CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7704 |
0.0078 |
1.0% |
0.7560 |
| High |
0.7726 |
0.7738 |
0.0012 |
0.2% |
0.7738 |
| Low |
0.7614 |
0.7668 |
0.0054 |
0.7% |
0.7461 |
| Close |
0.7697 |
0.7675 |
-0.0022 |
-0.3% |
0.7675 |
| Range |
0.0112 |
0.0070 |
-0.0042 |
-37.5% |
0.0277 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
77,627 |
58,528 |
-19,099 |
-24.6% |
327,442 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7859 |
0.7714 |
|
| R3 |
0.7834 |
0.7789 |
0.7694 |
|
| R2 |
0.7764 |
0.7764 |
0.7688 |
|
| R1 |
0.7719 |
0.7719 |
0.7681 |
0.7707 |
| PP |
0.7694 |
0.7694 |
0.7694 |
0.7687 |
| S1 |
0.7649 |
0.7649 |
0.7669 |
0.7637 |
| S2 |
0.7624 |
0.7624 |
0.7662 |
|
| S3 |
0.7554 |
0.7579 |
0.7656 |
|
| S4 |
0.7484 |
0.7509 |
0.7637 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8342 |
0.7827 |
|
| R3 |
0.8179 |
0.8065 |
0.7751 |
|
| R2 |
0.7902 |
0.7902 |
0.7726 |
|
| R1 |
0.7788 |
0.7788 |
0.7700 |
0.7845 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7653 |
| S1 |
0.7511 |
0.7511 |
0.7650 |
0.7568 |
| S2 |
0.7348 |
0.7348 |
0.7624 |
|
| S3 |
0.7071 |
0.7234 |
0.7599 |
|
| S4 |
0.6794 |
0.6957 |
0.7523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7738 |
0.7461 |
0.0277 |
3.6% |
0.0099 |
1.3% |
77% |
True |
False |
65,488 |
| 10 |
0.7738 |
0.7438 |
0.0300 |
3.9% |
0.0095 |
1.2% |
79% |
True |
False |
57,816 |
| 20 |
0.7738 |
0.7218 |
0.0520 |
6.8% |
0.0082 |
1.1% |
88% |
True |
False |
29,736 |
| 40 |
0.7738 |
0.6988 |
0.0750 |
9.8% |
0.0084 |
1.1% |
92% |
True |
False |
15,082 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0074 |
1.0% |
93% |
True |
False |
10,136 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0064 |
0.8% |
93% |
True |
False |
7,624 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0059 |
0.8% |
93% |
True |
False |
6,107 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.6% |
0.0057 |
0.7% |
89% |
False |
False |
5,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.7921 |
|
1.618 |
0.7851 |
|
1.000 |
0.7808 |
|
0.618 |
0.7781 |
|
HIGH |
0.7738 |
|
0.618 |
0.7711 |
|
0.500 |
0.7703 |
|
0.382 |
0.7695 |
|
LOW |
0.7668 |
|
0.618 |
0.7625 |
|
1.000 |
0.7598 |
|
1.618 |
0.7555 |
|
2.618 |
0.7485 |
|
4.250 |
0.7371 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7650 |
| PP |
0.7694 |
0.7625 |
| S1 |
0.7684 |
0.7600 |
|