CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7308 |
0.7285 |
-0.0023 |
-0.3% |
0.7215 |
| High |
0.7324 |
0.7286 |
-0.0038 |
-0.5% |
0.7324 |
| Low |
0.7272 |
0.7222 |
-0.0050 |
-0.7% |
0.7188 |
| Close |
0.7278 |
0.7262 |
-0.0016 |
-0.2% |
0.7262 |
| Range |
0.0052 |
0.0064 |
0.0012 |
23.1% |
0.0136 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
57,146 |
45,837 |
-11,309 |
-19.8% |
261,488 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7419 |
0.7297 |
|
| R3 |
0.7385 |
0.7355 |
0.7280 |
|
| R2 |
0.7321 |
0.7321 |
0.7274 |
|
| R1 |
0.7291 |
0.7291 |
0.7268 |
0.7274 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7248 |
| S1 |
0.7227 |
0.7227 |
0.7256 |
0.7210 |
| S2 |
0.7193 |
0.7193 |
0.7250 |
|
| S3 |
0.7129 |
0.7163 |
0.7244 |
|
| S4 |
0.7065 |
0.7099 |
0.7227 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7600 |
0.7337 |
|
| R3 |
0.7530 |
0.7464 |
0.7299 |
|
| R2 |
0.7394 |
0.7394 |
0.7287 |
|
| R1 |
0.7328 |
0.7328 |
0.7274 |
0.7361 |
| PP |
0.7258 |
0.7258 |
0.7258 |
0.7275 |
| S1 |
0.7192 |
0.7192 |
0.7250 |
0.7225 |
| S2 |
0.7122 |
0.7122 |
0.7237 |
|
| S3 |
0.6986 |
0.7056 |
0.7225 |
|
| S4 |
0.6850 |
0.6920 |
0.7187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7324 |
0.7161 |
0.0163 |
2.2% |
0.0085 |
1.2% |
62% |
False |
False |
66,890 |
| 10 |
0.7324 |
0.7134 |
0.0190 |
2.6% |
0.0086 |
1.2% |
67% |
False |
False |
73,570 |
| 20 |
0.7331 |
0.6981 |
0.0350 |
4.8% |
0.0091 |
1.2% |
80% |
False |
False |
84,417 |
| 40 |
0.7331 |
0.6809 |
0.0522 |
7.2% |
0.0079 |
1.1% |
87% |
False |
False |
78,084 |
| 60 |
0.7528 |
0.6809 |
0.0719 |
9.9% |
0.0072 |
1.0% |
63% |
False |
False |
63,239 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.8% |
0.0067 |
0.9% |
53% |
False |
False |
47,509 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0066 |
0.9% |
46% |
False |
False |
38,040 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.5% |
0.0065 |
0.9% |
46% |
False |
False |
31,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7558 |
|
2.618 |
0.7454 |
|
1.618 |
0.7390 |
|
1.000 |
0.7350 |
|
0.618 |
0.7326 |
|
HIGH |
0.7286 |
|
0.618 |
0.7262 |
|
0.500 |
0.7254 |
|
0.382 |
0.7246 |
|
LOW |
0.7222 |
|
0.618 |
0.7182 |
|
1.000 |
0.7158 |
|
1.618 |
0.7118 |
|
2.618 |
0.7054 |
|
4.250 |
0.6950 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7261 |
| PP |
0.7257 |
0.7260 |
| S1 |
0.7254 |
0.7260 |
|