CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7457 |
0.7507 |
0.0050 |
0.7% |
0.7393 |
High |
0.7512 |
0.7540 |
0.0028 |
0.4% |
0.7512 |
Low |
0.7422 |
0.7475 |
0.0053 |
0.7% |
0.7360 |
Close |
0.7504 |
0.7531 |
0.0027 |
0.4% |
0.7504 |
Range |
0.0090 |
0.0065 |
-0.0025 |
-27.8% |
0.0152 |
ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
70,249 |
62,125 |
-8,124 |
-11.6% |
325,302 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7710 |
0.7686 |
0.7567 |
|
R3 |
0.7645 |
0.7621 |
0.7549 |
|
R2 |
0.7580 |
0.7580 |
0.7543 |
|
R1 |
0.7556 |
0.7556 |
0.7537 |
0.7568 |
PP |
0.7515 |
0.7515 |
0.7515 |
0.7522 |
S1 |
0.7491 |
0.7491 |
0.7525 |
0.7503 |
S2 |
0.7450 |
0.7450 |
0.7519 |
|
S3 |
0.7385 |
0.7426 |
0.7513 |
|
S4 |
0.7320 |
0.7361 |
0.7495 |
|
|
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 |
0.7540 |
0.7379 |
0.0161 |
2.1% |
0.0070 |
0.9% |
94% |
True |
False |
65,071 |
10 |
0.7540 |
0.7215 |
0.0325 |
4.3% |
0.0069 |
0.9% |
97% |
True |
False |
64,594 |
20 |
0.7540 |
0.7134 |
0.0406 |
5.4% |
0.0075 |
1.0% |
98% |
True |
False |
66,887 |
40 |
0.7540 |
0.6809 |
0.0731 |
9.7% |
0.0083 |
1.1% |
99% |
True |
False |
82,213 |
60 |
0.7540 |
0.6809 |
0.0731 |
9.7% |
0.0075 |
1.0% |
99% |
True |
False |
73,167 |
80 |
0.7558 |
0.6809 |
0.0749 |
9.9% |
0.0068 |
0.9% |
96% |
False |
False |
56,085 |
100 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0067 |
0.9% |
74% |
False |
False |
44,908 |
120 |
0.7786 |
0.6809 |
0.0977 |
13.0% |
0.0066 |
0.9% |
74% |
False |
False |
37,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7816 |
2.618 |
0.7710 |
1.618 |
0.7645 |
1.000 |
0.7605 |
0.618 |
0.7580 |
HIGH |
0.7540 |
0.618 |
0.7515 |
0.500 |
0.7508 |
0.382 |
0.7500 |
LOW |
0.7475 |
0.618 |
0.7435 |
1.000 |
0.7410 |
1.618 |
0.7370 |
2.618 |
0.7305 |
4.250 |
0.7199 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7523 |
0.7514 |
PP |
0.7515 |
0.7498 |
S1 |
0.7508 |
0.7481 |
|