CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7215 |
0.7210 |
-0.0005 |
-0.1% |
0.7196 |
| High |
0.7297 |
0.7316 |
0.0019 |
0.3% |
0.7253 |
| Low |
0.7188 |
0.7195 |
0.0007 |
0.1% |
0.7134 |
| Close |
0.7206 |
0.7287 |
0.0081 |
1.1% |
0.7223 |
| Range |
0.0109 |
0.0121 |
0.0012 |
11.0% |
0.0119 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.8% |
0.0000 |
| Volume |
84,487 |
74,018 |
-10,469 |
-12.4% |
388,070 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7629 |
0.7579 |
0.7354 |
|
| R3 |
0.7508 |
0.7458 |
0.7320 |
|
| R2 |
0.7387 |
0.7387 |
0.7309 |
|
| R1 |
0.7337 |
0.7337 |
0.7298 |
0.7362 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7279 |
| S1 |
0.7216 |
0.7216 |
0.7276 |
0.7241 |
| S2 |
0.7145 |
0.7145 |
0.7265 |
|
| S3 |
0.7024 |
0.7095 |
0.7254 |
|
| S4 |
0.6903 |
0.6974 |
0.7220 |
|
|
| 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 |
0.7316 |
0.7134 |
0.0182 |
2.5% |
0.0094 |
1.3% |
84% |
True |
False |
83,423 |
| 10 |
0.7331 |
0.7090 |
0.0241 |
3.3% |
0.0100 |
1.4% |
82% |
False |
False |
84,875 |
| 20 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0097 |
1.3% |
92% |
False |
False |
92,609 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0079 |
1.1% |
92% |
False |
False |
78,271 |
| 60 |
0.7546 |
0.6809 |
0.0737 |
10.1% |
0.0071 |
1.0% |
65% |
False |
False |
61,538 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.7% |
0.0067 |
0.9% |
56% |
False |
False |
46,226 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0066 |
0.9% |
49% |
False |
False |
37,013 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.4% |
0.0065 |
0.9% |
49% |
False |
False |
30,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7830 |
|
2.618 |
0.7633 |
|
1.618 |
0.7512 |
|
1.000 |
0.7437 |
|
0.618 |
0.7391 |
|
HIGH |
0.7316 |
|
0.618 |
0.7270 |
|
0.500 |
0.7256 |
|
0.382 |
0.7241 |
|
LOW |
0.7195 |
|
0.618 |
0.7120 |
|
1.000 |
0.7074 |
|
1.618 |
0.6999 |
|
2.618 |
0.6878 |
|
4.250 |
0.6681 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7271 |
| PP |
0.7266 |
0.7255 |
| S1 |
0.7256 |
0.7239 |
|