CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 02-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7135 |
0.7125 |
-0.0010 |
-0.1% |
0.7060 |
High |
0.7184 |
0.7138 |
-0.0046 |
-0.6% |
0.7176 |
Low |
0.7135 |
0.7112 |
-0.0023 |
-0.3% |
0.6993 |
Close |
0.7183 |
0.7136 |
-0.0047 |
-0.7% |
0.7142 |
Range |
0.0049 |
0.0026 |
-0.0023 |
-46.9% |
0.0183 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0000 |
Volume |
33 |
9 |
-24 |
-72.7% |
183 |
|
Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7207 |
0.7197 |
0.7150 |
|
R3 |
0.7181 |
0.7171 |
0.7143 |
|
R2 |
0.7155 |
0.7155 |
0.7141 |
|
R1 |
0.7145 |
0.7145 |
0.7138 |
0.7150 |
PP |
0.7129 |
0.7129 |
0.7129 |
0.7131 |
S1 |
0.7119 |
0.7119 |
0.7134 |
0.7124 |
S2 |
0.7103 |
0.7103 |
0.7131 |
|
S3 |
0.7077 |
0.7093 |
0.7129 |
|
S4 |
0.7051 |
0.7067 |
0.7122 |
|
|
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 |
0.7248 |
2.618 |
0.7206 |
1.618 |
0.7180 |
1.000 |
0.7164 |
0.618 |
0.7154 |
HIGH |
0.7138 |
0.618 |
0.7128 |
0.500 |
0.7125 |
0.382 |
0.7122 |
LOW |
0.7112 |
0.618 |
0.7096 |
1.000 |
0.7086 |
1.618 |
0.7070 |
2.618 |
0.7044 |
4.250 |
0.7002 |
|
|
Fisher Pivots for day following 02-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7132 |
0.7142 |
PP |
0.7129 |
0.7140 |
S1 |
0.7125 |
0.7138 |
|