CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7704 |
0.7680 |
-0.0024 |
-0.3% |
0.7560 |
| High |
0.7738 |
0.7681 |
-0.0057 |
-0.7% |
0.7738 |
| Low |
0.7668 |
0.7633 |
-0.0035 |
-0.5% |
0.7461 |
| Close |
0.7675 |
0.7655 |
-0.0020 |
-0.3% |
0.7675 |
| Range |
0.0070 |
0.0048 |
-0.0022 |
-31.4% |
0.0277 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
58,528 |
46,752 |
-11,776 |
-20.1% |
327,442 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7800 |
0.7776 |
0.7681 |
|
| R3 |
0.7752 |
0.7728 |
0.7668 |
|
| R2 |
0.7704 |
0.7704 |
0.7664 |
|
| R1 |
0.7680 |
0.7680 |
0.7659 |
0.7668 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7651 |
| S1 |
0.7632 |
0.7632 |
0.7651 |
0.7620 |
| S2 |
0.7608 |
0.7608 |
0.7646 |
|
| S3 |
0.7560 |
0.7584 |
0.7642 |
|
| S4 |
0.7512 |
0.7536 |
0.7629 |
|
|
| 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% |
0.0097 |
1.3% |
70% |
False |
False |
63,536 |
| 10 |
0.7738 |
0.7438 |
0.0300 |
3.9% |
0.0094 |
1.2% |
72% |
False |
False |
61,394 |
| 20 |
0.7738 |
0.7218 |
0.0520 |
6.8% |
0.0081 |
1.1% |
84% |
False |
False |
32,041 |
| 40 |
0.7738 |
0.6988 |
0.0750 |
9.8% |
0.0083 |
1.1% |
89% |
False |
False |
16,241 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0075 |
1.0% |
91% |
False |
False |
10,913 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0064 |
0.8% |
91% |
False |
False |
8,208 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0059 |
0.8% |
91% |
False |
False |
6,575 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.6% |
0.0057 |
0.7% |
87% |
False |
False |
5,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7807 |
|
1.618 |
0.7759 |
|
1.000 |
0.7729 |
|
0.618 |
0.7711 |
|
HIGH |
0.7681 |
|
0.618 |
0.7663 |
|
0.500 |
0.7657 |
|
0.382 |
0.7651 |
|
LOW |
0.7633 |
|
0.618 |
0.7603 |
|
1.000 |
0.7585 |
|
1.618 |
0.7555 |
|
2.618 |
0.7507 |
|
4.250 |
0.7429 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7676 |
| PP |
0.7656 |
0.7669 |
| S1 |
0.7656 |
0.7662 |
|