CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 18-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7216 |
0.7325 |
0.0109 |
1.5% |
0.7207 |
High |
0.7320 |
0.7325 |
0.0005 |
0.1% |
0.7250 |
Low |
0.7216 |
0.7282 |
0.0066 |
0.9% |
0.7150 |
Close |
0.7291 |
0.7282 |
-0.0009 |
-0.1% |
0.7227 |
Range |
0.0104 |
0.0043 |
-0.0061 |
-58.7% |
0.0100 |
ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
16 |
3 |
-13 |
-81.3% |
167 |
|
Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7425 |
0.7397 |
0.7306 |
|
R3 |
0.7382 |
0.7354 |
0.7294 |
|
R2 |
0.7339 |
0.7339 |
0.7290 |
|
R1 |
0.7311 |
0.7311 |
0.7286 |
0.7304 |
PP |
0.7296 |
0.7296 |
0.7296 |
0.7293 |
S1 |
0.7268 |
0.7268 |
0.7278 |
0.7261 |
S2 |
0.7253 |
0.7253 |
0.7274 |
|
S3 |
0.7210 |
0.7225 |
0.7270 |
|
S4 |
0.7167 |
0.7182 |
0.7258 |
|
|
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 |
0.7508 |
2.618 |
0.7438 |
1.618 |
0.7395 |
1.000 |
0.7368 |
0.618 |
0.7352 |
HIGH |
0.7325 |
0.618 |
0.7309 |
0.500 |
0.7304 |
0.382 |
0.7298 |
LOW |
0.7282 |
0.618 |
0.7255 |
1.000 |
0.7239 |
1.618 |
0.7212 |
2.618 |
0.7169 |
4.250 |
0.7099 |
|
|
Fisher Pivots for day following 18-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7304 |
0.7276 |
PP |
0.7296 |
0.7269 |
S1 |
0.7289 |
0.7263 |
|