CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7491 |
0.7626 |
0.0135 |
1.8% |
0.7506 |
| High |
0.7638 |
0.7726 |
0.0088 |
1.2% |
0.7596 |
| Low |
0.7461 |
0.7614 |
0.0153 |
2.1% |
0.7438 |
| Close |
0.7601 |
0.7697 |
0.0096 |
1.3% |
0.7564 |
| Range |
0.0177 |
0.0112 |
-0.0065 |
-36.7% |
0.0158 |
| ATR |
0.0086 |
0.0088 |
0.0003 |
3.3% |
0.0000 |
| Volume |
78,721 |
77,627 |
-1,094 |
-1.4% |
250,725 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8015 |
0.7968 |
0.7759 |
|
| R3 |
0.7903 |
0.7856 |
0.7728 |
|
| R2 |
0.7791 |
0.7791 |
0.7718 |
|
| R1 |
0.7744 |
0.7744 |
0.7707 |
0.7768 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7691 |
| S1 |
0.7632 |
0.7632 |
0.7687 |
0.7656 |
| S2 |
0.7567 |
0.7567 |
0.7676 |
|
| S3 |
0.7455 |
0.7520 |
0.7666 |
|
| S4 |
0.7343 |
0.7408 |
0.7635 |
|
|
| 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 |
0.7726 |
0.7461 |
0.0265 |
3.4% |
0.0105 |
1.4% |
89% |
True |
False |
73,485 |
| 10 |
0.7726 |
0.7424 |
0.0302 |
3.9% |
0.0097 |
1.3% |
90% |
True |
False |
52,294 |
| 20 |
0.7726 |
0.7218 |
0.0508 |
6.6% |
0.0082 |
1.1% |
94% |
True |
False |
26,840 |
| 40 |
0.7726 |
0.6884 |
0.0842 |
10.9% |
0.0086 |
1.1% |
97% |
True |
False |
13,629 |
| 60 |
0.7726 |
0.6819 |
0.0907 |
11.8% |
0.0074 |
1.0% |
97% |
True |
False |
9,163 |
| 80 |
0.7726 |
0.6819 |
0.0907 |
11.8% |
0.0063 |
0.8% |
97% |
True |
False |
6,893 |
| 100 |
0.7726 |
0.6819 |
0.0907 |
11.8% |
0.0059 |
0.8% |
97% |
True |
False |
5,522 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.5% |
0.0056 |
0.7% |
91% |
False |
False |
4,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8202 |
|
2.618 |
0.8019 |
|
1.618 |
0.7907 |
|
1.000 |
0.7838 |
|
0.618 |
0.7795 |
|
HIGH |
0.7726 |
|
0.618 |
0.7683 |
|
0.500 |
0.7670 |
|
0.382 |
0.7657 |
|
LOW |
0.7614 |
|
0.618 |
0.7545 |
|
1.000 |
0.7502 |
|
1.618 |
0.7433 |
|
2.618 |
0.7321 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7688 |
0.7663 |
| PP |
0.7679 |
0.7628 |
| S1 |
0.7670 |
0.7594 |
|