CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 08-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7090 |
0.7101 |
0.0011 |
0.2% |
0.7170 |
High |
0.7119 |
0.7101 |
-0.0018 |
-0.3% |
0.7182 |
Low |
0.7074 |
0.7083 |
0.0009 |
0.1% |
0.7074 |
Close |
0.7110 |
0.7084 |
-0.0026 |
-0.4% |
0.7084 |
Range |
0.0045 |
0.0018 |
-0.0027 |
-60.0% |
0.0108 |
ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
254 |
30 |
-224 |
-88.2% |
860 |
|
Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7143 |
0.7132 |
0.7094 |
|
R3 |
0.7125 |
0.7114 |
0.7089 |
|
R2 |
0.7107 |
0.7107 |
0.7087 |
|
R1 |
0.7096 |
0.7096 |
0.7086 |
0.7093 |
PP |
0.7089 |
0.7089 |
0.7089 |
0.7088 |
S1 |
0.7078 |
0.7078 |
0.7082 |
0.7075 |
S2 |
0.7071 |
0.7071 |
0.7081 |
|
S3 |
0.7053 |
0.7060 |
0.7079 |
|
S4 |
0.7035 |
0.7042 |
0.7074 |
|
|
Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7437 |
0.7369 |
0.7143 |
|
R3 |
0.7329 |
0.7261 |
0.7114 |
|
R2 |
0.7221 |
0.7221 |
0.7104 |
|
R1 |
0.7153 |
0.7153 |
0.7094 |
0.7133 |
PP |
0.7113 |
0.7113 |
0.7113 |
0.7104 |
S1 |
0.7045 |
0.7045 |
0.7074 |
0.7025 |
S2 |
0.7005 |
0.7005 |
0.7064 |
|
S3 |
0.6897 |
0.6937 |
0.7054 |
|
S4 |
0.6789 |
0.6829 |
0.7025 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7178 |
2.618 |
0.7148 |
1.618 |
0.7130 |
1.000 |
0.7119 |
0.618 |
0.7112 |
HIGH |
0.7101 |
0.618 |
0.7094 |
0.500 |
0.7092 |
0.382 |
0.7090 |
LOW |
0.7083 |
0.618 |
0.7072 |
1.000 |
0.7065 |
1.618 |
0.7054 |
2.618 |
0.7036 |
4.250 |
0.7007 |
|
|
Fisher Pivots for day following 08-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7092 |
0.7108 |
PP |
0.7089 |
0.7100 |
S1 |
0.7087 |
0.7092 |
|