CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7540 |
0.7491 |
-0.0049 |
-0.6% |
0.7506 |
| High |
0.7541 |
0.7638 |
0.0097 |
1.3% |
0.7596 |
| Low |
0.7462 |
0.7461 |
-0.0001 |
0.0% |
0.7438 |
| Close |
0.7491 |
0.7601 |
0.0110 |
1.5% |
0.7564 |
| Range |
0.0079 |
0.0177 |
0.0098 |
124.1% |
0.0158 |
| ATR |
0.0079 |
0.0086 |
0.0007 |
8.9% |
0.0000 |
| Volume |
56,055 |
78,721 |
22,666 |
40.4% |
250,725 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8098 |
0.8026 |
0.7698 |
|
| R3 |
0.7921 |
0.7849 |
0.7650 |
|
| R2 |
0.7744 |
0.7744 |
0.7633 |
|
| R1 |
0.7672 |
0.7672 |
0.7617 |
0.7708 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7585 |
| S1 |
0.7495 |
0.7495 |
0.7585 |
0.7531 |
| S2 |
0.7390 |
0.7390 |
0.7569 |
|
| S3 |
0.7213 |
0.7318 |
0.7552 |
|
| S4 |
0.7036 |
0.7141 |
0.7504 |
|
|
| 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 |
0.7638 |
0.7461 |
0.0177 |
2.3% |
0.0101 |
1.3% |
79% |
True |
True |
69,045 |
| 10 |
0.7638 |
0.7424 |
0.0214 |
2.8% |
0.0091 |
1.2% |
83% |
True |
False |
44,678 |
| 20 |
0.7638 |
0.7218 |
0.0420 |
5.5% |
0.0078 |
1.0% |
91% |
True |
False |
22,993 |
| 40 |
0.7638 |
0.6819 |
0.0819 |
10.8% |
0.0085 |
1.1% |
95% |
True |
False |
11,702 |
| 60 |
0.7638 |
0.6819 |
0.0819 |
10.8% |
0.0073 |
1.0% |
95% |
True |
False |
7,870 |
| 80 |
0.7638 |
0.6819 |
0.0819 |
10.8% |
0.0062 |
0.8% |
95% |
True |
False |
5,922 |
| 100 |
0.7662 |
0.6819 |
0.0843 |
11.1% |
0.0058 |
0.8% |
93% |
False |
False |
4,746 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.7% |
0.0056 |
0.7% |
81% |
False |
False |
3,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8390 |
|
2.618 |
0.8101 |
|
1.618 |
0.7924 |
|
1.000 |
0.7815 |
|
0.618 |
0.7747 |
|
HIGH |
0.7638 |
|
0.618 |
0.7570 |
|
0.500 |
0.7550 |
|
0.382 |
0.7529 |
|
LOW |
0.7461 |
|
0.618 |
0.7352 |
|
1.000 |
0.7284 |
|
1.618 |
0.7175 |
|
2.618 |
0.6998 |
|
4.250 |
0.6709 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7584 |
0.7584 |
| PP |
0.7567 |
0.7567 |
| S1 |
0.7550 |
0.7550 |
|