CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7524 |
0.7454 |
-0.0070 |
-0.9% |
0.7396 |
High |
0.7527 |
0.7562 |
0.0035 |
0.5% |
0.7510 |
Low |
0.7451 |
0.7438 |
-0.0013 |
-0.2% |
0.7366 |
Close |
0.7466 |
0.7549 |
0.0083 |
1.1% |
0.7505 |
Range |
0.0076 |
0.0124 |
0.0048 |
63.2% |
0.0144 |
ATR |
0.0074 |
0.0078 |
0.0004 |
4.8% |
0.0000 |
Volume |
37,354 |
48,459 |
11,105 |
29.7% |
11,854 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7888 |
0.7843 |
0.7617 |
|
R3 |
0.7764 |
0.7719 |
0.7583 |
|
R2 |
0.7640 |
0.7640 |
0.7572 |
|
R1 |
0.7595 |
0.7595 |
0.7560 |
0.7618 |
PP |
0.7516 |
0.7516 |
0.7516 |
0.7528 |
S1 |
0.7471 |
0.7471 |
0.7538 |
0.7494 |
S2 |
0.7392 |
0.7392 |
0.7526 |
|
S3 |
0.7268 |
0.7347 |
0.7515 |
|
S4 |
0.7144 |
0.7223 |
0.7481 |
|
|
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 |
0.7562 |
0.7424 |
0.0138 |
1.8% |
0.0081 |
1.1% |
91% |
True |
False |
20,311 |
10 |
0.7562 |
0.7284 |
0.0278 |
3.7% |
0.0074 |
1.0% |
95% |
True |
False |
11,132 |
20 |
0.7562 |
0.7139 |
0.0423 |
5.6% |
0.0076 |
1.0% |
97% |
True |
False |
5,881 |
40 |
0.7562 |
0.6819 |
0.0743 |
9.8% |
0.0080 |
1.1% |
98% |
True |
False |
3,114 |
60 |
0.7562 |
0.6819 |
0.0743 |
9.8% |
0.0068 |
0.9% |
98% |
True |
False |
2,128 |
80 |
0.7562 |
0.6819 |
0.0743 |
9.8% |
0.0058 |
0.8% |
98% |
True |
False |
1,609 |
100 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0056 |
0.7% |
76% |
False |
False |
1,296 |
120 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0054 |
0.7% |
76% |
False |
False |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8089 |
2.618 |
0.7887 |
1.618 |
0.7763 |
1.000 |
0.7686 |
0.618 |
0.7639 |
HIGH |
0.7562 |
0.618 |
0.7515 |
0.500 |
0.7500 |
0.382 |
0.7485 |
LOW |
0.7438 |
0.618 |
0.7361 |
1.000 |
0.7314 |
1.618 |
0.7237 |
2.618 |
0.7113 |
4.250 |
0.6911 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7533 |
0.7533 |
PP |
0.7516 |
0.7516 |
S1 |
0.7500 |
0.7500 |
|