CME Canadian Dollar Future June 2016
Trading Metrics calculated at close of trading on 31-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7656 |
0.7714 |
0.0058 |
0.8% |
0.7680 |
High |
0.7746 |
0.7798 |
0.0052 |
0.7% |
0.7681 |
Low |
0.7646 |
0.7686 |
0.0040 |
0.5% |
0.7521 |
Close |
0.7714 |
0.7707 |
-0.0007 |
-0.1% |
0.7545 |
Range |
0.0100 |
0.0112 |
0.0012 |
12.0% |
0.0160 |
ATR |
0.0084 |
0.0086 |
0.0002 |
2.4% |
0.0000 |
Volume |
72,360 |
86,843 |
14,483 |
20.0% |
211,734 |
|
Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8066 |
0.7999 |
0.7769 |
|
R3 |
0.7954 |
0.7887 |
0.7738 |
|
R2 |
0.7842 |
0.7842 |
0.7728 |
|
R1 |
0.7775 |
0.7775 |
0.7717 |
0.7753 |
PP |
0.7730 |
0.7730 |
0.7730 |
0.7719 |
S1 |
0.7663 |
0.7663 |
0.7697 |
0.7641 |
S2 |
0.7618 |
0.7618 |
0.7686 |
|
S3 |
0.7506 |
0.7551 |
0.7676 |
|
S4 |
0.7394 |
0.7439 |
0.7645 |
|
|
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 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0086 |
1.1% |
67% |
True |
False |
61,952 |
10 |
0.7798 |
0.7521 |
0.0277 |
3.6% |
0.0083 |
1.1% |
67% |
True |
False |
60,594 |
20 |
0.7798 |
0.7424 |
0.0374 |
4.9% |
0.0087 |
1.1% |
76% |
True |
False |
52,636 |
40 |
0.7798 |
0.7096 |
0.0702 |
9.1% |
0.0084 |
1.1% |
87% |
True |
False |
26,762 |
60 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0081 |
1.0% |
91% |
True |
False |
17,953 |
80 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0070 |
0.9% |
91% |
True |
False |
13,492 |
100 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0061 |
0.8% |
91% |
True |
False |
10,801 |
120 |
0.7798 |
0.6819 |
0.0979 |
12.7% |
0.0060 |
0.8% |
91% |
True |
False |
9,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8274 |
2.618 |
0.8091 |
1.618 |
0.7979 |
1.000 |
0.7910 |
0.618 |
0.7867 |
HIGH |
0.7798 |
0.618 |
0.7755 |
0.500 |
0.7742 |
0.382 |
0.7729 |
LOW |
0.7686 |
0.618 |
0.7617 |
1.000 |
0.7574 |
1.618 |
0.7505 |
2.618 |
0.7393 |
4.250 |
0.7210 |
|
|
Fisher Pivots for day following 31-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7742 |
0.7699 |
PP |
0.7730 |
0.7691 |
S1 |
0.7719 |
0.7683 |
|