CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 19-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7325 |
0.7275 |
-0.0050 |
-0.7% |
0.7250 |
High |
0.7325 |
0.7275 |
-0.0050 |
-0.7% |
0.7325 |
Low |
0.7282 |
0.7240 |
-0.0042 |
-0.6% |
0.7200 |
Close |
0.7282 |
0.7267 |
-0.0015 |
-0.2% |
0.7267 |
Range |
0.0043 |
0.0035 |
-0.0008 |
-18.6% |
0.0125 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
3 |
13 |
10 |
333.3% |
57 |
|
Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7366 |
0.7351 |
0.7286 |
|
R3 |
0.7331 |
0.7316 |
0.7277 |
|
R2 |
0.7296 |
0.7296 |
0.7273 |
|
R1 |
0.7281 |
0.7281 |
0.7270 |
0.7271 |
PP |
0.7261 |
0.7261 |
0.7261 |
0.7256 |
S1 |
0.7246 |
0.7246 |
0.7264 |
0.7236 |
S2 |
0.7226 |
0.7226 |
0.7261 |
|
S3 |
0.7191 |
0.7211 |
0.7257 |
|
S4 |
0.7156 |
0.7176 |
0.7248 |
|
|
Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7639 |
0.7578 |
0.7336 |
|
R3 |
0.7514 |
0.7453 |
0.7301 |
|
R2 |
0.7389 |
0.7389 |
0.7290 |
|
R1 |
0.7328 |
0.7328 |
0.7278 |
0.7359 |
PP |
0.7264 |
0.7264 |
0.7264 |
0.7279 |
S1 |
0.7203 |
0.7203 |
0.7256 |
0.7234 |
S2 |
0.7139 |
0.7139 |
0.7244 |
|
S3 |
0.7014 |
0.7078 |
0.7233 |
|
S4 |
0.6889 |
0.6953 |
0.7198 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7424 |
2.618 |
0.7367 |
1.618 |
0.7332 |
1.000 |
0.7310 |
0.618 |
0.7297 |
HIGH |
0.7275 |
0.618 |
0.7262 |
0.500 |
0.7258 |
0.382 |
0.7253 |
LOW |
0.7240 |
0.618 |
0.7218 |
1.000 |
0.7205 |
1.618 |
0.7183 |
2.618 |
0.7148 |
4.250 |
0.7091 |
|
|
Fisher Pivots for day following 19-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7264 |
0.7271 |
PP |
0.7261 |
0.7269 |
S1 |
0.7258 |
0.7268 |
|