CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7448 |
0.7457 |
0.0009 |
0.1% |
0.7396 |
| High |
0.7479 |
0.7510 |
0.0031 |
0.4% |
0.7510 |
| Low |
0.7424 |
0.7424 |
0.0000 |
0.0% |
0.7366 |
| Close |
0.7461 |
0.7505 |
0.0044 |
0.6% |
0.7505 |
| Range |
0.0055 |
0.0086 |
0.0031 |
56.4% |
0.0144 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,468 |
3,304 |
1,836 |
125.1% |
11,854 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7707 |
0.7552 |
|
| R3 |
0.7652 |
0.7621 |
0.7529 |
|
| R2 |
0.7566 |
0.7566 |
0.7521 |
|
| R1 |
0.7535 |
0.7535 |
0.7513 |
0.7551 |
| PP |
0.7480 |
0.7480 |
0.7480 |
0.7487 |
| S1 |
0.7449 |
0.7449 |
0.7497 |
0.7465 |
| S2 |
0.7394 |
0.7394 |
0.7489 |
|
| S3 |
0.7308 |
0.7363 |
0.7481 |
|
| S4 |
0.7222 |
0.7277 |
0.7458 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7843 |
0.7584 |
|
| R3 |
0.7748 |
0.7699 |
0.7545 |
|
| R2 |
0.7604 |
0.7604 |
0.7531 |
|
| R1 |
0.7555 |
0.7555 |
0.7518 |
0.7580 |
| PP |
0.7460 |
0.7460 |
0.7460 |
0.7473 |
| S1 |
0.7411 |
0.7411 |
0.7492 |
0.7436 |
| S2 |
0.7316 |
0.7316 |
0.7479 |
|
| S3 |
0.7172 |
0.7267 |
0.7465 |
|
| S4 |
0.7028 |
0.7123 |
0.7426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7510 |
0.7366 |
0.0144 |
1.9% |
0.0065 |
0.9% |
97% |
True |
False |
2,370 |
| 10 |
0.7510 |
0.7218 |
0.0292 |
3.9% |
0.0069 |
0.9% |
98% |
True |
False |
1,657 |
| 20 |
0.7510 |
0.7139 |
0.0371 |
4.9% |
0.0075 |
1.0% |
99% |
True |
False |
1,077 |
| 40 |
0.7510 |
0.6819 |
0.0691 |
9.2% |
0.0078 |
1.0% |
99% |
True |
False |
724 |
| 60 |
0.7510 |
0.6819 |
0.0691 |
9.2% |
0.0066 |
0.9% |
99% |
True |
False |
520 |
| 80 |
0.7557 |
0.6819 |
0.0738 |
9.8% |
0.0055 |
0.7% |
93% |
False |
False |
401 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0055 |
0.7% |
71% |
False |
False |
329 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0052 |
0.7% |
71% |
False |
False |
276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7876 |
|
2.618 |
0.7735 |
|
1.618 |
0.7649 |
|
1.000 |
0.7596 |
|
0.618 |
0.7563 |
|
HIGH |
0.7510 |
|
0.618 |
0.7477 |
|
0.500 |
0.7467 |
|
0.382 |
0.7457 |
|
LOW |
0.7424 |
|
0.618 |
0.7371 |
|
1.000 |
0.7338 |
|
1.618 |
0.7285 |
|
2.618 |
0.7199 |
|
4.250 |
0.7059 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7492 |
0.7490 |
| PP |
0.7480 |
0.7475 |
| S1 |
0.7467 |
0.7460 |
|