CME Canadian Dollar Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7656 |
0.0071 |
0.9% |
0.7680 |
| High |
0.7664 |
0.7746 |
0.0082 |
1.1% |
0.7681 |
| Low |
0.7567 |
0.7646 |
0.0079 |
1.0% |
0.7521 |
| Close |
0.7656 |
0.7714 |
0.0058 |
0.8% |
0.7545 |
| Range |
0.0097 |
0.0100 |
0.0003 |
3.1% |
0.0160 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.5% |
0.0000 |
| Volume |
68,923 |
72,360 |
3,437 |
5.0% |
211,734 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8002 |
0.7958 |
0.7769 |
|
| R3 |
0.7902 |
0.7858 |
0.7742 |
|
| R2 |
0.7802 |
0.7802 |
0.7732 |
|
| R1 |
0.7758 |
0.7758 |
0.7723 |
0.7780 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7713 |
| S1 |
0.7658 |
0.7658 |
0.7705 |
0.7680 |
| S2 |
0.7602 |
0.7602 |
0.7696 |
|
| S3 |
0.7502 |
0.7558 |
0.7687 |
|
| S4 |
0.7402 |
0.7458 |
0.7659 |
|
|
| 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 |
0.7746 |
0.7521 |
0.0225 |
2.9% |
0.0085 |
1.1% |
86% |
True |
False |
58,153 |
| 10 |
0.7746 |
0.7461 |
0.0285 |
3.7% |
0.0090 |
1.2% |
89% |
True |
False |
59,781 |
| 20 |
0.7746 |
0.7409 |
0.0337 |
4.4% |
0.0084 |
1.1% |
91% |
True |
False |
48,376 |
| 40 |
0.7746 |
0.7096 |
0.0650 |
8.4% |
0.0083 |
1.1% |
95% |
True |
False |
24,594 |
| 60 |
0.7746 |
0.6819 |
0.0927 |
12.0% |
0.0080 |
1.0% |
97% |
True |
False |
16,508 |
| 80 |
0.7746 |
0.6819 |
0.0927 |
12.0% |
0.0069 |
0.9% |
97% |
True |
False |
12,407 |
| 100 |
0.7746 |
0.6819 |
0.0927 |
12.0% |
0.0061 |
0.8% |
97% |
True |
False |
9,934 |
| 120 |
0.7783 |
0.6819 |
0.0964 |
12.5% |
0.0059 |
0.8% |
93% |
False |
False |
8,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8008 |
|
1.618 |
0.7908 |
|
1.000 |
0.7846 |
|
0.618 |
0.7808 |
|
HIGH |
0.7746 |
|
0.618 |
0.7708 |
|
0.500 |
0.7696 |
|
0.382 |
0.7684 |
|
LOW |
0.7646 |
|
0.618 |
0.7584 |
|
1.000 |
0.7546 |
|
1.618 |
0.7484 |
|
2.618 |
0.7384 |
|
4.250 |
0.7221 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7708 |
0.7688 |
| PP |
0.7702 |
0.7663 |
| S1 |
0.7696 |
0.7637 |
|