CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7187 |
0.7215 |
0.0028 |
0.4% |
0.7196 |
| High |
0.7240 |
0.7297 |
0.0057 |
0.8% |
0.7253 |
| Low |
0.7161 |
0.7188 |
0.0027 |
0.4% |
0.7134 |
| Close |
0.7223 |
0.7206 |
-0.0017 |
-0.2% |
0.7223 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.0% |
0.0119 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.0% |
0.0000 |
| Volume |
72,964 |
84,487 |
11,523 |
15.8% |
388,070 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7491 |
0.7266 |
|
| R3 |
0.7448 |
0.7382 |
0.7236 |
|
| R2 |
0.7339 |
0.7339 |
0.7226 |
|
| R1 |
0.7273 |
0.7273 |
0.7216 |
0.7252 |
| PP |
0.7230 |
0.7230 |
0.7230 |
0.7220 |
| S1 |
0.7164 |
0.7164 |
0.7196 |
0.7143 |
| S2 |
0.7121 |
0.7121 |
0.7186 |
|
| S3 |
0.7012 |
0.7055 |
0.7176 |
|
| S4 |
0.6903 |
0.6946 |
0.7146 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7560 |
0.7511 |
0.7288 |
|
| R3 |
0.7441 |
0.7392 |
0.7256 |
|
| R2 |
0.7322 |
0.7322 |
0.7245 |
|
| R1 |
0.7273 |
0.7273 |
0.7234 |
0.7298 |
| PP |
0.7203 |
0.7203 |
0.7203 |
0.7216 |
| S1 |
0.7154 |
0.7154 |
0.7212 |
0.7179 |
| S2 |
0.7084 |
0.7084 |
0.7201 |
|
| S3 |
0.6965 |
0.7035 |
0.7190 |
|
| S4 |
0.6846 |
0.6916 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7297 |
0.7134 |
0.0163 |
2.3% |
0.0088 |
1.2% |
44% |
True |
False |
82,656 |
| 10 |
0.7331 |
0.7090 |
0.0241 |
3.3% |
0.0095 |
1.3% |
48% |
False |
False |
84,682 |
| 20 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0095 |
1.3% |
76% |
False |
False |
94,935 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0079 |
1.1% |
76% |
False |
False |
78,190 |
| 60 |
0.7546 |
0.6809 |
0.0737 |
10.2% |
0.0070 |
1.0% |
54% |
False |
False |
60,309 |
| 80 |
0.7703 |
0.6809 |
0.0894 |
12.4% |
0.0067 |
0.9% |
44% |
False |
False |
45,304 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
41% |
False |
False |
36,275 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.6% |
0.0065 |
0.9% |
41% |
False |
False |
30,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7760 |
|
2.618 |
0.7582 |
|
1.618 |
0.7473 |
|
1.000 |
0.7406 |
|
0.618 |
0.7364 |
|
HIGH |
0.7297 |
|
0.618 |
0.7255 |
|
0.500 |
0.7243 |
|
0.382 |
0.7230 |
|
LOW |
0.7188 |
|
0.618 |
0.7121 |
|
1.000 |
0.7079 |
|
1.618 |
0.7012 |
|
2.618 |
0.6903 |
|
4.250 |
0.6725 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7243 |
0.7216 |
| PP |
0.7230 |
0.7212 |
| S1 |
0.7218 |
0.7209 |
|