CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 27-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.6993 |
0.7125 |
0.0132 |
1.9% |
0.6875 |
High |
0.7123 |
0.7133 |
0.0010 |
0.1% |
0.7087 |
Low |
0.6993 |
0.7089 |
0.0096 |
1.4% |
0.6842 |
Close |
0.7108 |
0.7089 |
-0.0019 |
-0.3% |
0.7073 |
Range |
0.0130 |
0.0044 |
-0.0086 |
-66.2% |
0.0245 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
67 |
8 |
-59 |
-88.1% |
394 |
|
Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7236 |
0.7206 |
0.7113 |
|
R3 |
0.7192 |
0.7162 |
0.7101 |
|
R2 |
0.7148 |
0.7148 |
0.7097 |
|
R1 |
0.7118 |
0.7118 |
0.7093 |
0.7111 |
PP |
0.7104 |
0.7104 |
0.7104 |
0.7100 |
S1 |
0.7074 |
0.7074 |
0.7085 |
0.7067 |
S2 |
0.7060 |
0.7060 |
0.7081 |
|
S3 |
0.7016 |
0.7030 |
0.7077 |
|
S4 |
0.6972 |
0.6986 |
0.7065 |
|
|
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 |
0.7320 |
2.618 |
0.7248 |
1.618 |
0.7204 |
1.000 |
0.7177 |
0.618 |
0.7160 |
HIGH |
0.7133 |
0.618 |
0.7116 |
0.500 |
0.7111 |
0.382 |
0.7106 |
LOW |
0.7089 |
0.618 |
0.7062 |
1.000 |
0.7045 |
1.618 |
0.7018 |
2.618 |
0.6974 |
4.250 |
0.6902 |
|
|
Fisher Pivots for day following 27-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7111 |
0.7080 |
PP |
0.7104 |
0.7072 |
S1 |
0.7096 |
0.7063 |
|