CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7506 |
0.7524 |
0.0018 |
0.2% |
0.7396 |
| High |
0.7541 |
0.7527 |
-0.0014 |
-0.2% |
0.7510 |
| Low |
0.7476 |
0.7451 |
-0.0025 |
-0.3% |
0.7366 |
| Close |
0.7532 |
0.7466 |
-0.0066 |
-0.9% |
0.7505 |
| Range |
0.0065 |
0.0076 |
0.0011 |
16.9% |
0.0144 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
0.7% |
0.0000 |
| Volume |
10,973 |
37,354 |
26,381 |
240.4% |
11,854 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7664 |
0.7508 |
|
| R3 |
0.7633 |
0.7588 |
0.7487 |
|
| R2 |
0.7557 |
0.7557 |
0.7480 |
|
| R1 |
0.7512 |
0.7512 |
0.7473 |
0.7497 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7474 |
| S1 |
0.7436 |
0.7436 |
0.7459 |
0.7421 |
| S2 |
0.7405 |
0.7405 |
0.7452 |
|
| S3 |
0.7329 |
0.7360 |
0.7445 |
|
| S4 |
0.7253 |
0.7284 |
0.7424 |
|
|
| 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 |
0.7409 |
0.0132 |
1.8% |
0.0066 |
0.9% |
43% |
False |
False |
10,951 |
| 10 |
0.7541 |
0.7218 |
0.0323 |
4.3% |
0.0070 |
0.9% |
77% |
False |
False |
6,381 |
| 20 |
0.7541 |
0.7139 |
0.0402 |
5.4% |
0.0074 |
1.0% |
81% |
False |
False |
3,470 |
| 40 |
0.7541 |
0.6819 |
0.0722 |
9.7% |
0.0079 |
1.1% |
90% |
False |
False |
1,922 |
| 60 |
0.7541 |
0.6819 |
0.0722 |
9.7% |
0.0067 |
0.9% |
90% |
False |
False |
1,322 |
| 80 |
0.7557 |
0.6819 |
0.0738 |
9.9% |
0.0057 |
0.8% |
88% |
False |
False |
1,003 |
| 100 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0055 |
0.7% |
67% |
False |
False |
812 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0053 |
0.7% |
67% |
False |
False |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7726 |
|
1.618 |
0.7650 |
|
1.000 |
0.7603 |
|
0.618 |
0.7574 |
|
HIGH |
0.7527 |
|
0.618 |
0.7498 |
|
0.500 |
0.7489 |
|
0.382 |
0.7480 |
|
LOW |
0.7451 |
|
0.618 |
0.7404 |
|
1.000 |
0.7375 |
|
1.618 |
0.7328 |
|
2.618 |
0.7252 |
|
4.250 |
0.7128 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7483 |
| PP |
0.7481 |
0.7477 |
| S1 |
0.7474 |
0.7472 |
|