CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 22-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7189 |
0.7180 |
-0.0009 |
-0.1% |
0.7285 |
High |
0.7189 |
0.7194 |
0.0005 |
0.1% |
0.7289 |
Low |
0.7163 |
0.7180 |
0.0017 |
0.2% |
0.7170 |
Close |
0.7172 |
0.7182 |
0.0010 |
0.1% |
0.7188 |
Range |
0.0026 |
0.0014 |
-0.0012 |
-46.2% |
0.0119 |
ATR |
0.0031 |
0.0030 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
47 |
10 |
-37 |
-78.7% |
11 |
|
Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7227 |
0.7219 |
0.7190 |
|
R3 |
0.7213 |
0.7205 |
0.7186 |
|
R2 |
0.7199 |
0.7199 |
0.7185 |
|
R1 |
0.7191 |
0.7191 |
0.7183 |
0.7195 |
PP |
0.7185 |
0.7185 |
0.7185 |
0.7188 |
S1 |
0.7177 |
0.7177 |
0.7181 |
0.7181 |
S2 |
0.7171 |
0.7171 |
0.7179 |
|
S3 |
0.7157 |
0.7163 |
0.7178 |
|
S4 |
0.7143 |
0.7149 |
0.7174 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7573 |
0.7499 |
0.7253 |
|
R3 |
0.7454 |
0.7380 |
0.7221 |
|
R2 |
0.7335 |
0.7335 |
0.7210 |
|
R1 |
0.7261 |
0.7261 |
0.7199 |
0.7239 |
PP |
0.7216 |
0.7216 |
0.7216 |
0.7204 |
S1 |
0.7142 |
0.7142 |
0.7177 |
0.7119 |
S2 |
0.7097 |
0.7097 |
0.7166 |
|
S3 |
0.6978 |
0.7023 |
0.7155 |
|
S4 |
0.6859 |
0.6904 |
0.7123 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7253 |
2.618 |
0.7231 |
1.618 |
0.7217 |
1.000 |
0.7208 |
0.618 |
0.7203 |
HIGH |
0.7194 |
0.618 |
0.7189 |
0.500 |
0.7187 |
0.382 |
0.7185 |
LOW |
0.7180 |
0.618 |
0.7171 |
1.000 |
0.7166 |
1.618 |
0.7157 |
2.618 |
0.7143 |
4.250 |
0.7121 |
|
|
Fisher Pivots for day following 22-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7187 |
0.7181 |
PP |
0.7185 |
0.7180 |
S1 |
0.7184 |
0.7179 |
|