432 |
|
2.618 |
0.7380 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7542 |
0.7536 |
| PP |
0.7541 |
0.7533 |
| S1 |
0.7540 |
0.7530 |
|