CME Canadian Dollar Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7501 |
-0.0046 |
-0.6% |
0.7507 |
| High |
0.7557 |
0.7595 |
0.0038 |
0.5% |
0.7595 |
| Low |
0.7464 |
0.7493 |
0.0029 |
0.4% |
0.7437 |
| Close |
0.7494 |
0.7563 |
0.0069 |
0.9% |
0.7563 |
| Range |
0.0093 |
0.0102 |
0.0009 |
9.7% |
0.0158 |
| ATR |
0.0081 |
0.0083 |
0.0001 |
1.8% |
0.0000 |
| Volume |
113,371 |
28,792 |
-84,579 |
-74.6% |
418,970 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7812 |
0.7619 |
|
| R3 |
0.7754 |
0.7710 |
0.7591 |
|
| R2 |
0.7652 |
0.7652 |
0.7582 |
|
| R1 |
0.7608 |
0.7608 |
0.7572 |
0.7630 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7562 |
| S1 |
0.7506 |
0.7506 |
0.7554 |
0.7528 |
| S2 |
0.7448 |
0.7448 |
0.7544 |
|
| S3 |
0.7346 |
0.7404 |
0.7535 |
|
| S4 |
0.7244 |
0.7302 |
0.7507 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8006 |
0.7942 |
0.7650 |
|
| R3 |
0.7848 |
0.7784 |
0.7606 |
|
| R2 |
0.7690 |
0.7690 |
0.7592 |
|
| R1 |
0.7626 |
0.7626 |
0.7577 |
0.7658 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7548 |
| S1 |
0.7468 |
0.7468 |
0.7549 |
0.7500 |
| S2 |
0.7374 |
0.7374 |
0.7534 |
|
| S3 |
0.7216 |
0.7310 |
0.7520 |
|
| S4 |
0.7058 |
0.7152 |
0.7476 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7595 |
0.7437 |
0.0158 |
2.1% |
0.0092 |
1.2% |
80% |
True |
False |
83,794 |
| 10 |
0.7595 |
0.7360 |
0.0235 |
3.1% |
0.0080 |
1.1% |
86% |
True |
False |
74,427 |
| 20 |
0.7595 |
0.7161 |
0.0434 |
5.7% |
0.0079 |
1.0% |
93% |
True |
False |
68,974 |
| 40 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0086 |
1.1% |
96% |
True |
False |
83,263 |
| 60 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0078 |
1.0% |
96% |
True |
False |
74,425 |
| 80 |
0.7595 |
0.6809 |
0.0786 |
10.4% |
0.0071 |
0.9% |
96% |
True |
False |
60,533 |
| 100 |
0.7743 |
0.6809 |
0.0934 |
12.3% |
0.0069 |
0.9% |
81% |
False |
False |
48,468 |
| 120 |
0.7786 |
0.6809 |
0.0977 |
12.9% |
0.0067 |
0.9% |
77% |
False |
False |
40,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8029 |
|
2.618 |
0.7862 |
|
1.618 |
0.7760 |
|
1.000 |
0.7697 |
|
0.618 |
0.7658 |
|
HIGH |
0.7595 |
|
0.618 |
0.7556 |
|
0.500 |
0.7544 |
|
0.382 |
0.7532 |
|
LOW |
0.7493 |
|
0.618 |
0.7430 |
|
1.000 |
0.7391 |
|
1.618 |
0.7328 |
|
2.618 |
0.7226 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7547 |
| PP |
0.7550 |
0.7532 |
| S1 |
0.7544 |
0.7516 |
|