CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.7180 |
0.7228 |
0.0048 |
0.7% |
0.7285 |
High |
0.7194 |
0.7228 |
0.0034 |
0.5% |
0.7289 |
Low |
0.7180 |
0.7221 |
0.0041 |
0.6% |
0.7170 |
Close |
0.7182 |
0.7225 |
0.0043 |
0.6% |
0.7188 |
Range |
0.0014 |
0.0007 |
-0.0007 |
-50.0% |
0.0119 |
ATR |
0.0030 |
0.0031 |
0.0001 |
3.8% |
0.0000 |
Volume |
10 |
3 |
-7 |
-70.0% |
11 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7246 |
0.7242 |
0.7229 |
|
R3 |
0.7239 |
0.7235 |
0.7227 |
|
R2 |
0.7232 |
0.7232 |
0.7226 |
|
R1 |
0.7228 |
0.7228 |
0.7226 |
0.7227 |
PP |
0.7225 |
0.7225 |
0.7225 |
0.7224 |
S1 |
0.7221 |
0.7221 |
0.7224 |
0.7220 |
S2 |
0.7218 |
0.7218 |
0.7224 |
|
S3 |
0.7211 |
0.7214 |
0.7223 |
|
S4 |
0.7204 |
0.7207 |
0.7221 |
|
|
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 |
0.7258 |
2.618 |
0.7246 |
1.618 |
0.7239 |
1.000 |
0.7235 |
0.618 |
0.7232 |
HIGH |
0.7228 |
0.618 |
0.7225 |
0.500 |
0.7225 |
0.382 |
0.7224 |
LOW |
0.7221 |
0.618 |
0.7217 |
1.000 |
0.7214 |
1.618 |
0.7210 |
2.618 |
0.7203 |
4.250 |
0.7191 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.7225 |
0.7215 |
PP |
0.7225 |
0.7205 |
S1 |
0.7225 |
0.7196 |
|