CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7535 |
-0.0039 |
-0.5% |
0.7680 |
| High |
0.7575 |
0.7595 |
0.0020 |
0.3% |
0.7681 |
| Low |
0.7521 |
0.7528 |
0.0007 |
0.1% |
0.7521 |
| Close |
0.7545 |
0.7587 |
0.0042 |
0.6% |
0.7545 |
| Range |
0.0054 |
0.0067 |
0.0013 |
24.1% |
0.0160 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
51,711 |
29,925 |
-21,786 |
-42.1% |
211,734 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7746 |
0.7624 |
|
| R3 |
0.7704 |
0.7679 |
0.7605 |
|
| R2 |
0.7637 |
0.7637 |
0.7599 |
|
| R1 |
0.7612 |
0.7612 |
0.7593 |
0.7625 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7576 |
| S1 |
0.7545 |
0.7545 |
0.7581 |
0.7558 |
| S2 |
0.7503 |
0.7503 |
0.7575 |
|
| S3 |
0.7436 |
0.7478 |
0.7569 |
|
| S4 |
0.7369 |
0.7411 |
0.7550 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8062 |
0.7964 |
0.7633 |
|
| R3 |
0.7902 |
0.7804 |
0.7589 |
|
| R2 |
0.7742 |
0.7742 |
0.7574 |
|
| R1 |
0.7644 |
0.7644 |
0.7560 |
0.7613 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7567 |
| S1 |
0.7484 |
0.7484 |
0.7530 |
0.7453 |
| S2 |
0.7422 |
0.7422 |
0.7516 |
|
| S3 |
0.7262 |
0.7324 |
0.7501 |
|
| S4 |
0.7102 |
0.7164 |
0.7457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7681 |
0.7521 |
0.0160 |
2.1% |
0.0068 |
0.9% |
41% |
False |
False |
48,331 |
| 10 |
0.7738 |
0.7461 |
0.0277 |
3.7% |
0.0083 |
1.1% |
45% |
False |
False |
56,910 |
| 20 |
0.7738 |
0.7366 |
0.0372 |
4.9% |
0.0081 |
1.1% |
59% |
False |
False |
41,584 |
| 40 |
0.7738 |
0.7091 |
0.0647 |
8.5% |
0.0081 |
1.1% |
77% |
False |
False |
21,077 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0077 |
1.0% |
84% |
False |
False |
14,156 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0067 |
0.9% |
84% |
False |
False |
10,641 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.1% |
0.0060 |
0.8% |
84% |
False |
False |
8,522 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.7% |
0.0058 |
0.8% |
80% |
False |
False |
7,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7880 |
|
2.618 |
0.7770 |
|
1.618 |
0.7703 |
|
1.000 |
0.7662 |
|
0.618 |
0.7636 |
|
HIGH |
0.7595 |
|
0.618 |
0.7569 |
|
0.500 |
0.7562 |
|
0.382 |
0.7554 |
|
LOW |
0.7528 |
|
0.618 |
0.7487 |
|
1.000 |
0.7461 |
|
1.618 |
0.7420 |
|
2.618 |
0.7353 |
|
4.250 |
0.7243 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7579 |
0.7596 |
| PP |
0.7570 |
0.7593 |
| S1 |
0.7562 |
0.7590 |
|