CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7497 |
0.7560 |
0.0063 |
0.8% |
0.7506 |
| High |
0.7596 |
0.7570 |
-0.0026 |
-0.3% |
0.7596 |
| Low |
0.7494 |
0.7515 |
0.0021 |
0.3% |
0.7438 |
| Close |
0.7564 |
0.7540 |
-0.0024 |
-0.3% |
0.7564 |
| Range |
0.0102 |
0.0055 |
-0.0047 |
-46.1% |
0.0158 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
98,513 |
56,511 |
-42,002 |
-42.6% |
250,725 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7707 |
0.7678 |
0.7570 |
|
| R3 |
0.7652 |
0.7623 |
0.7555 |
|
| R2 |
0.7597 |
0.7597 |
0.7550 |
|
| R1 |
0.7568 |
0.7568 |
0.7545 |
0.7555 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7535 |
| S1 |
0.7513 |
0.7513 |
0.7535 |
0.7500 |
| S2 |
0.7487 |
0.7487 |
0.7530 |
|
| S3 |
0.7432 |
0.7458 |
0.7525 |
|
| S4 |
0.7377 |
0.7403 |
0.7510 |
|
|
| 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% |
0.0090 |
1.2% |
65% |
False |
False |
59,252 |
| 10 |
0.7596 |
0.7384 |
0.0212 |
2.8% |
0.0079 |
1.0% |
74% |
False |
False |
31,661 |
| 20 |
0.7596 |
0.7191 |
0.0405 |
5.4% |
0.0077 |
1.0% |
86% |
False |
False |
16,333 |
| 40 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0083 |
1.1% |
93% |
False |
False |
8,346 |
| 60 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0071 |
0.9% |
93% |
False |
False |
5,627 |
| 80 |
0.7596 |
0.6819 |
0.0777 |
10.3% |
0.0059 |
0.8% |
93% |
False |
False |
4,238 |
| 100 |
0.7721 |
0.6819 |
0.0902 |
12.0% |
0.0057 |
0.8% |
80% |
False |
False |
3,400 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0054 |
0.7% |
75% |
False |
False |
2,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7804 |
|
2.618 |
0.7714 |
|
1.618 |
0.7659 |
|
1.000 |
0.7625 |
|
0.618 |
0.7604 |
|
HIGH |
0.7570 |
|
0.618 |
0.7549 |
|
0.500 |
0.7543 |
|
0.382 |
0.7536 |
|
LOW |
0.7515 |
|
0.618 |
0.7481 |
|
1.000 |
0.7460 |
|
1.618 |
0.7426 |
|
2.618 |
0.7371 |
|
4.250 |
0.7281 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7537 |
| PP |
0.7542 |
0.7534 |
| S1 |
0.7541 |
0.7531 |
|