CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 17-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7250 |
0.7216 |
-0.0034 |
-0.5% |
0.7207 |
High |
0.7295 |
0.7320 |
0.0025 |
0.3% |
0.7250 |
Low |
0.7200 |
0.7216 |
0.0016 |
0.2% |
0.7150 |
Close |
0.7210 |
0.7291 |
0.0081 |
1.1% |
0.7227 |
Range |
0.0095 |
0.0104 |
0.0009 |
9.5% |
0.0100 |
ATR |
0.0067 |
0.0071 |
0.0003 |
4.5% |
0.0000 |
Volume |
25 |
16 |
-9 |
-36.0% |
167 |
|
Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7588 |
0.7543 |
0.7348 |
|
R3 |
0.7484 |
0.7439 |
0.7320 |
|
R2 |
0.7380 |
0.7380 |
0.7310 |
|
R1 |
0.7335 |
0.7335 |
0.7301 |
0.7358 |
PP |
0.7276 |
0.7276 |
0.7276 |
0.7287 |
S1 |
0.7231 |
0.7231 |
0.7281 |
0.7254 |
S2 |
0.7172 |
0.7172 |
0.7272 |
|
S3 |
0.7068 |
0.7127 |
0.7262 |
|
S4 |
0.6964 |
0.7023 |
0.7234 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7509 |
0.7468 |
0.7282 |
|
R3 |
0.7409 |
0.7368 |
0.7255 |
|
R2 |
0.7309 |
0.7309 |
0.7245 |
|
R1 |
0.7268 |
0.7268 |
0.7236 |
0.7289 |
PP |
0.7209 |
0.7209 |
0.7209 |
0.7219 |
S1 |
0.7168 |
0.7168 |
0.7218 |
0.7189 |
S2 |
0.7109 |
0.7109 |
0.7209 |
|
S3 |
0.7009 |
0.7068 |
0.7200 |
|
S4 |
0.6909 |
0.6968 |
0.7172 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7762 |
2.618 |
0.7592 |
1.618 |
0.7488 |
1.000 |
0.7424 |
0.618 |
0.7384 |
HIGH |
0.7320 |
0.618 |
0.7280 |
0.500 |
0.7268 |
0.382 |
0.7256 |
LOW |
0.7216 |
0.618 |
0.7152 |
1.000 |
0.7112 |
1.618 |
0.7048 |
2.618 |
0.6944 |
4.250 |
0.6774 |
|
|
Fisher Pivots for day following 17-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7283 |
0.7276 |
PP |
0.7276 |
0.7262 |
S1 |
0.7268 |
0.7247 |
|