CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7454 |
0.7548 |
0.0094 |
1.3% |
0.7396 |
High |
0.7562 |
0.7558 |
-0.0004 |
-0.1% |
0.7510 |
Low |
0.7438 |
0.7465 |
0.0027 |
0.4% |
0.7366 |
Close |
0.7549 |
0.7495 |
-0.0054 |
-0.7% |
0.7505 |
Range |
0.0124 |
0.0093 |
-0.0031 |
-25.0% |
0.0144 |
ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
Volume |
48,459 |
55,426 |
6,967 |
14.4% |
11,854 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7785 |
0.7733 |
0.7546 |
|
R3 |
0.7692 |
0.7640 |
0.7521 |
|
R2 |
0.7599 |
0.7599 |
0.7512 |
|
R1 |
0.7547 |
0.7547 |
0.7504 |
0.7527 |
PP |
0.7506 |
0.7506 |
0.7506 |
0.7496 |
S1 |
0.7454 |
0.7454 |
0.7486 |
0.7434 |
S2 |
0.7413 |
0.7413 |
0.7478 |
|
S3 |
0.7320 |
0.7361 |
0.7469 |
|
S4 |
0.7227 |
0.7268 |
0.7444 |
|
|
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% |
0.0089 |
1.2% |
51% |
False |
False |
31,103 |
10 |
0.7562 |
0.7366 |
0.0196 |
2.6% |
0.0072 |
1.0% |
66% |
False |
False |
16,502 |
20 |
0.7562 |
0.7139 |
0.0423 |
5.6% |
0.0076 |
1.0% |
84% |
False |
False |
8,637 |
40 |
0.7562 |
0.6819 |
0.0743 |
9.9% |
0.0081 |
1.1% |
91% |
False |
False |
4,483 |
60 |
0.7562 |
0.6819 |
0.0743 |
9.9% |
0.0069 |
0.9% |
91% |
False |
False |
3,049 |
80 |
0.7562 |
0.6819 |
0.0743 |
9.9% |
0.0058 |
0.8% |
91% |
False |
False |
2,302 |
100 |
0.7750 |
0.6819 |
0.0931 |
12.4% |
0.0056 |
0.7% |
73% |
False |
False |
1,850 |
120 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0054 |
0.7% |
70% |
False |
False |
1,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7953 |
2.618 |
0.7801 |
1.618 |
0.7708 |
1.000 |
0.7651 |
0.618 |
0.7615 |
HIGH |
0.7558 |
0.618 |
0.7522 |
0.500 |
0.7512 |
0.382 |
0.7501 |
LOW |
0.7465 |
0.618 |
0.7408 |
1.000 |
0.7372 |
1.618 |
0.7315 |
2.618 |
0.7222 |
4.250 |
0.7070 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7512 |
0.7500 |
PP |
0.7506 |
0.7498 |
S1 |
0.7501 |
0.7497 |
|