CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 10-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7454 |
0.7547 |
0.0093 |
1.2% |
0.7393 |
High |
0.7560 |
0.7557 |
-0.0003 |
0.0% |
0.7512 |
Low |
0.7437 |
0.7464 |
0.0027 |
0.4% |
0.7360 |
Close |
0.7548 |
0.7494 |
-0.0054 |
-0.7% |
0.7504 |
Range |
0.0123 |
0.0093 |
-0.0030 |
-24.4% |
0.0152 |
ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
Volume |
118,589 |
113,371 |
-5,218 |
-4.4% |
325,302 |
|
Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7784 |
0.7732 |
0.7545 |
|
R3 |
0.7691 |
0.7639 |
0.7520 |
|
R2 |
0.7598 |
0.7598 |
0.7511 |
|
R1 |
0.7546 |
0.7546 |
0.7503 |
0.7526 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7495 |
S1 |
0.7453 |
0.7453 |
0.7485 |
0.7433 |
S2 |
0.7412 |
0.7412 |
0.7477 |
|
S3 |
0.7319 |
0.7360 |
0.7468 |
|
S4 |
0.7226 |
0.7267 |
0.7443 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7915 |
0.7861 |
0.7588 |
|
R3 |
0.7763 |
0.7709 |
0.7546 |
|
R2 |
0.7611 |
0.7611 |
0.7532 |
|
R1 |
0.7557 |
0.7557 |
0.7518 |
0.7584 |
PP |
0.7459 |
0.7459 |
0.7459 |
0.7472 |
S1 |
0.7405 |
0.7405 |
0.7490 |
0.7432 |
S2 |
0.7307 |
0.7307 |
0.7476 |
|
S3 |
0.7155 |
0.7253 |
0.7462 |
|
S4 |
0.7003 |
0.7101 |
0.7420 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7560 |
0.7422 |
0.0138 |
1.8% |
0.0090 |
1.2% |
52% |
False |
False |
92,085 |
10 |
0.7560 |
0.7360 |
0.0200 |
2.7% |
0.0070 |
0.9% |
67% |
False |
False |
78,370 |
20 |
0.7560 |
0.7134 |
0.0426 |
5.7% |
0.0077 |
1.0% |
85% |
False |
False |
72,347 |
40 |
0.7560 |
0.6809 |
0.0751 |
10.0% |
0.0085 |
1.1% |
91% |
False |
False |
84,953 |
60 |
0.7560 |
0.6809 |
0.0751 |
10.0% |
0.0077 |
1.0% |
91% |
False |
False |
75,225 |
80 |
0.7560 |
0.6809 |
0.0751 |
10.0% |
0.0070 |
0.9% |
91% |
False |
False |
60,178 |
100 |
0.7771 |
0.6809 |
0.0962 |
12.8% |
0.0068 |
0.9% |
71% |
False |
False |
48,182 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0067 |
0.9% |
70% |
False |
False |
40,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7952 |
2.618 |
0.7800 |
1.618 |
0.7707 |
1.000 |
0.7650 |
0.618 |
0.7614 |
HIGH |
0.7557 |
0.618 |
0.7521 |
0.500 |
0.7511 |
0.382 |
0.7500 |
LOW |
0.7464 |
0.618 |
0.7407 |
1.000 |
0.7371 |
1.618 |
0.7314 |
2.618 |
0.7221 |
4.250 |
0.7069 |
|
|
Fisher Pivots for day following 10-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7511 |
0.7499 |
PP |
0.7505 |
0.7497 |
S1 |
0.7500 |
0.7496 |
|