CME Canadian Dollar Future September 2016
Trading Metrics calculated at close of trading on 22-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.7275 |
0.7300 |
0.0025 |
0.3% |
0.7250 |
High |
0.7275 |
0.7324 |
0.0049 |
0.7% |
0.7325 |
Low |
0.7240 |
0.7299 |
0.0059 |
0.8% |
0.7200 |
Close |
0.7267 |
0.7299 |
0.0032 |
0.4% |
0.7267 |
Range |
0.0035 |
0.0025 |
-0.0010 |
-28.6% |
0.0125 |
ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
13 |
6 |
-7 |
-53.8% |
57 |
|
Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7382 |
0.7366 |
0.7313 |
|
R3 |
0.7357 |
0.7341 |
0.7306 |
|
R2 |
0.7332 |
0.7332 |
0.7304 |
|
R1 |
0.7316 |
0.7316 |
0.7301 |
0.7312 |
PP |
0.7307 |
0.7307 |
0.7307 |
0.7305 |
S1 |
0.7291 |
0.7291 |
0.7297 |
0.7287 |
S2 |
0.7282 |
0.7282 |
0.7294 |
|
S3 |
0.7257 |
0.7266 |
0.7292 |
|
S4 |
0.7232 |
0.7241 |
0.7285 |
|
|
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 |
0.7430 |
2.618 |
0.7389 |
1.618 |
0.7364 |
1.000 |
0.7349 |
0.618 |
0.7339 |
HIGH |
0.7324 |
0.618 |
0.7314 |
0.500 |
0.7312 |
0.382 |
0.7309 |
LOW |
0.7299 |
0.618 |
0.7284 |
1.000 |
0.7274 |
1.618 |
0.7259 |
2.618 |
0.7234 |
4.250 |
0.7193 |
|
|
Fisher Pivots for day following 22-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.7312 |
0.7294 |
PP |
0.7307 |
0.7288 |
S1 |
0.7303 |
0.7283 |
|