CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7574 |
-0.0094 |
-1.2% |
0.7560 |
| High |
0.7671 |
0.7575 |
-0.0096 |
-1.3% |
0.7738 |
| Low |
0.7565 |
0.7521 |
-0.0044 |
-0.6% |
0.7461 |
| Close |
0.7571 |
0.7545 |
-0.0026 |
-0.3% |
0.7675 |
| Range |
0.0106 |
0.0054 |
-0.0052 |
-49.1% |
0.0277 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
67,848 |
51,711 |
-16,137 |
-23.8% |
327,442 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7681 |
0.7575 |
|
| R3 |
0.7655 |
0.7627 |
0.7560 |
|
| R2 |
0.7601 |
0.7601 |
0.7555 |
|
| R1 |
0.7573 |
0.7573 |
0.7550 |
0.7560 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7541 |
| S1 |
0.7519 |
0.7519 |
0.7540 |
0.7506 |
| S2 |
0.7493 |
0.7493 |
0.7535 |
|
| S3 |
0.7439 |
0.7465 |
0.7530 |
|
| S4 |
0.7385 |
0.7411 |
0.7515 |
|
|
| 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 |
0.7521 |
0.0217 |
2.9% |
0.0068 |
0.9% |
11% |
False |
True |
54,052 |
| 10 |
0.7738 |
0.7461 |
0.0277 |
3.7% |
0.0087 |
1.1% |
30% |
False |
False |
63,768 |
| 20 |
0.7738 |
0.7366 |
0.0372 |
4.9% |
0.0079 |
1.0% |
48% |
False |
False |
40,135 |
| 40 |
0.7738 |
0.7085 |
0.0653 |
8.7% |
0.0082 |
1.1% |
70% |
False |
False |
20,337 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.2% |
0.0077 |
1.0% |
79% |
False |
False |
13,659 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.2% |
0.0066 |
0.9% |
79% |
False |
False |
10,270 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.2% |
0.0060 |
0.8% |
79% |
False |
False |
8,223 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.8% |
0.0058 |
0.8% |
75% |
False |
False |
6,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7805 |
|
2.618 |
0.7716 |
|
1.618 |
0.7662 |
|
1.000 |
0.7629 |
|
0.618 |
0.7608 |
|
HIGH |
0.7575 |
|
0.618 |
0.7554 |
|
0.500 |
0.7548 |
|
0.382 |
0.7542 |
|
LOW |
0.7521 |
|
0.618 |
0.7488 |
|
1.000 |
0.7467 |
|
1.618 |
0.7434 |
|
2.618 |
0.7380 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7548 |
0.7599 |
| PP |
0.7547 |
0.7581 |
| S1 |
0.7546 |
0.7563 |
|