CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7155 |
0.7259 |
0.0104 |
1.5% |
0.7060 |
High |
0.7271 |
0.7330 |
0.0059 |
0.8% |
0.7176 |
Low |
0.7155 |
0.7259 |
0.0104 |
1.5% |
0.6993 |
Close |
0.7258 |
0.7291 |
0.0033 |
0.5% |
0.7142 |
Range |
0.0116 |
0.0071 |
-0.0045 |
-38.8% |
0.0183 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
Volume |
27 |
29 |
2 |
7.4% |
183 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7506 |
0.7470 |
0.7330 |
|
R3 |
0.7435 |
0.7399 |
0.7311 |
|
R2 |
0.7364 |
0.7364 |
0.7304 |
|
R1 |
0.7328 |
0.7328 |
0.7298 |
0.7346 |
PP |
0.7293 |
0.7293 |
0.7293 |
0.7303 |
S1 |
0.7257 |
0.7257 |
0.7284 |
0.7275 |
S2 |
0.7222 |
0.7222 |
0.7278 |
|
S3 |
0.7151 |
0.7186 |
0.7271 |
|
S4 |
0.7080 |
0.7115 |
0.7252 |
|
|
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 |
0.7632 |
2.618 |
0.7516 |
1.618 |
0.7445 |
1.000 |
0.7401 |
0.618 |
0.7374 |
HIGH |
0.7330 |
0.618 |
0.7303 |
0.500 |
0.7295 |
0.382 |
0.7286 |
LOW |
0.7259 |
0.618 |
0.7215 |
1.000 |
0.7188 |
1.618 |
0.7144 |
2.618 |
0.7073 |
4.250 |
0.6957 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7295 |
0.7268 |
PP |
0.7293 |
0.7244 |
S1 |
0.7292 |
0.7221 |
|