CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6922 |
0.7065 |
0.0143 |
2.1% |
0.6875 |
High |
0.7026 |
0.7087 |
0.0061 |
0.9% |
0.7087 |
Low |
0.6922 |
0.7065 |
0.0143 |
2.1% |
0.6842 |
Close |
0.7010 |
0.7073 |
0.0063 |
0.9% |
0.7073 |
Range |
0.0104 |
0.0022 |
-0.0082 |
-78.8% |
0.0245 |
ATR |
0.0049 |
0.0051 |
0.0002 |
4.0% |
0.0000 |
Volume |
43 |
110 |
67 |
155.8% |
394 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7141 |
0.7129 |
0.7085 |
|
R3 |
0.7119 |
0.7107 |
0.7079 |
|
R2 |
0.7097 |
0.7097 |
0.7077 |
|
R1 |
0.7085 |
0.7085 |
0.7075 |
0.7091 |
PP |
0.7075 |
0.7075 |
0.7075 |
0.7078 |
S1 |
0.7063 |
0.7063 |
0.7071 |
0.7069 |
S2 |
0.7053 |
0.7053 |
0.7069 |
|
S3 |
0.7031 |
0.7041 |
0.7067 |
|
S4 |
0.7009 |
0.7019 |
0.7061 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7736 |
0.7649 |
0.7208 |
|
R3 |
0.7491 |
0.7404 |
0.7140 |
|
R2 |
0.7246 |
0.7246 |
0.7118 |
|
R1 |
0.7159 |
0.7159 |
0.7095 |
0.7203 |
PP |
0.7001 |
0.7001 |
0.7001 |
0.7022 |
S1 |
0.6914 |
0.6914 |
0.7051 |
0.6958 |
S2 |
0.6756 |
0.6756 |
0.7028 |
|
S3 |
0.6511 |
0.6669 |
0.7006 |
|
S4 |
0.6266 |
0.6424 |
0.6938 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7181 |
2.618 |
0.7145 |
1.618 |
0.7123 |
1.000 |
0.7109 |
0.618 |
0.7101 |
HIGH |
0.7087 |
0.618 |
0.7079 |
0.500 |
0.7076 |
0.382 |
0.7073 |
LOW |
0.7065 |
0.618 |
0.7051 |
1.000 |
0.7043 |
1.618 |
0.7029 |
2.618 |
0.7007 |
4.250 |
0.6972 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7076 |
0.7037 |
PP |
0.7075 |
0.7001 |
S1 |
0.7074 |
0.6965 |
|