CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 08-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7295 |
0.7207 |
-0.0088 |
-1.2% |
0.7135 |
High |
0.7295 |
0.7225 |
-0.0070 |
-1.0% |
0.7330 |
Low |
0.7205 |
0.7167 |
-0.0038 |
-0.5% |
0.7112 |
Close |
0.7205 |
0.7183 |
-0.0022 |
-0.3% |
0.7205 |
Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0218 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
21 |
23 |
2 |
9.5% |
119 |
|
Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7366 |
0.7332 |
0.7215 |
|
R3 |
0.7308 |
0.7274 |
0.7199 |
|
R2 |
0.7250 |
0.7250 |
0.7194 |
|
R1 |
0.7216 |
0.7216 |
0.7188 |
0.7204 |
PP |
0.7192 |
0.7192 |
0.7192 |
0.7186 |
S1 |
0.7158 |
0.7158 |
0.7178 |
0.7146 |
S2 |
0.7134 |
0.7134 |
0.7172 |
|
S3 |
0.7076 |
0.7100 |
0.7167 |
|
S4 |
0.7018 |
0.7042 |
0.7151 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7870 |
0.7755 |
0.7325 |
|
R3 |
0.7652 |
0.7537 |
0.7265 |
|
R2 |
0.7434 |
0.7434 |
0.7245 |
|
R1 |
0.7319 |
0.7319 |
0.7225 |
0.7377 |
PP |
0.7216 |
0.7216 |
0.7216 |
0.7244 |
S1 |
0.7101 |
0.7101 |
0.7185 |
0.7159 |
S2 |
0.6998 |
0.6998 |
0.7165 |
|
S3 |
0.6780 |
0.6883 |
0.7145 |
|
S4 |
0.6562 |
0.6665 |
0.7085 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7472 |
2.618 |
0.7377 |
1.618 |
0.7319 |
1.000 |
0.7283 |
0.618 |
0.7261 |
HIGH |
0.7225 |
0.618 |
0.7203 |
0.500 |
0.7196 |
0.382 |
0.7189 |
LOW |
0.7167 |
0.618 |
0.7131 |
1.000 |
0.7109 |
1.618 |
0.7073 |
2.618 |
0.7015 |
4.250 |
0.6921 |
|
|
Fisher Pivots for day following 08-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7196 |
0.7249 |
PP |
0.7192 |
0.7227 |
S1 |
0.7187 |
0.7205 |
|