CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7540 |
-0.0020 |
-0.3% |
0.7506 |
| High |
0.7570 |
0.7541 |
-0.0029 |
-0.4% |
0.7596 |
| Low |
0.7515 |
0.7462 |
-0.0053 |
-0.7% |
0.7438 |
| Close |
0.7540 |
0.7491 |
-0.0049 |
-0.6% |
0.7564 |
| Range |
0.0055 |
0.0079 |
0.0024 |
43.6% |
0.0158 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.0% |
0.0000 |
| Volume |
56,511 |
56,055 |
-456 |
-0.8% |
250,725 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7735 |
0.7692 |
0.7534 |
|
| R3 |
0.7656 |
0.7613 |
0.7513 |
|
| R2 |
0.7577 |
0.7577 |
0.7505 |
|
| R1 |
0.7534 |
0.7534 |
0.7498 |
0.7516 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7489 |
| S1 |
0.7455 |
0.7455 |
0.7484 |
0.7437 |
| S2 |
0.7419 |
0.7419 |
0.7477 |
|
| S3 |
0.7340 |
0.7376 |
0.7469 |
|
| S4 |
0.7261 |
0.7297 |
0.7448 |
|
|
| 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% |
0.0091 |
1.2% |
34% |
False |
False |
62,992 |
| 10 |
0.7596 |
0.7409 |
0.0187 |
2.5% |
0.0078 |
1.0% |
44% |
False |
False |
36,971 |
| 20 |
0.7596 |
0.7201 |
0.0395 |
5.3% |
0.0075 |
1.0% |
73% |
False |
False |
19,097 |
| 40 |
0.7596 |
0.6819 |
0.0777 |
10.4% |
0.0082 |
1.1% |
86% |
False |
False |
9,738 |
| 60 |
0.7596 |
0.6819 |
0.0777 |
10.4% |
0.0071 |
0.9% |
86% |
False |
False |
6,561 |
| 80 |
0.7596 |
0.6819 |
0.0777 |
10.4% |
0.0060 |
0.8% |
86% |
False |
False |
4,939 |
| 100 |
0.7701 |
0.6819 |
0.0882 |
11.8% |
0.0057 |
0.8% |
76% |
False |
False |
3,959 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.9% |
0.0055 |
0.7% |
70% |
False |
False |
3,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7877 |
|
2.618 |
0.7748 |
|
1.618 |
0.7669 |
|
1.000 |
0.7620 |
|
0.618 |
0.7590 |
|
HIGH |
0.7541 |
|
0.618 |
0.7511 |
|
0.500 |
0.7502 |
|
0.382 |
0.7492 |
|
LOW |
0.7462 |
|
0.618 |
0.7413 |
|
1.000 |
0.7383 |
|
1.618 |
0.7334 |
|
2.618 |
0.7255 |
|
4.250 |
0.7126 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7529 |
| PP |
0.7498 |
0.7516 |
| S1 |
0.7495 |
0.7504 |
|