CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7452 |
0.7448 |
-0.0004 |
-0.1% |
0.7256 |
| High |
0.7456 |
0.7479 |
0.0023 |
0.3% |
0.7405 |
| Low |
0.7409 |
0.7424 |
0.0015 |
0.2% |
0.7218 |
| Close |
0.7445 |
0.7461 |
0.0016 |
0.2% |
0.7394 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0187 |
| ATR |
0.0075 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,656 |
1,468 |
-188 |
-11.4% |
4,716 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7595 |
0.7491 |
|
| R3 |
0.7565 |
0.7540 |
0.7476 |
|
| R2 |
0.7510 |
0.7510 |
0.7471 |
|
| R1 |
0.7485 |
0.7485 |
0.7466 |
0.7498 |
| PP |
0.7455 |
0.7455 |
0.7455 |
0.7461 |
| S1 |
0.7430 |
0.7430 |
0.7456 |
0.7443 |
| S2 |
0.7400 |
0.7400 |
0.7451 |
|
| S3 |
0.7345 |
0.7375 |
0.7446 |
|
| S4 |
0.7290 |
0.7320 |
0.7431 |
|
|
| 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 |
0.7479 |
0.7366 |
0.0113 |
1.5% |
0.0054 |
0.7% |
84% |
True |
False |
1,900 |
| 10 |
0.7479 |
0.7218 |
0.0261 |
3.5% |
0.0066 |
0.9% |
93% |
True |
False |
1,386 |
| 20 |
0.7479 |
0.7139 |
0.0340 |
4.6% |
0.0075 |
1.0% |
95% |
True |
False |
943 |
| 40 |
0.7479 |
0.6819 |
0.0660 |
8.8% |
0.0078 |
1.0% |
97% |
True |
False |
647 |
| 60 |
0.7479 |
0.6819 |
0.0660 |
8.8% |
0.0065 |
0.9% |
97% |
True |
False |
467 |
| 80 |
0.7594 |
0.6819 |
0.0775 |
10.4% |
0.0055 |
0.7% |
83% |
False |
False |
360 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0055 |
0.7% |
67% |
False |
False |
296 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0051 |
0.7% |
67% |
False |
False |
248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7713 |
|
2.618 |
0.7623 |
|
1.618 |
0.7568 |
|
1.000 |
0.7534 |
|
0.618 |
0.7513 |
|
HIGH |
0.7479 |
|
0.618 |
0.7458 |
|
0.500 |
0.7452 |
|
0.382 |
0.7445 |
|
LOW |
0.7424 |
|
0.618 |
0.7390 |
|
1.000 |
0.7369 |
|
1.618 |
0.7335 |
|
2.618 |
0.7280 |
|
4.250 |
0.7190 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7451 |
| PP |
0.7455 |
0.7441 |
| S1 |
0.7452 |
0.7432 |
|