CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7396 |
0.0010 |
0.1% |
0.7256 |
| High |
0.7405 |
0.7417 |
0.0012 |
0.2% |
0.7405 |
| Low |
0.7374 |
0.7366 |
-0.0008 |
-0.1% |
0.7218 |
| Close |
0.7394 |
0.7403 |
0.0009 |
0.1% |
0.7394 |
| Range |
0.0031 |
0.0051 |
0.0020 |
64.5% |
0.0187 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
954 |
2,479 |
1,525 |
159.9% |
4,716 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7527 |
0.7431 |
|
| R3 |
0.7497 |
0.7476 |
0.7417 |
|
| R2 |
0.7446 |
0.7446 |
0.7412 |
|
| R1 |
0.7425 |
0.7425 |
0.7408 |
0.7436 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7401 |
| S1 |
0.7374 |
0.7374 |
0.7398 |
0.7385 |
| S2 |
0.7344 |
0.7344 |
0.7394 |
|
| S3 |
0.7293 |
0.7323 |
0.7389 |
|
| S4 |
0.7242 |
0.7272 |
0.7375 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7834 |
0.7497 |
|
| R3 |
0.7713 |
0.7647 |
0.7445 |
|
| R2 |
0.7526 |
0.7526 |
0.7428 |
|
| R1 |
0.7460 |
0.7460 |
0.7411 |
0.7493 |
| PP |
0.7339 |
0.7339 |
0.7339 |
0.7356 |
| S1 |
0.7273 |
0.7273 |
0.7377 |
0.7306 |
| S2 |
0.7152 |
0.7152 |
0.7360 |
|
| S3 |
0.6965 |
0.7086 |
0.7343 |
|
| S4 |
0.6778 |
0.6899 |
0.7291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7417 |
0.7218 |
0.0199 |
2.7% |
0.0069 |
0.9% |
93% |
True |
False |
1,309 |
| 10 |
0.7417 |
0.7191 |
0.0226 |
3.1% |
0.0075 |
1.0% |
94% |
True |
False |
1,006 |
| 20 |
0.7417 |
0.7096 |
0.0321 |
4.3% |
0.0081 |
1.1% |
96% |
True |
False |
678 |
| 40 |
0.7417 |
0.6819 |
0.0598 |
8.1% |
0.0076 |
1.0% |
98% |
True |
False |
501 |
| 60 |
0.7496 |
0.6819 |
0.0677 |
9.1% |
0.0063 |
0.8% |
86% |
False |
False |
368 |
| 80 |
0.7662 |
0.6819 |
0.0843 |
11.4% |
0.0055 |
0.7% |
69% |
False |
False |
287 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
13.0% |
0.0054 |
0.7% |
61% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7634 |
|
2.618 |
0.7551 |
|
1.618 |
0.7500 |
|
1.000 |
0.7468 |
|
0.618 |
0.7449 |
|
HIGH |
0.7417 |
|
0.618 |
0.7398 |
|
0.500 |
0.7392 |
|
0.382 |
0.7385 |
|
LOW |
0.7366 |
|
0.618 |
0.7334 |
|
1.000 |
0.7315 |
|
1.618 |
0.7283 |
|
2.618 |
0.7232 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7386 |
| PP |
0.7395 |
0.7368 |
| S1 |
0.7392 |
0.7351 |
|