CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7389 |
0.7393 |
0.0004 |
0.1% |
0.7257 |
| High |
0.7393 |
0.7418 |
0.0025 |
0.3% |
0.7399 |
| Low |
0.7393 |
0.7360 |
-0.0033 |
-0.4% |
0.7215 |
| Close |
0.7393 |
0.7402 |
0.0009 |
0.1% |
0.7393 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0184 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
68,220 |
62,072 |
-6,148 |
-9.0% |
300,761 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7567 |
0.7543 |
0.7434 |
|
| R3 |
0.7509 |
0.7485 |
0.7418 |
|
| R2 |
0.7451 |
0.7451 |
0.7413 |
|
| R1 |
0.7427 |
0.7427 |
0.7407 |
0.7439 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7400 |
| S1 |
0.7369 |
0.7369 |
0.7397 |
0.7381 |
| S2 |
0.7335 |
0.7335 |
0.7391 |
|
| S3 |
0.7277 |
0.7311 |
0.7386 |
|
| S4 |
0.7219 |
0.7253 |
0.7370 |
|
|
| 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 |
0.7418 |
0.7215 |
0.0203 |
2.7% |
0.0068 |
0.9% |
92% |
True |
False |
64,117 |
| 10 |
0.7418 |
0.7188 |
0.0230 |
3.1% |
0.0075 |
1.0% |
93% |
True |
False |
62,432 |
| 20 |
0.7418 |
0.7090 |
0.0328 |
4.4% |
0.0084 |
1.1% |
95% |
True |
False |
73,619 |
| 40 |
0.7418 |
0.6809 |
0.0609 |
8.2% |
0.0083 |
1.1% |
97% |
True |
False |
82,320 |
| 60 |
0.7522 |
0.6809 |
0.0713 |
9.6% |
0.0074 |
1.0% |
83% |
False |
False |
69,128 |
| 80 |
0.7665 |
0.6809 |
0.0856 |
11.6% |
0.0067 |
0.9% |
69% |
False |
False |
52,032 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0067 |
0.9% |
61% |
False |
False |
41,661 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.2% |
0.0065 |
0.9% |
61% |
False |
False |
34,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7665 |
|
2.618 |
0.7570 |
|
1.618 |
0.7512 |
|
1.000 |
0.7476 |
|
0.618 |
0.7454 |
|
HIGH |
0.7418 |
|
0.618 |
0.7396 |
|
0.500 |
0.7389 |
|
0.382 |
0.7382 |
|
LOW |
0.7360 |
|
0.618 |
0.7324 |
|
1.000 |
0.7302 |
|
1.618 |
0.7266 |
|
2.618 |
0.7208 |
|
4.250 |
0.7114 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7398 |
0.7385 |
| PP |
0.7393 |
0.7367 |
| S1 |
0.7389 |
0.7350 |
|