CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.7135 |
0.7117 |
-0.0018 |
-0.3% |
0.7060 |
High |
0.7176 |
0.7142 |
-0.0034 |
-0.5% |
0.7176 |
Low |
0.7108 |
0.7100 |
-0.0008 |
-0.1% |
0.6993 |
Close |
0.7124 |
0.7142 |
0.0018 |
0.3% |
0.7142 |
Range |
0.0068 |
0.0042 |
-0.0026 |
-38.2% |
0.0183 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
70 |
23 |
-47 |
-67.1% |
183 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7254 |
0.7240 |
0.7165 |
|
R3 |
0.7212 |
0.7198 |
0.7154 |
|
R2 |
0.7170 |
0.7170 |
0.7150 |
|
R1 |
0.7156 |
0.7156 |
0.7146 |
0.7163 |
PP |
0.7128 |
0.7128 |
0.7128 |
0.7132 |
S1 |
0.7114 |
0.7114 |
0.7138 |
0.7121 |
S2 |
0.7086 |
0.7086 |
0.7134 |
|
S3 |
0.7044 |
0.7072 |
0.7130 |
|
S4 |
0.7002 |
0.7030 |
0.7119 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7653 |
0.7580 |
0.7243 |
|
R3 |
0.7470 |
0.7397 |
0.7192 |
|
R2 |
0.7287 |
0.7287 |
0.7176 |
|
R1 |
0.7214 |
0.7214 |
0.7159 |
0.7250 |
PP |
0.7104 |
0.7104 |
0.7104 |
0.7122 |
S1 |
0.7031 |
0.7031 |
0.7125 |
0.7068 |
S2 |
0.6921 |
0.6921 |
0.7108 |
|
S3 |
0.6738 |
0.6848 |
0.7092 |
|
S4 |
0.6555 |
0.6665 |
0.7041 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7321 |
2.618 |
0.7252 |
1.618 |
0.7210 |
1.000 |
0.7184 |
0.618 |
0.7168 |
HIGH |
0.7142 |
0.618 |
0.7126 |
0.500 |
0.7121 |
0.382 |
0.7116 |
LOW |
0.7100 |
0.618 |
0.7074 |
1.000 |
0.7058 |
1.618 |
0.7032 |
2.618 |
0.6990 |
4.250 |
0.6922 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7135 |
0.7139 |
PP |
0.7128 |
0.7136 |
S1 |
0.7121 |
0.7133 |
|