CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7453 |
0.7446 |
-0.0007 |
-0.1% |
0.7257 |
| High |
0.7456 |
0.7478 |
0.0022 |
0.3% |
0.7399 |
| Low |
0.7408 |
0.7422 |
0.0014 |
0.2% |
0.7215 |
| Close |
0.7444 |
0.7460 |
0.0016 |
0.2% |
0.7393 |
| Range |
0.0048 |
0.0056 |
0.0008 |
16.7% |
0.0184 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
57,972 |
52,454 |
-5,518 |
-9.5% |
300,761 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7597 |
0.7491 |
|
| R3 |
0.7565 |
0.7541 |
0.7475 |
|
| R2 |
0.7509 |
0.7509 |
0.7470 |
|
| R1 |
0.7485 |
0.7485 |
0.7465 |
0.7497 |
| PP |
0.7453 |
0.7453 |
0.7453 |
0.7460 |
| S1 |
0.7429 |
0.7429 |
0.7455 |
0.7441 |
| S2 |
0.7397 |
0.7397 |
0.7450 |
|
| S3 |
0.7341 |
0.7373 |
0.7445 |
|
| S4 |
0.7285 |
0.7317 |
0.7429 |
|
|
| 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 |
0.7478 |
0.7360 |
0.0118 |
1.6% |
0.0051 |
0.7% |
85% |
True |
False |
64,654 |
| 10 |
0.7478 |
0.7215 |
0.0263 |
3.5% |
0.0067 |
0.9% |
93% |
True |
False |
60,165 |
| 20 |
0.7478 |
0.7134 |
0.0344 |
4.6% |
0.0077 |
1.0% |
95% |
True |
False |
69,188 |
| 40 |
0.7478 |
0.6809 |
0.0669 |
9.0% |
0.0083 |
1.1% |
97% |
True |
False |
82,862 |
| 60 |
0.7478 |
0.6809 |
0.0669 |
9.0% |
0.0075 |
1.0% |
97% |
True |
False |
72,147 |
| 80 |
0.7595 |
0.6809 |
0.0786 |
10.5% |
0.0067 |
0.9% |
83% |
False |
False |
54,439 |
| 100 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0067 |
0.9% |
67% |
False |
False |
43,585 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
13.1% |
0.0065 |
0.9% |
67% |
False |
False |
36,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7625 |
|
1.618 |
0.7569 |
|
1.000 |
0.7534 |
|
0.618 |
0.7513 |
|
HIGH |
0.7478 |
|
0.618 |
0.7457 |
|
0.500 |
0.7450 |
|
0.382 |
0.7443 |
|
LOW |
0.7422 |
|
0.618 |
0.7387 |
|
1.000 |
0.7366 |
|
1.618 |
0.7331 |
|
2.618 |
0.7275 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7450 |
| PP |
0.7453 |
0.7439 |
| S1 |
0.7450 |
0.7429 |
|