CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 02-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7388 |
0.7453 |
0.0065 |
0.9% |
0.7257 |
High |
0.7471 |
0.7456 |
-0.0015 |
-0.2% |
0.7399 |
Low |
0.7379 |
0.7408 |
0.0029 |
0.4% |
0.7215 |
Close |
0.7467 |
0.7444 |
-0.0023 |
-0.3% |
0.7393 |
Range |
0.0092 |
0.0048 |
-0.0044 |
-47.8% |
0.0184 |
ATR |
0.0080 |
0.0078 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
82,555 |
57,972 |
-24,583 |
-29.8% |
300,761 |
|
Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7580 |
0.7560 |
0.7470 |
|
R3 |
0.7532 |
0.7512 |
0.7457 |
|
R2 |
0.7484 |
0.7484 |
0.7453 |
|
R1 |
0.7464 |
0.7464 |
0.7448 |
0.7450 |
PP |
0.7436 |
0.7436 |
0.7436 |
0.7429 |
S1 |
0.7416 |
0.7416 |
0.7440 |
0.7402 |
S2 |
0.7388 |
0.7388 |
0.7435 |
|
S3 |
0.7340 |
0.7368 |
0.7431 |
|
S4 |
0.7292 |
0.7320 |
0.7418 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7888 |
0.7824 |
0.7494 |
|
R3 |
0.7704 |
0.7640 |
0.7444 |
|
R2 |
0.7520 |
0.7520 |
0.7427 |
|
R1 |
0.7456 |
0.7456 |
0.7410 |
0.7488 |
PP |
0.7336 |
0.7336 |
0.7336 |
0.7352 |
S1 |
0.7272 |
0.7272 |
0.7376 |
0.7304 |
S2 |
0.7152 |
0.7152 |
0.7359 |
|
S3 |
0.6968 |
0.7088 |
0.7342 |
|
S4 |
0.6784 |
0.6904 |
0.7292 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7471 |
0.7281 |
0.0190 |
2.6% |
0.0063 |
0.8% |
86% |
False |
False |
68,369 |
10 |
0.7471 |
0.7215 |
0.0256 |
3.4% |
0.0066 |
0.9% |
89% |
False |
False |
60,634 |
20 |
0.7471 |
0.7090 |
0.0381 |
5.1% |
0.0083 |
1.1% |
93% |
False |
False |
72,754 |
40 |
0.7471 |
0.6809 |
0.0662 |
8.9% |
0.0083 |
1.1% |
96% |
False |
False |
83,125 |
60 |
0.7508 |
0.6809 |
0.0699 |
9.4% |
0.0075 |
1.0% |
91% |
False |
False |
71,347 |
80 |
0.7604 |
0.6809 |
0.0795 |
10.7% |
0.0067 |
0.9% |
80% |
False |
False |
53,785 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0067 |
0.9% |
65% |
False |
False |
43,063 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0065 |
0.9% |
65% |
False |
False |
35,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7660 |
2.618 |
0.7582 |
1.618 |
0.7534 |
1.000 |
0.7504 |
0.618 |
0.7486 |
HIGH |
0.7456 |
0.618 |
0.7438 |
0.500 |
0.7432 |
0.382 |
0.7426 |
LOW |
0.7408 |
0.618 |
0.7378 |
1.000 |
0.7360 |
1.618 |
0.7330 |
2.618 |
0.7282 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 02-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7440 |
0.7435 |
PP |
0.7436 |
0.7425 |
S1 |
0.7432 |
0.7416 |
|