CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7298 |
0.7389 |
0.0091 |
1.2% |
0.7257 |
| High |
0.7399 |
0.7393 |
-0.0006 |
-0.1% |
0.7399 |
| Low |
0.7281 |
0.7393 |
0.0112 |
1.5% |
0.7215 |
| Close |
0.7390 |
0.7393 |
0.0003 |
0.0% |
0.7393 |
| Range |
0.0118 |
0.0000 |
-0.0118 |
-100.0% |
0.0184 |
| ATR |
0.0086 |
0.0080 |
-0.0006 |
-6.9% |
0.0000 |
| Volume |
71,028 |
68,220 |
-2,808 |
-4.0% |
300,761 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7393 |
0.7393 |
0.7393 |
|
| R3 |
0.7393 |
0.7393 |
0.7393 |
|
| R2 |
0.7393 |
0.7393 |
0.7393 |
|
| R1 |
0.7393 |
0.7393 |
0.7393 |
0.7393 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7393 |
| S1 |
0.7393 |
0.7393 |
0.7393 |
0.7393 |
| S2 |
0.7393 |
0.7393 |
0.7393 |
|
| S3 |
0.7393 |
0.7393 |
0.7393 |
|
| S4 |
0.7393 |
0.7393 |
0.7393 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7824 |
0.7494 |
|
| R3 |
0.7704 |
0.7640 |
0.7444 |
|
| R2 |
0.7520 |
0.7520 |
0.7427 |
|
| R1 |
0.7456 |
0.7456 |
0.7410 |
0.7488 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7352 |
| S1 |
0.7272 |
0.7272 |
0.7376 |
0.7304 |
| S2 |
0.7152 |
0.7152 |
0.7359 |
|
| S3 |
0.6968 |
0.7088 |
0.7342 |
|
| S4 |
0.6784 |
0.6904 |
0.7292 |
|
|
| 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% |
0.0070 |
0.9% |
97% |
False |
False |
60,152 |
| 10 |
0.7399 |
0.7161 |
0.0238 |
3.2% |
0.0078 |
1.0% |
97% |
False |
False |
63,521 |
| 20 |
0.7399 |
0.7088 |
0.0311 |
4.2% |
0.0085 |
1.1% |
98% |
False |
False |
75,277 |
| 40 |
0.7399 |
0.6809 |
0.0590 |
8.0% |
0.0082 |
1.1% |
99% |
False |
False |
81,687 |
| 60 |
0.7522 |
0.6809 |
0.0713 |
9.6% |
0.0074 |
1.0% |
82% |
False |
False |
68,127 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.6% |
0.0067 |
0.9% |
68% |
False |
False |
51,257 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0067 |
0.9% |
60% |
False |
False |
41,042 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0065 |
0.9% |
60% |
False |
False |
34,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7393 |
|
2.618 |
0.7393 |
|
1.618 |
0.7393 |
|
1.000 |
0.7393 |
|
0.618 |
0.7393 |
|
HIGH |
0.7393 |
|
0.618 |
0.7393 |
|
0.500 |
0.7393 |
|
0.382 |
0.7393 |
|
LOW |
0.7393 |
|
0.618 |
0.7393 |
|
1.000 |
0.7393 |
|
1.618 |
0.7393 |
|
2.618 |
0.7393 |
|
4.250 |
0.7393 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7364 |
| PP |
0.7393 |
0.7336 |
| S1 |
0.7393 |
0.7307 |
|