CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7251 |
0.7298 |
0.0047 |
0.6% |
0.7215 |
| High |
0.7311 |
0.7399 |
0.0088 |
1.2% |
0.7324 |
| Low |
0.7215 |
0.7281 |
0.0066 |
0.9% |
0.7188 |
| Close |
0.7293 |
0.7390 |
0.0097 |
1.3% |
0.7262 |
| Range |
0.0096 |
0.0118 |
0.0022 |
22.9% |
0.0136 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.9% |
0.0000 |
| Volume |
67,734 |
71,028 |
3,294 |
4.9% |
261,488 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7668 |
0.7455 |
|
| R3 |
0.7593 |
0.7550 |
0.7422 |
|
| R2 |
0.7475 |
0.7475 |
0.7412 |
|
| R1 |
0.7432 |
0.7432 |
0.7401 |
0.7454 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7367 |
| S1 |
0.7314 |
0.7314 |
0.7379 |
0.7336 |
| S2 |
0.7239 |
0.7239 |
0.7368 |
|
| S3 |
0.7121 |
0.7196 |
0.7358 |
|
| S4 |
0.7003 |
0.7078 |
0.7325 |
|
|
| 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 |
0.7399 |
0.7215 |
0.0184 |
2.5% |
0.0083 |
1.1% |
95% |
True |
False |
55,675 |
| 10 |
0.7399 |
0.7134 |
0.0265 |
3.6% |
0.0084 |
1.1% |
97% |
True |
False |
66,324 |
| 20 |
0.7399 |
0.7081 |
0.0318 |
4.3% |
0.0089 |
1.2% |
97% |
True |
False |
77,502 |
| 40 |
0.7399 |
0.6809 |
0.0590 |
8.0% |
0.0084 |
1.1% |
98% |
True |
False |
80,888 |
| 60 |
0.7522 |
0.6809 |
0.0713 |
9.6% |
0.0075 |
1.0% |
81% |
False |
False |
67,009 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.6% |
0.0068 |
0.9% |
68% |
False |
False |
50,405 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0067 |
0.9% |
59% |
False |
False |
40,362 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0065 |
0.9% |
59% |
False |
False |
33,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7708 |
|
1.618 |
0.7590 |
|
1.000 |
0.7517 |
|
0.618 |
0.7472 |
|
HIGH |
0.7399 |
|
0.618 |
0.7354 |
|
0.500 |
0.7340 |
|
0.382 |
0.7326 |
|
LOW |
0.7281 |
|
0.618 |
0.7208 |
|
1.000 |
0.7163 |
|
1.618 |
0.7090 |
|
2.618 |
0.6972 |
|
4.250 |
0.6780 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7362 |
| PP |
0.7357 |
0.7335 |
| S1 |
0.7340 |
0.7307 |
|