CME Canadian Dollar Future June 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 |
0.7396 |
0.7390 |
-0.0006 |
-0.1% |
0.7256 |
| High |
0.7417 |
0.7471 |
0.0054 |
0.7% |
0.7405 |
| Low |
0.7366 |
0.7384 |
0.0018 |
0.2% |
0.7218 |
| Close |
0.7403 |
0.7468 |
0.0065 |
0.9% |
0.7394 |
| Range |
0.0051 |
0.0087 |
0.0036 |
70.6% |
0.0187 |
| ATR |
0.0075 |
0.0076 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,479 |
2,947 |
468 |
18.9% |
4,716 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7672 |
0.7516 |
|
| R3 |
0.7615 |
0.7585 |
0.7492 |
|
| R2 |
0.7528 |
0.7528 |
0.7484 |
|
| R1 |
0.7498 |
0.7498 |
0.7476 |
0.7513 |
| PP |
0.7441 |
0.7441 |
0.7441 |
0.7449 |
| S1 |
0.7411 |
0.7411 |
0.7460 |
0.7426 |
| S2 |
0.7354 |
0.7354 |
0.7452 |
|
| S3 |
0.7267 |
0.7324 |
0.7444 |
|
| S4 |
0.7180 |
0.7237 |
0.7420 |
|
|
| 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 |
0.7471 |
0.7218 |
0.0253 |
3.4% |
0.0075 |
1.0% |
99% |
True |
False |
1,811 |
| 10 |
0.7471 |
0.7201 |
0.0270 |
3.6% |
0.0073 |
1.0% |
99% |
True |
False |
1,222 |
| 20 |
0.7471 |
0.7096 |
0.0375 |
5.0% |
0.0081 |
1.1% |
99% |
True |
False |
811 |
| 40 |
0.7471 |
0.6819 |
0.0652 |
8.7% |
0.0077 |
1.0% |
100% |
True |
False |
574 |
| 60 |
0.7496 |
0.6819 |
0.0677 |
9.1% |
0.0064 |
0.9% |
96% |
False |
False |
417 |
| 80 |
0.7637 |
0.6819 |
0.0818 |
11.0% |
0.0055 |
0.7% |
79% |
False |
False |
324 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0054 |
0.7% |
67% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7699 |
|
1.618 |
0.7612 |
|
1.000 |
0.7558 |
|
0.618 |
0.7525 |
|
HIGH |
0.7471 |
|
0.618 |
0.7438 |
|
0.500 |
0.7428 |
|
0.382 |
0.7417 |
|
LOW |
0.7384 |
|
0.618 |
0.7330 |
|
1.000 |
0.7297 |
|
1.618 |
0.7243 |
|
2.618 |
0.7156 |
|
4.250 |
0.7014 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7455 |
0.7452 |
| PP |
0.7441 |
0.7435 |
| S1 |
0.7428 |
0.7419 |
|