CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7452 |
0.0062 |
0.8% |
0.7256 |
| High |
0.7471 |
0.7456 |
-0.0015 |
-0.2% |
0.7405 |
| Low |
0.7384 |
0.7409 |
0.0025 |
0.3% |
0.7218 |
| Close |
0.7468 |
0.7445 |
-0.0023 |
-0.3% |
0.7394 |
| Range |
0.0087 |
0.0047 |
-0.0040 |
-46.0% |
0.0187 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
2,947 |
1,656 |
-1,291 |
-43.8% |
4,716 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7578 |
0.7558 |
0.7471 |
|
| R3 |
0.7531 |
0.7511 |
0.7458 |
|
| R2 |
0.7484 |
0.7484 |
0.7454 |
|
| R1 |
0.7464 |
0.7464 |
0.7449 |
0.7451 |
| PP |
0.7437 |
0.7437 |
0.7437 |
0.7430 |
| S1 |
0.7417 |
0.7417 |
0.7441 |
0.7404 |
| S2 |
0.7390 |
0.7390 |
0.7436 |
|
| S3 |
0.7343 |
0.7370 |
0.7432 |
|
| S4 |
0.7296 |
0.7323 |
0.7419 |
|
|
| 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 |
0.7284 |
0.0187 |
2.5% |
0.0066 |
0.9% |
86% |
False |
False |
1,953 |
| 10 |
0.7471 |
0.7218 |
0.0253 |
3.4% |
0.0066 |
0.9% |
90% |
False |
False |
1,307 |
| 20 |
0.7471 |
0.7096 |
0.0375 |
5.0% |
0.0081 |
1.1% |
93% |
False |
False |
888 |
| 40 |
0.7471 |
0.6819 |
0.0652 |
8.8% |
0.0077 |
1.0% |
96% |
False |
False |
611 |
| 60 |
0.7492 |
0.6819 |
0.0673 |
9.0% |
0.0065 |
0.9% |
93% |
False |
False |
444 |
| 80 |
0.7603 |
0.6819 |
0.0784 |
10.5% |
0.0055 |
0.7% |
80% |
False |
False |
342 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0054 |
0.7% |
65% |
False |
False |
282 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0051 |
0.7% |
65% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7656 |
|
2.618 |
0.7579 |
|
1.618 |
0.7532 |
|
1.000 |
0.7503 |
|
0.618 |
0.7485 |
|
HIGH |
0.7456 |
|
0.618 |
0.7438 |
|
0.500 |
0.7433 |
|
0.382 |
0.7427 |
|
LOW |
0.7409 |
|
0.618 |
0.7380 |
|
1.000 |
0.7362 |
|
1.618 |
0.7333 |
|
2.618 |
0.7286 |
|
4.250 |
0.7209 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7441 |
0.7436 |
| PP |
0.7437 |
0.7427 |
| S1 |
0.7433 |
0.7419 |
|