CME Canadian Dollar Future March 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.7525 |
0.7454 |
-0.0071 |
-0.9% |
0.7393 |
High |
0.7526 |
0.7560 |
0.0034 |
0.5% |
0.7512 |
Low |
0.7449 |
0.7437 |
-0.0012 |
-0.2% |
0.7360 |
Close |
0.7464 |
0.7548 |
0.0084 |
1.1% |
0.7504 |
Range |
0.0077 |
0.0123 |
0.0046 |
59.7% |
0.0152 |
ATR |
0.0077 |
0.0080 |
0.0003 |
4.3% |
0.0000 |
Volume |
96,093 |
118,589 |
22,496 |
23.4% |
325,302 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7839 |
0.7616 |
|
R3 |
0.7761 |
0.7716 |
0.7582 |
|
R2 |
0.7638 |
0.7638 |
0.7571 |
|
R1 |
0.7593 |
0.7593 |
0.7559 |
0.7616 |
PP |
0.7515 |
0.7515 |
0.7515 |
0.7526 |
S1 |
0.7470 |
0.7470 |
0.7537 |
0.7493 |
S2 |
0.7392 |
0.7392 |
0.7525 |
|
S3 |
0.7269 |
0.7347 |
0.7514 |
|
S4 |
0.7146 |
0.7224 |
0.7480 |
|
|
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% |
0.0082 |
1.1% |
91% |
True |
False |
79,902 |
10 |
0.7560 |
0.7281 |
0.0279 |
3.7% |
0.0073 |
1.0% |
96% |
True |
False |
74,135 |
20 |
0.7560 |
0.7134 |
0.0426 |
5.6% |
0.0077 |
1.0% |
97% |
True |
False |
71,148 |
40 |
0.7560 |
0.6809 |
0.0751 |
9.9% |
0.0085 |
1.1% |
98% |
True |
False |
84,061 |
60 |
0.7560 |
0.6809 |
0.0751 |
9.9% |
0.0076 |
1.0% |
98% |
True |
False |
74,754 |
80 |
0.7560 |
0.6809 |
0.0751 |
9.9% |
0.0070 |
0.9% |
98% |
True |
False |
58,764 |
100 |
0.7786 |
0.6809 |
0.0977 |
12.9% |
0.0068 |
0.9% |
76% |
False |
False |
47,052 |
120 |
0.7786 |
0.6809 |
0.0977 |
12.9% |
0.0067 |
0.9% |
76% |
False |
False |
39,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8083 |
2.618 |
0.7882 |
1.618 |
0.7759 |
1.000 |
0.7683 |
0.618 |
0.7636 |
HIGH |
0.7560 |
0.618 |
0.7513 |
0.500 |
0.7499 |
0.382 |
0.7484 |
LOW |
0.7437 |
0.618 |
0.7361 |
1.000 |
0.7314 |
1.618 |
0.7238 |
2.618 |
0.7115 |
4.250 |
0.6914 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7532 |
0.7532 |
PP |
0.7515 |
0.7515 |
S1 |
0.7499 |
0.7499 |
|