CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7457 |
0.7506 |
0.0049 |
0.7% |
0.7396 |
| High |
0.7510 |
0.7541 |
0.0031 |
0.4% |
0.7510 |
| Low |
0.7424 |
0.7476 |
0.0052 |
0.7% |
0.7366 |
| Close |
0.7505 |
0.7532 |
0.0027 |
0.4% |
0.7505 |
| Range |
0.0086 |
0.0065 |
-0.0021 |
-24.4% |
0.0144 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
3,304 |
10,973 |
7,669 |
232.1% |
11,854 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7687 |
0.7568 |
|
| R3 |
0.7646 |
0.7622 |
0.7550 |
|
| R2 |
0.7581 |
0.7581 |
0.7544 |
|
| R1 |
0.7557 |
0.7557 |
0.7538 |
0.7569 |
| PP |
0.7516 |
0.7516 |
0.7516 |
0.7523 |
| S1 |
0.7492 |
0.7492 |
0.7526 |
0.7504 |
| S2 |
0.7451 |
0.7451 |
0.7520 |
|
| S3 |
0.7386 |
0.7427 |
0.7514 |
|
| S4 |
0.7321 |
0.7362 |
0.7496 |
|
|
| 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 |
0.7541 |
0.7384 |
0.0157 |
2.1% |
0.0068 |
0.9% |
94% |
True |
False |
4,069 |
| 10 |
0.7541 |
0.7218 |
0.0323 |
4.3% |
0.0069 |
0.9% |
97% |
True |
False |
2,689 |
| 20 |
0.7541 |
0.7139 |
0.0402 |
5.3% |
0.0073 |
1.0% |
98% |
True |
False |
1,613 |
| 40 |
0.7541 |
0.6819 |
0.0722 |
9.6% |
0.0079 |
1.0% |
99% |
True |
False |
991 |
| 60 |
0.7541 |
0.6819 |
0.0722 |
9.6% |
0.0066 |
0.9% |
99% |
True |
False |
702 |
| 80 |
0.7557 |
0.6819 |
0.0738 |
9.8% |
0.0056 |
0.7% |
97% |
False |
False |
538 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0055 |
0.7% |
74% |
False |
False |
439 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0052 |
0.7% |
74% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7817 |
|
2.618 |
0.7711 |
|
1.618 |
0.7646 |
|
1.000 |
0.7606 |
|
0.618 |
0.7581 |
|
HIGH |
0.7541 |
|
0.618 |
0.7516 |
|
0.500 |
0.7509 |
|
0.382 |
0.7501 |
|
LOW |
0.7476 |
|
0.618 |
0.7436 |
|
1.000 |
0.7411 |
|
1.618 |
0.7371 |
|
2.618 |
0.7306 |
|
4.250 |
0.7200 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7524 |
0.7516 |
| PP |
0.7516 |
0.7499 |
| S1 |
0.7509 |
0.7483 |
|