CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7200 |
0.7205 |
0.0005 |
0.1% |
0.7135 |
High |
0.7225 |
0.7205 |
-0.0020 |
-0.3% |
0.7330 |
Low |
0.7155 |
0.7150 |
-0.0005 |
-0.1% |
0.7112 |
Close |
0.7194 |
0.7183 |
-0.0011 |
-0.2% |
0.7205 |
Range |
0.0070 |
0.0055 |
-0.0015 |
-21.4% |
0.0218 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
44 |
39 |
-5 |
-11.4% |
119 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7344 |
0.7319 |
0.7213 |
|
R3 |
0.7289 |
0.7264 |
0.7198 |
|
R2 |
0.7234 |
0.7234 |
0.7193 |
|
R1 |
0.7209 |
0.7209 |
0.7188 |
0.7194 |
PP |
0.7179 |
0.7179 |
0.7179 |
0.7172 |
S1 |
0.7154 |
0.7154 |
0.7178 |
0.7139 |
S2 |
0.7124 |
0.7124 |
0.7173 |
|
S3 |
0.7069 |
0.7099 |
0.7168 |
|
S4 |
0.7014 |
0.7044 |
0.7153 |
|
|
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 |
0.7439 |
2.618 |
0.7349 |
1.618 |
0.7294 |
1.000 |
0.7260 |
0.618 |
0.7239 |
HIGH |
0.7205 |
0.618 |
0.7184 |
0.500 |
0.7178 |
0.382 |
0.7171 |
LOW |
0.7150 |
0.618 |
0.7116 |
1.000 |
0.7095 |
1.618 |
0.7061 |
2.618 |
0.7006 |
4.250 |
0.6916 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7181 |
0.7200 |
PP |
0.7179 |
0.7194 |
S1 |
0.7178 |
0.7189 |
|