CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7680 |
0.7636 |
-0.0044 |
-0.6% |
0.7560 |
| High |
0.7681 |
0.7676 |
-0.0005 |
-0.1% |
0.7738 |
| Low |
0.7633 |
0.7612 |
-0.0021 |
-0.3% |
0.7461 |
| Close |
0.7655 |
0.7667 |
0.0012 |
0.2% |
0.7675 |
| Range |
0.0048 |
0.0064 |
0.0016 |
33.3% |
0.0277 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
46,752 |
45,423 |
-1,329 |
-2.8% |
327,442 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7819 |
0.7702 |
|
| R3 |
0.7780 |
0.7755 |
0.7685 |
|
| R2 |
0.7716 |
0.7716 |
0.7679 |
|
| R1 |
0.7691 |
0.7691 |
0.7673 |
0.7704 |
| PP |
0.7652 |
0.7652 |
0.7652 |
0.7658 |
| S1 |
0.7627 |
0.7627 |
0.7661 |
0.7640 |
| S2 |
0.7588 |
0.7588 |
0.7655 |
|
| S3 |
0.7524 |
0.7563 |
0.7649 |
|
| S4 |
0.7460 |
0.7499 |
0.7632 |
|
|
| 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% |
0.0094 |
1.2% |
74% |
False |
False |
61,410 |
| 10 |
0.7738 |
0.7438 |
0.0300 |
3.9% |
0.0092 |
1.2% |
76% |
False |
False |
62,201 |
| 20 |
0.7738 |
0.7218 |
0.0520 |
6.8% |
0.0081 |
1.1% |
86% |
False |
False |
34,291 |
| 40 |
0.7738 |
0.6988 |
0.0750 |
9.8% |
0.0082 |
1.1% |
91% |
False |
False |
17,373 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0075 |
1.0% |
92% |
False |
False |
11,669 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0065 |
0.8% |
92% |
False |
False |
8,776 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0060 |
0.8% |
92% |
False |
False |
7,028 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.6% |
0.0057 |
0.7% |
88% |
False |
False |
5,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7948 |
|
2.618 |
0.7844 |
|
1.618 |
0.7780 |
|
1.000 |
0.7740 |
|
0.618 |
0.7716 |
|
HIGH |
0.7676 |
|
0.618 |
0.7652 |
|
0.500 |
0.7644 |
|
0.382 |
0.7636 |
|
LOW |
0.7612 |
|
0.618 |
0.7572 |
|
1.000 |
0.7548 |
|
1.618 |
0.7508 |
|
2.618 |
0.7444 |
|
4.250 |
0.7340 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7675 |
| PP |
0.7652 |
0.7672 |
| S1 |
0.7644 |
0.7670 |
|