CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7535 |
0.7585 |
0.0050 |
0.7% |
0.7680 |
| High |
0.7595 |
0.7664 |
0.0069 |
0.9% |
0.7681 |
| Low |
0.7528 |
0.7567 |
0.0039 |
0.5% |
0.7521 |
| Close |
0.7587 |
0.7656 |
0.0069 |
0.9% |
0.7545 |
| Range |
0.0067 |
0.0097 |
0.0030 |
44.8% |
0.0160 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.4% |
0.0000 |
| Volume |
29,925 |
68,923 |
38,998 |
130.3% |
211,734 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7885 |
0.7709 |
|
| R3 |
0.7823 |
0.7788 |
0.7683 |
|
| R2 |
0.7726 |
0.7726 |
0.7674 |
|
| R1 |
0.7691 |
0.7691 |
0.7665 |
0.7709 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7638 |
| S1 |
0.7594 |
0.7594 |
0.7647 |
0.7612 |
| S2 |
0.7532 |
0.7532 |
0.7638 |
|
| S3 |
0.7435 |
0.7497 |
0.7629 |
|
| S4 |
0.7338 |
0.7400 |
0.7603 |
|
|
| 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 |
0.7676 |
0.7521 |
0.0155 |
2.0% |
0.0078 |
1.0% |
87% |
False |
False |
52,766 |
| 10 |
0.7738 |
0.7461 |
0.0277 |
3.6% |
0.0087 |
1.1% |
70% |
False |
False |
58,151 |
| 20 |
0.7738 |
0.7384 |
0.0354 |
4.6% |
0.0083 |
1.1% |
77% |
False |
False |
44,906 |
| 40 |
0.7738 |
0.7096 |
0.0642 |
8.4% |
0.0082 |
1.1% |
87% |
False |
False |
22,792 |
| 60 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0078 |
1.0% |
91% |
False |
False |
15,303 |
| 80 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0068 |
0.9% |
91% |
False |
False |
11,503 |
| 100 |
0.7738 |
0.6819 |
0.0919 |
12.0% |
0.0061 |
0.8% |
91% |
False |
False |
9,211 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.6% |
0.0059 |
0.8% |
87% |
False |
False |
7,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.7918 |
|
1.618 |
0.7821 |
|
1.000 |
0.7761 |
|
0.618 |
0.7724 |
|
HIGH |
0.7664 |
|
0.618 |
0.7627 |
|
0.500 |
0.7616 |
|
0.382 |
0.7604 |
|
LOW |
0.7567 |
|
0.618 |
0.7507 |
|
1.000 |
0.7470 |
|
1.618 |
0.7410 |
|
2.618 |
0.7313 |
|
4.250 |
0.7155 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7635 |
| PP |
0.7629 |
0.7614 |
| S1 |
0.7616 |
0.7593 |
|