CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7668 |
0.0032 |
0.4% |
0.7560 |
| High |
0.7676 |
0.7671 |
-0.0005 |
-0.1% |
0.7738 |
| Low |
0.7612 |
0.7565 |
-0.0047 |
-0.6% |
0.7461 |
| Close |
0.7667 |
0.7571 |
-0.0096 |
-1.3% |
0.7675 |
| Range |
0.0064 |
0.0106 |
0.0042 |
65.6% |
0.0277 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.0% |
0.0000 |
| Volume |
45,423 |
67,848 |
22,425 |
49.4% |
327,442 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7852 |
0.7629 |
|
| R3 |
0.7814 |
0.7746 |
0.7600 |
|
| R2 |
0.7708 |
0.7708 |
0.7590 |
|
| R1 |
0.7640 |
0.7640 |
0.7581 |
0.7621 |
| PP |
0.7602 |
0.7602 |
0.7602 |
0.7593 |
| S1 |
0.7534 |
0.7534 |
0.7561 |
0.7515 |
| S2 |
0.7496 |
0.7496 |
0.7552 |
|
| S3 |
0.7390 |
0.7428 |
0.7542 |
|
| S4 |
0.7284 |
0.7322 |
0.7513 |
|
|
| 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 |
0.7565 |
0.0173 |
2.3% |
0.0080 |
1.1% |
3% |
False |
True |
59,235 |
| 10 |
0.7738 |
0.7461 |
0.0277 |
3.7% |
0.0091 |
1.2% |
40% |
False |
False |
64,140 |
| 20 |
0.7738 |
0.7284 |
0.0454 |
6.0% |
0.0082 |
1.1% |
63% |
False |
False |
37,636 |
| 40 |
0.7738 |
0.7067 |
0.0671 |
8.9% |
0.0082 |
1.1% |
75% |
False |
False |
19,053 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0077 |
1.0% |
82% |
False |
False |
12,798 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0066 |
0.9% |
82% |
False |
False |
9,624 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0060 |
0.8% |
82% |
False |
False |
7,707 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.7% |
0.0058 |
0.8% |
78% |
False |
False |
6,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.7949 |
|
1.618 |
0.7843 |
|
1.000 |
0.7777 |
|
0.618 |
0.7737 |
|
HIGH |
0.7671 |
|
0.618 |
0.7631 |
|
0.500 |
0.7618 |
|
0.382 |
0.7605 |
|
LOW |
0.7565 |
|
0.618 |
0.7499 |
|
1.000 |
0.7459 |
|
1.618 |
0.7393 |
|
2.618 |
0.7287 |
|
4.250 |
0.7115 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7623 |
| PP |
0.7602 |
0.7606 |
| S1 |
0.7587 |
0.7588 |
|