CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7497 |
-0.0051 |
-0.7% |
0.7506 |
| High |
0.7558 |
0.7596 |
0.0038 |
0.5% |
0.7596 |
| Low |
0.7465 |
0.7494 |
0.0029 |
0.4% |
0.7438 |
| Close |
0.7495 |
0.7564 |
0.0069 |
0.9% |
0.7564 |
| Range |
0.0093 |
0.0102 |
0.0009 |
9.7% |
0.0158 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
| Volume |
55,426 |
98,513 |
43,087 |
77.7% |
250,725 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7857 |
0.7813 |
0.7620 |
|
| R3 |
0.7755 |
0.7711 |
0.7592 |
|
| R2 |
0.7653 |
0.7653 |
0.7583 |
|
| R1 |
0.7609 |
0.7609 |
0.7573 |
0.7631 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7563 |
| S1 |
0.7507 |
0.7507 |
0.7555 |
0.7529 |
| S2 |
0.7449 |
0.7449 |
0.7545 |
|
| S3 |
0.7347 |
0.7405 |
0.7536 |
|
| S4 |
0.7245 |
0.7303 |
0.7508 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7943 |
0.7651 |
|
| R3 |
0.7849 |
0.7785 |
0.7607 |
|
| R2 |
0.7691 |
0.7691 |
0.7593 |
|
| R1 |
0.7627 |
0.7627 |
0.7578 |
0.7659 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7549 |
| S1 |
0.7469 |
0.7469 |
0.7550 |
0.7501 |
| S2 |
0.7375 |
0.7375 |
0.7535 |
|
| S3 |
0.7217 |
0.7311 |
0.7521 |
|
| S4 |
0.7059 |
0.7153 |
0.7477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7596 |
0.7438 |
0.0158 |
2.1% |
0.0092 |
1.2% |
80% |
True |
False |
50,145 |
| 10 |
0.7596 |
0.7366 |
0.0230 |
3.0% |
0.0079 |
1.0% |
86% |
True |
False |
26,257 |
| 20 |
0.7596 |
0.7162 |
0.0434 |
5.7% |
0.0078 |
1.0% |
93% |
True |
False |
13,540 |
| 40 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0082 |
1.1% |
96% |
True |
False |
6,940 |
| 60 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0070 |
0.9% |
96% |
True |
False |
4,688 |
| 80 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0059 |
0.8% |
96% |
True |
False |
3,533 |
| 100 |
0.7721 |
0.6819 |
0.0902 |
11.9% |
0.0057 |
0.8% |
83% |
False |
False |
2,835 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.7% |
0.0054 |
0.7% |
77% |
False |
False |
2,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8030 |
|
2.618 |
0.7863 |
|
1.618 |
0.7761 |
|
1.000 |
0.7698 |
|
0.618 |
0.7659 |
|
HIGH |
0.7596 |
|
0.618 |
0.7557 |
|
0.500 |
0.7545 |
|
0.382 |
0.7533 |
|
LOW |
0.7494 |
|
0.618 |
0.7431 |
|
1.000 |
0.7392 |
|
1.618 |
0.7329 |
|
2.618 |
0.7227 |
|
4.250 |
0.7061 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7548 |
| PP |
0.7551 |
0.7533 |
| S1 |
0.7545 |
0.7517 |
|